In this book,an attempt has been made by developing some inferential methods for autoregressive models by using Internally studentized residuals.In the Applied regression analysis, the autoregressive models, moving average models and combined autoregressive and moving average models have a wide number applications. The study on autoregressive process/models is considered to be essential to both the theoretical and applied statisticians.The first order and higher order autoregressive models for regressed variable and errors have been described by giving auto covariance functions.Further,an autoregressive dynamic model without constant term has been specified and in the presence of lagged dependent variable, a modified durbin’s h-statistic for testing the hypthesis of no auto correlation has been developed for first order autoregressive error process, Instrumental variable method of estimation has been proposed to estimate the parameters of first order autoregressive errors model with lagged dependent variable as regressor and hence obtained estimates for autocorrelation co-efficients based an Internally studentized residuals.
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book,an attempt has been made by developing some inferential methods for autoregressive models by using Internally studentized residuals.In the Applied regression analysis, the autoregressive models, moving average models and combined autoregressive and moving average models have a wide number applications. The study on autoregressive process/models is considered to be essential to both the theoretical and applied statisticians.The first order and higher order autoregressive models for regressed variable and errors have been described by giving auto covariance functions.Further,an autoregressive dynamic model without constant term has been specified and in the presence of lagged dependent variable, a modified durbin's h-statistic for testing the hypthesis of no auto correlation has been developed for first order autoregressive error process, Instrumental variable method of estimation has been proposed to estimate the parameters of first order autoregressive errors model with lagged dependent variable as regressor and hence obtained estimates for autocorrelation co-efficients based an Internally studentized residuals. 260 pp. Englisch. N° de réf. du vendeur 9783659389801
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Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Ramanjineyulu B.Mr. Bandi. Ramanjineyulu Working as a Business Analyst in Tata Consultancy Services at Bangalore, Karnataka, INDIA.He has 2 Years of Analytics Experience and 1 year of teaching experience. He has published 3 papers in. N° de réf. du vendeur 5153041
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Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 260. N° de réf. du vendeur 26128812112
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Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. Print on Demand pp. 260 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. N° de réf. du vendeur 131742607
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Vendeur : preigu, Osnabrück, Allemagne
Taschenbuch. Etat : Neu. Statistical Inference in Autoregressive Models | Estimation of Autoregressive Models | B. Ramanjineyulu (u. a.) | Taschenbuch | 260 S. | Englisch | 2013 | LAP LAMBERT Academic Publishing | EAN 9783659389801 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. N° de réf. du vendeur 105711578
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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this book,an attempt has been made by developing some inferential methods for autoregressive models by using Internally studentized residuals.In the Applied regression analysis, the autoregressive models, moving average models and combined autoregressive and moving average models have a wide number applications. The study on autoregressive process/models is considered to be essential to both the theoretical and applied statisticians.The first order and higher order autoregressive models for regressed variable and errors have been described by giving auto covariance functions.Further,an autoregressive dynamic model without constant term has been specified and in the presence of lagged dependent variable, a modified durbin's h-statistic for testing the hypthesis of no auto correlation has been developed for first order autoregressive error process, Instrumental variable method of estimation has been proposed to estimate the parameters of first order autoregressive errors model with lagged dependent variable as regressor and hence obtained estimates for autocorrelation co-efficients based an Internally studentized residuals.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 260 pp. Englisch. N° de réf. du vendeur 9783659389801
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Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : New. PRINT ON DEMAND pp. 260. N° de réf. du vendeur 18128812122
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Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this book,an attempt has been made by developing some inferential methods for autoregressive models by using Internally studentized residuals.In the Applied regression analysis, the autoregressive models, moving average models and combined autoregressive and moving average models have a wide number applications. The study on autoregressive process/models is considered to be essential to both the theoretical and applied statisticians.The first order and higher order autoregressive models for regressed variable and errors have been described by giving auto covariance functions.Further,an autoregressive dynamic model without constant term has been specified and in the presence of lagged dependent variable, a modified durbin's h-statistic for testing the hypthesis of no auto correlation has been developed for first order autoregressive error process, Instrumental variable method of estimation has been proposed to estimate the parameters of first order autoregressive errors model with lagged dependent variable as regressor and hence obtained estimates for autocorrelation co-efficients based an Internally studentized residuals. N° de réf. du vendeur 9783659389801
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