Research papers statistical inference (14 résultats)
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-UniRia Christie Collections
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Taschenbuch. Etat : Neu. Research Papers in Statistical Inference for Time Series and Related Models | Essays in Honor of Masanobu Taniguchi | Yan Liu (u. a.) | Taschenbuch | xxxvii | Englisch | 2024 | Springer | EAN 9789819908059 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, jue…rgen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Langue : anglais
Edité par Springer Nature Singapore, Springer Nature Singapore, 2023
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Vendeur : AHA-BUCH GmbH, Einbeck, AllemagneAHA-BUCH GmbH
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series,… locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes.The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.
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Vendeur : AHA-BUCH GmbH, Einbeck, AllemagneAHA-BUCH GmbH
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time…series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes.The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.
Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi
Liu, Yan (Editor)/ Hirukawa, Junichi (Editor)/ Kakizawa, Yoshihide (Editor)
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Vendeur : Revaluation Books, Exeter, Royaume-UniRevaluation Books
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Hardcover. Etat : Brand New. 607 pages. 9.25x6.10x1.57 inches. In Stock.
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Etat : new. Questo è un articolo print on demand.
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Etat : new. Questo è un articolo print on demand.
Langue : anglais
Edité par Springer, Berlin|Springer Nature Singapore|Springer, 2023
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi s 70th birthday. It covers models such as long-range dependence models, nonlinear cond…itionally heteroscedastic time se.
Langue : anglais
Edité par Springer, Berlin|Springer Nature Singapore|Springer, 2024
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Vendeur : moluna, Greven, Allemagnemoluna
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi s 70th birthday. It covers models such as long-range dependence models, nonlinear cond…itionally heteroscedastic time se.
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AllemagneBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heter…oscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes.The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics. 608 pp. Englisch.
Langue : anglais
Edité par Springer Nature Singapore, Springer Nature Singapore Jun 2023, 2023
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AllemagneBuchWeltWeit Ludwig Meier e.K.
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EUR 23,00 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 2 disponible(s)
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedas…tic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes.The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics. 608 pp. Englisch.
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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagnebuchversandmimpf2000
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EUR 60,00 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 1 disponible(s)
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heterosce…dastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes.The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 608 pp. Englisch.
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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagnebuchversandmimpf2000
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 246,09
EUR 60,00 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 1 disponible(s)
Buch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic…time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes.The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 608 pp. Englisch.
