The Evaluation Of Exact Maximum Likelihood Estimates For Varma Models
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The Evaluation Of Exact Maximum Likelihood Estimates For Varma Models
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Author : A. D. Hall
language : en
Publisher:
Release Date : 1979
The Evaluation Of Exact Maximum Likelihood Estimates For Varma Models written by A. D. Hall and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with categories.
Evaluation Of Exact Maximum Likelhood Estimates For Varma Models
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Author : Australian National University. Faculty of Economics and Research School of Social Sciences
language : en
Publisher:
Release Date : 1979
Evaluation Of Exact Maximum Likelhood Estimates For Varma Models written by Australian National University. Faculty of Economics and Research School of Social Sciences and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with categories.
Elements Of Multivariate Time Series Analysis
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Author : Gregory C. Reinsel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Elements Of Multivariate Time Series Analysis written by Gregory C. Reinsel 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.
The use of methods of time series analysis in the study of multivariate time series has become of increased interest in recent years. Although the methods are rather well developed and understood for univarjate time series analysis, the situation is not so complete for the multivariate case. This book is designed to introduce the basic concepts and methods that are useful in the analysis and modeling of multivariate time series, with illustrations of these basic ideas. The development includes both traditional topics such as autocovariance and auto correlation matrices of stationary processes, properties of vector ARMA models, forecasting ARMA processes, least squares and maximum likelihood estimation techniques for vector AR and ARMA models, and model checking diagnostics for residuals, as well as topics of more recent interest for vector ARMA models such as reduced rank structure, structural indices, scalar component models, canonical correlation analyses for vector time series, multivariate unit-root models and cointegration structure, and state-space models and Kalman filtering techniques and applications. This book concentrates on the time-domain analysis of multivariate time series, and the important subject of spectral analysis is not considered here. For that topic, the reader is referred to the excellent books by Jenkins and Watts (1968), Hannan (1970), Priestley (1981), and others.
Time Series Modelling Of Water Resources And Environmental Systems
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Author : K.W. Hipel
language : en
Publisher: Elsevier
Release Date : 1994-04-07
Time Series Modelling Of Water Resources And Environmental Systems written by K.W. Hipel and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-04-07 with Technology & Engineering categories.
This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.
Time Series Analysis
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Author : George E. P. Box
language : en
Publisher: John Wiley & Sons
Release Date : 2015-05-29
Time Series Analysis written by George E. P. Box 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 2015-05-29 with Mathematics categories.
Praise for the Fourth Edition "The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control." —Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include: A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models Numerous examples drawn from finance, economics, engineering, and other related fields The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting Updates to literature references throughout and new end-of-chapter exercises Streamlined chapter introductions and revisions that update and enhance the exposition Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.
Statistical Control By Monitoring And Adjustment
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Author : George E. P. Box
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-09
Statistical Control By Monitoring And Adjustment written by George E. P. Box 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 2011-09-09 with Mathematics categories.
Praise for the First Edition "This book . . . is a significant addition to the literature onstatistical practice . . . should be of considerable interest tothose interested in these topics."—International Journal ofForecasting Recent research has shown that monitoring techniques alone areinadequate for modern Statistical Process Control (SPC), and thereexists a need for these techniques to be augmented by methods thatindicate when occasional process adjustment is necessary.Statistical Control by Monitoring and Adjustment, Second Editionpresents the relationship among these concepts and elementary ideasfrom Engineering Process Control (EPC), demonstrating how thepowerful synergistic association between SPC and EPC can solvenumerous problems that are frequently encountered in processmonitoring and adjustment. The book begins with a discussion of SPC as it was originallyconceived by Dr. Walter A. Shewhart and Dr. W. Edwards Deming.Subsequent chapters outline the basics of the new integration ofSPC and EPC, which is not available in other related books.Thorough coverage of time series analysis for forecasting, processdynamics, and non-stationary models is also provided, and thesesections have been carefully written so as to require only anelementary understanding of mathematics. Extensive graphicalexplanations and computational tables accompany the numerousexamples that are provided throughout each chapter, and a helpfulselection of problems and solutions further facilitatesunderstanding. Statistical Control by Monitoring and Adjustment, Second Editionis an excellent book for courses on applied statistics andindustrial engineering at the upper-undergraduate and graduatelevels. It also serves as a valuable reference for statisticiansand quality control practitioners working in industry.
Journal Of The American Statistical Association
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Author :
language : en
Publisher:
Release Date : 1995
Journal Of The American Statistical Association written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Electronic journals categories.
A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.
Exact Maximum Likelihood Estimation Of The Kalman Filter Model
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Author : Theodore Bos
language : en
Publisher:
Release Date : 1982
Exact Maximum Likelihood Estimation Of The Kalman Filter Model written by Theodore Bos and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Econometrics categories.
Statistical Theory And Method Abstracts
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Author :
language : en
Publisher:
Release Date : 1981
Statistical Theory And Method Abstracts written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Statistics categories.
Iterative Procedures For Exact Maximum Likelihood Estimation In The First Order Gaussian Moving Average Model
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Author : Stanford University. Department of Statistics
language : en
Publisher:
Release Date : 1990
Iterative Procedures For Exact Maximum Likelihood Estimation In The First Order Gaussian Moving Average Model written by Stanford University. Department of Statistics and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with categories.