Articles liés à Applications of Computer Aided Time Series Modeling
Synopsis
This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply- ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta- geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in- dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er- rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications.
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Applications of Computer Aided Time Series Modeling
Edité par
New York, NY : Springer, 1997
ISBN 10 : 0387947515
ISBN 13 : 9780387947518
Ancien ou d'occasion
Couverture souple
Vendeur : CSG Onlinebuch GMBH, Darmstadt, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Gut. Gebraucht - Gut * good, clean condition, no markings in text * -This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications. N° de réf. du vendeur INF1000051897
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Applications of Computer Aided Time Series Modeling
Edité par
Springer New York, 1996
ISBN 10 : 0387947515
ISBN 13 : 9780387947518
Ancien ou d'occasion
Couverture souple
Vendeur : Buchpark, Trebbin, Allemagne
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Etat : Gut. Zustand: Gut | Seiten: 352 | Sprache: Englisch | Produktart: Bücher. N° de réf. du vendeur 91274/203
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Applications of Computer Aided Time Series Modeling (Lecture Notes in Statistics)
Edité par
Springer New York, 1997
ISBN 10 : 0387947515
ISBN 13 : 9780387947518
Ancien ou d'occasion
gebundene Ausgabe
Vendeur : NEPO UG, Rüsselsheim am Main, Allemagne
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gebundene Ausgabe. Etat : Gut. 352 Seiten nice book ex Library Sprache: Englisch Gewicht in Gramm: 531 Auflage: Softcover reprint of the original 1st ed. 1997. N° de réf. du vendeur 346378
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Applications of Computer Aided Time Series Modeling (Lecture Notes in Statistics)
Vendeur : La bataille des livres, Pradinas, France
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Etat : Très bon. Applications of Computer Aided Time Series Modeling (Lecture Notes in Statistics) | Aoki, Havenner | Springer, 1997. In-8° broché, 335p. Couverture propre. Dos solide. Intérieur frais. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Très bon état général pour cet exemplaire. [Sh50+]. N° de réf. du vendeur 89-TVGU-G8DA
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Applications of Computer Aided Time Series Modeling
Edité par
Springer New York, 1996
ISBN 10 : 0387947515
ISBN 13 : 9780387947518
Neuf
Kartoniert / Broschiert
Vendeur : moluna, Greven, Allemagne
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Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory ac. N° de réf. du vendeur 5912175
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Applications of Computer Aided Time Series Modeling (Lecture Notes in Statistics, 119)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9780387947518_new
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Applications of Computer Aided Time Series Modeling
Edité par
Springer New York, Springer New York Nov 1996, 1996
ISBN 10 : 0387947515
ISBN 13 : 9780387947518
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 352 pp. Englisch. N° de réf. du vendeur 9780387947518
Quantité disponible : 1 disponible(s)
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Applications of Computer Aided Time Series Modeling
Edité par
Springer New York Nov 1996, 1996
ISBN 10 : 0387947515
ISBN 13 : 9780387947518
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications. 352 pp. Englisch. N° de réf. du vendeur 9780387947518
Quantité disponible : 2 disponible(s)
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Applications of Computer Aided Time Series Modeling
Edité par
Springer New York, Springer New York, 1996
ISBN 10 : 0387947515
ISBN 13 : 9780387947518
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications. N° de réf. du vendeur 9780387947518
Quantité disponible : 1 disponible(s)
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Applications of Computer Aided Time Series Modeling
Edité par
Springer-Verlag New York Inc., 1996
ISBN 10 : 0387947515
ISBN 13 : 9780387947518
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 524. N° de réf. du vendeur C9780387947518
Quantité disponible : Plus de 20 disponibles