Exploration Of A Nonlinear World An Appreciation Of Howell Tong S Contributions To Statistics
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Exploration Of A Nonlinear World
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Author : Kung-Sik Chan
language : en
Publisher: World Scientific
Release Date : 2009
Exploration Of A Nonlinear World written by Kung-Sik Chan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.
This festschrift is dedicated to Professor Howell Tong on the occasion of his 65th birthday. With a Foreword written by Professor Peter Whittle, FRS, it celebrates Tong's path-breaking and tireless contributions to nonlinear time series analysis, chaos and statistics, by reprinting 10 selected papers by him and his collaborators, which are interleaved with 17 original reviews, written by 19 international experts. Through these papers and reviews, readers will have an opportunity to share many of the excitements, retrospectively and prospectively, of the relatively new subject of nonlinear time series. Tong has played a leading role in laying the foundation of the subject; his innovative and authoritative contributions are reflected in the review articles in the volume, which describe modern and related developments in the subject, including applications in many major fields such as ecology, economics, finance and others. This volume will be useful to researchers and students interested in the theory and practice of nonlinear time series analysis. Sample Chapter(s). Foreword (68 KB). Chapter 1: Birth of the Threshold Time Series Model (269 KB). Contents: Reflections on Threshold Autoregression (P J Brockwell); The Threshold Approach in Volatility Modelling (W K Li); Dependence and Nonlinearity (M Rosenblatt); Recent Developments on Semiparametric Regression Model Selection (J Gao); Thoughts on the Connections Between Threshold Time Series Models and Dynamical Systems (D B H Cline); Crossing the Bridge Backwards: Some Comments on Early Interdisciplinary Efforts (C D Cutler); On Likelihood Ratio Tests for Threshold Autoregression (K-S Chan & H Tong); An Adaptive Estimation Method for Semiparametric Models and Dimension Reduction (C Leng et al.); On Howell Tong's Contributions to Reliability (M M Ali); and other papers. Readership: Graduate students and researchers in statistics and related fields of ecology, economics and finance.
Exploration Of A Nonlinear World An Appreciation Of Howell Tong S Contributions To Statistics
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Author : Kung-sik Chan
language : en
Publisher: World Scientific
Release Date : 2009-09-29
Exploration Of A Nonlinear World An Appreciation Of Howell Tong S Contributions To Statistics written by Kung-sik Chan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-29 with Mathematics categories.
This festschrift is dedicated to Professor Howell Tong on the occasion of his 65th birthday. With a Foreword written by Professor Peter Whittle, FRS, it celebrates Tong's path-breaking and tireless contributions to nonlinear time series analysis, chaos and statistics, by reprinting 10 selected papers by him and his collaborators, which are interleaved with 17 original reviews, written by 19 international experts.Through these papers and reviews, readers will have an opportunity to share many of the excitements, retrospectively and prospectively, of the relatively new subject of nonlinear time series. Tong has played a leading role in laying the foundation of the subject; his innovative and authoritative contributions are reflected in the review articles in the volume, which describe modern and related developments in the subject, including applications in many major fields such as ecology, economics, finance and others. This volume will be useful to researchers and students interested in the theory and practice of nonlinear time series analysis.
Elements Of Nonlinear Time Series Analysis And Forecasting
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Author : Jan G. De Gooijer
language : en
Publisher: Springer
Release Date : 2017-03-30
Elements Of Nonlinear Time Series Analysis And Forecasting written by Jan G. De Gooijer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-30 with Mathematics categories.
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.
Linear Models And Time Series Analysis
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Author : Marc S. Paolella
language : en
Publisher: John Wiley & Sons
Release Date : 2018-10-10
Linear Models And Time Series Analysis written by Marc S. Paolella and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-10 with Mathematics categories.
A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which introduced the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The code offers a framework for discussion and illustration of numerics, and shows the mapping from theory to computation. The topic of time series analysis is on firm footing, with numerous textbooks and research journals dedicated to it. With respect to the subject/technology, many chapters in Linear Models and Time-Series Analysis cover firmly entrenched topics (regression and ARMA). Several others are dedicated to very modern methods, as used in empirical finance, asset pricing, risk management, and portfolio optimization, in order to address the severe change in performance of many pension funds, and changes in how fund managers work. Covers traditional time series analysis with new guidelines Provides access to cutting edge topics that are at the forefront of financial econometrics and industry Includes latest developments and topics such as financial returns data, notably also in a multivariate context Written by a leading expert in time series analysis Extensively classroom tested Includes a tutorial on SAS Supplemented with a companion website containing numerous Matlab programs Solutions to most exercises are provided in the book Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH is suitable for advanced masters students in statistics and quantitative finance, as well as doctoral students in economics and finance. It is also useful for quantitative financial practitioners in large financial institutions and smaller finance outlets.
Internet Of Things And Fog Computing Enabled Solutions For Real Life Challenges
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Author : Anil Saroliya
language : en
Publisher: CRC Press
Release Date : 2022-12-29
Internet Of Things And Fog Computing Enabled Solutions For Real Life Challenges written by Anil Saroliya and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-29 with Technology & Engineering categories.
In today’s world, the use of technology is growing rapidly, and people need effective solutions for their real-life problems. This book discusses smart applications of associated technologies to develop cohesive and comprehensive solutions for the betterment of humankind. It comprehensively covers the effective use of the Internet of Things (IoT), wireless sensor network, wearable sensors, body area network, cloud computing, and distributed computing methodologies. The book comprehensively covers IoT and fog computing sensor supported technologies or protocols including web of things, near-field communication, 6LoWPAN, LoRAWAN, XMPP, DDS, LwM2M, Mesh Protocol, and radio-frequency identification. The book- Discusses smart applications to develop cohesive and comprehensive solutions for real-life problems. Covers analytical descriptions with appropriate simulation and prototype models. Examines the role of IoT and fog computing technologies during global emergency situations. Discusses key technologies including cloud computing, 5G communication, big data, artificial intelligence, control systems, and wearable sensors. The text is primarily written for graduate students, and academic researchers working in diverse fields of electrical engineering, biomedical engineering, electronics and communication engineering, computer engineering, and information technology.