A coherent presentation of material scattered in journal papers is given. The relationship between periodic models and multiple ARMA models is discussed and employed to make the investigation of these two classes theoretically equivalent. This book discusses notation and representation issues for periodic autoregressive models for univariate periodic time series. In addition, a new representation, the multi-companion (MC) presentation is proposed. This book also reviews the application of the maximum entropy principle to time series and obtain some new results. The main contribution is that it solves the autocovariance extension problem in a far more general setting than previously known. The study of entropy was motivated by periodic correlation but the main results on this topic are more general. A formula for the entropy of a periodically correlated process is given and seems to be new. Finally, the book proposes a method for generation of periodically correlated models with given spectral properties which has no analogue in the literature.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Assistant Professor, Islamic University of Gaza. PhD in Mathematical Statistics(2007), The University of Manchester, UK. MSc in Mathematics(1989), University of Jordan, Jordan. BSc in Mathematics(1987), Birzeit University, Palestine. Research Interests: Time Series Analysis, Data Analysis, Statistical computing, Matrices in Statistics.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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 -A coherent presentation of material scattered in journal papers is given. The relationship between periodic models and multiple ARMA models is discussed and employed to make the investigation of these two classes theoretically equivalent. This book discusses notation and representation issues for periodic autoregressive models for univariate periodic time series. In addition, a new representation, the multi-companion (MC) presentation is proposed. This book also reviews the application of the maximum entropy principle to time series and obtain some new results. The main contribution is that it solves the autocovariance extension problem in a far more general setting than previously known. The study of entropy was motivated by periodic correlation but the main results on this topic are more general. A formula for the entropy of a periodically correlated process is given and seems to be new. Finally, the book proposes a method for generation of periodically correlated models with given spectral properties which has no analogue in the literature. 204 pp. Englisch. N° de réf. du vendeur 9783844301106
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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: Iqelan BisherAssistant Professor, Islamic University of Gaza. PhD in Mathematical Statistics(2007), The University of Manchester, UK. MSc in Mathematics(1989), University of Jordan, Jordan. BSc in Mathematics(1987), Birzeit Universi. N° de réf. du vendeur 5470619
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Etat : New. pp. 204. N° de réf. du vendeur 26131527538
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Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. Print on Demand pp. 204 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. N° de réf. du vendeur 128011437
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Vendeur : preigu, Osnabrück, Allemagne
Taschenbuch. Etat : Neu. Periodically Correlated Time Series: Models and Examples | Advanced Text in Econometrics | Bisher Iqelan | Taschenbuch | 204 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783844301106 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. N° de réf. du vendeur 107119688
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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -A coherent presentation of material scattered in journal papers is given. The relationship between periodic models and multiple ARMA models is discussed and employed to make the investigation of these two classes theoretically equivalent. This book discusses notation and representation issues for periodic autoregressive models for univariate periodic time series. In addition, a new representation, the multi-companion (MC) presentation is proposed. This book also reviews the application of the maximum entropy principle to time series and obtain some new results. The main contribution is that it solves the autocovariance extension problem in a far more general setting than previously known. The study of entropy was motivated by periodic correlation but the main results on this topic are more general. A formula for the entropy of a periodically correlated process is given and seems to be new. Finally, the book proposes a method for generation of periodically correlated models with given spectral properties which has no analogue in the literature.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 204 pp. Englisch. N° de réf. du vendeur 9783844301106
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Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - A coherent presentation of material scattered in journal papers is given. The relationship between periodic models and multiple ARMA models is discussed and employed to make the investigation of these two classes theoretically equivalent. This book discusses notation and representation issues for periodic autoregressive models for univariate periodic time series. In addition, a new representation, the multi-companion (MC) presentation is proposed. This book also reviews the application of the maximum entropy principle to time series and obtain some new results. The main contribution is that it solves the autocovariance extension problem in a far more general setting than previously known. The study of entropy was motivated by periodic correlation but the main results on this topic are more general. A formula for the entropy of a periodically correlated process is given and seems to be new. Finally, the book proposes a method for generation of periodically correlated models with given spectral properties which has no analogue in the literature. N° de réf. du vendeur 9783844301106
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