Non Gaussian Autoregressive Type Time Series

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Non Gaussian Autoregressive Type Time Series

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Author : N. Balakrishna
language : en
Publisher: Springer Nature
Release Date : 2022-01-27

Non Gaussian Autoregressive Type Time Series written by N. Balakrishna and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-27 with Mathematics categories.

This book brings together a variety of non-Gaussian autoregressive-type models to analyze time-series data. This book collects and collates most of the available models in the field and provide their probabilistic and inferential properties. This book classifies the stationary time-series models into different groups such as linear stationary models with non-Gaussian innovations, linear stationary models with non-Gaussian marginal distributions, product autoregressive models and minification models. Even though several non-Gaussian time-series models are available in the literature, most of them are focusing on the model structure and the probabilistic properties.

Topics In Statistical Dependence

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Author : Henry W. Block
language : en
Publisher: IMS
Release Date : 1990

Topics In Statistical Dependence written by Henry W. Block and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Mathematics categories.

Stationary Sequences And Random Fields

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Author : Murray Rosenblatt
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stationary Sequences And Random Fields written by Murray Rosenblatt and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

This book has a dual purpose. One of these is to present material which selec tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite parameter and spectral approach. The second object is the presentation of topics of current research interest and some open questions. I mention these now. In particular, there is a discussion in Chapter III of the types of limit theorems that will imply asymptotic nor mality for covariance estimates and smoothings of the periodogram. This dis cussion allows one to get results on the asymptotic distribution of finite para meter estimates that are broader than those usually given in the literature in Chapter IV. A derivation of the asymptotic distribution for spectral (second order) estimates is given under an assumption of strong mixing in Chapter V. A discussion of higher order cumulant spectra and their large sample properties under appropriate moment conditions follows in Chapter VI. Probability density, conditional probability density and regression estimates are considered in Chapter VII under conditions of short range dependence. Chapter VIII deals with a number of topics. At first estimates for the structure function of a large class of non-Gaussian linear processes are constructed. One can determine much more about this structure or transfer function in the non-Gaussian case than one can for Gaussian processes. In particular, one can determine almost all the phase information.

Diagnostic Checks In Time Series

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Author : Wai Keung Li
language : en
Publisher: CRC Press
Release Date : 2003-12-29

Diagnostic Checks In Time Series written by Wai Keung Li and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-12-29 with Mathematics categories.

Diagnostic checking is an important step in the modeling process. But while the literature on diagnostic checks is quite extensive and many texts on time series modeling are available, it still remains difficult to find a book that adequately covers methods for performing diagnostic checks. Diagnostic Checks in Time Series helps to fill that

Biometrika

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Author : D. M. Titterington
language : en
Publisher:
Release Date : 2001

Biometrika written by D. M. Titterington and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.

The year 2001 marks the centenary of Biometrika, one of the world's leading academic journals in statistical theory and methodology. In celebration of this, the book brings together two sets of papers from the journal. The first comprises seven specially commissioned articles (authors: D.R. Cox, A.C. Davison, Anthony C. Atkinson and R.A. Bailey, David Oakes, Peter Hall, T.M.F. Smith, and Howell Tong). These articles review the history of the journal and the most important contributions made by appearing in the journal in a number of important areas of statitisical activity, including general theory and methodology, surveys and time sets. In the process the papers describe the general development of statistical science during the twentieth century. The second group of ten papers are a selection of particularly seminal articles form the journal's first hundred years. The book opens with an introduction by the editors Professor D.M. Titterington and Sir David Cox.

Count Time Series

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Author : Konstantinos Fokianos
language : en
Publisher: CRC Press
Release Date : 2020-06-30

Count Time Series written by Konstantinos Fokianos and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-30 with categories.

Diagnostic Checks In Time Series

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Author : Wai Keung Li
language : en
Publisher: CRC Press
Release Date : 2003-12-29

Diagnostic Checks In Time Series written by Wai Keung Li and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-12-29 with Mathematics categories.

Diagnostic checking is an important step in the modeling process. But while the literature on diagnostic checks is quite extensive and many texts on time series modeling are available, it still remains difficult to find a book that adequately covers methods for performing diagnostic checks. Diagnostic Checks in Time Series helps to fill that

Scientific And Technical Aerospace Reports

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Author :
language : en
Publisher:
Release Date : 1987

Scientific And Technical Aerospace Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Aeronautics categories.

Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

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.

Smoothing Techniques For Curve Estimation

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Author : T. Gasser
language : en
Publisher: Springer
Release Date : 2006-12-08

Smoothing Techniques For Curve Estimation written by T. Gasser and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-12-08 with Mathematics categories.