Artículos relacionados a Long-Memory Time Series: Theory and Methods: 662 (Wiley...
Long-Memory Time Series: Theory and Methods: 662 (Wiley Series in Probability and Statistics) - Tapa dura
Sinopsis
A self-contained, contemporary treatment of the analysis of long-range dependent data
Long-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods, Asymptotic Theory, Heteroskedastic Models, Transformations, Bayesian Methods, and Prediction), and then extends these techniques to more complex data structures.
To facilitate understanding, the book:
-
Assumes a basic knowledge of calculus and linear algebra and explains the more advanced statistical and mathematical concepts
-
Features numerous examples that accelerate understanding and illustrate various consequences of the theoretical results
-
Proves all theoretical results (theorems, lemmas, corollaries, etc.) or refers readers to resources with further demonstration
-
Includes detailed analyses of computational aspects related to the implementation of the methodologies described, including algorithm efficiency, arithmetic complexity, CPU times, and more
-
Includes proposed problems at the end of each chapter to help readers solidify their understanding and practice their skills
A valuable real-world reference for researchers and practitioners in time series analysis, economerics, finance, and related fields, this book is also excellent for a beginning graduate-level course in long-memory processes or as a supplemental textbook for those studying advanced statistics, mathematics, economics, finance, engineering, or physics. A companion Web site is available for readers to access the S-Plus and R data sets used within the text.
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca del autor
Wilfredo Palma, PhD, is Chairman and Professor of Statistics in the Department of Statistics at Pontificia Universidad Católica de Chile. Dr. Palma has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics.
De la contraportada
A self-contained, contemporary treatment of the analysis of long-range dependent data
Long-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods, Asymptotic Theory, Heteroskedastic Models, Transformations, Bayesian Methods, and Prediction), and then extends these techniques to more complex data structures.
To facilitate understanding, the book:
-
Assumes a basic knowledge of calculus and linear algebra and explains the more advanced statistical and mathematical concepts
-
Features numerous examples that accelerate understanding and illustrate various consequences of the theoretical results
-
Proves all theoretical results (theorems, lemmas, corollaries, etc.) or refers readers to resources with further demonstration
-
Includes detailed analyses of computational aspects related to the implementation of the methodologies described, including algorithm efficiency, arithmetic complexity, CPU times, and more
-
Includes proposed problems at the end of each chapter to help readers solidify their understanding and practice their skills
A valuable real-world reference for researchers and practitioners in time series analysis, economerics, finance, and related fields, this book is also excellent for a beginning graduate-level course in long-memory processes or as a supplemental textbook for those studying advanced statistics, mathematics, economics, finance, engineering, or physics. A companion Web site is available for readers to access the S-Plus® and R data sets used within the text.
"Sobre este título" puede pertenecer a otra edición de este libro.
Comprar nuevo
Ver este artículo
EUR 136,45
EUR 4,26 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envíoResultados de la búsqueda para Long-Memory Time Series: Theory and Methods: 662 (Wiley...
Imagen de archivo
Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)
Librería: Bahamut Media, Reading, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
hardcover. Condición: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Nº de ref. del artículo: 6545-9780470114025
Cantidad disponible: 1 disponibles
Imagen de archivo
Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)
Librería: AwesomeBooks, Wallingford, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
hardcover. Condición: Very Good. Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Nº de ref. del artículo: 7719-9780470114025
Cantidad disponible: 1 disponibles
Imagen de archivo
Long-Memory Time Series: Theory and Meth
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: FW-9780470114025
Cantidad disponible: 15 disponibles
Imagen de archivo
Long-Memory Time Series: Theory and Methods
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9780470114025_new
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Long-Memory Time Series
Librería: moluna, Greven, Alemania
Calificación del vendedor: 4 de 5 estrellas
Gebunden. Condición: New. .Palma presents a textbook for a graduate course summarizing the theory and methods developed to deal with long-range-dependent data, and describing some applications to real-life time series. (SciTech Book Reviews, June 2007) .textbook for a graduate. Nº de ref. del artículo: 556554259
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Longâ"Memory Time Series: Theory and Meth
Publicado por
John Wiley & Sons Inc, 2007
ISBN 10: 0470114029
ISBN 13: 9780470114025
Nuevo
Tapa dura
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: New. New copy - Usually dispatched within 4 working days. 594. Nº de ref. del artículo: B9780470114025
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Long-Memory Time Series
Publicado por
John Wiley and Sons Ltd, 2007
ISBN 10: 0470114029
ISBN 13: 9780470114025
Nuevo
Tapa dura
Original o primera edición
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Calificación del vendedor: 5 de 5 estrellas
Condición: New. During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book attempts to give an overview of the theory and methods developed to deal with long-range dependent data as well as describe some applications of these methodologies to real-life time series. Series: Wiley Series in Probability and Statistics. Num Pages: 304 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 242 x 163 x 19. Weight in Grams: 564. . 2007. 1st Edition. Hardcover. . . . . Nº de ref. del artículo: V9780470114025
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Long-Memory Time Series (Hardcover)
Publicado por
John Wiley & Sons Inc, Hoboken, 2007
ISBN 10: 0470114029
ISBN 13: 9780470114025
Nuevo
Tapa dura
Original o primera edición
Librería: CitiRetail, Stevenage, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: new. Hardcover. A self-contained, contemporary treatment of the analysis of long-range dependent data Long-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods, Asymptotic Theory, Heteroskedastic Models, Transformations, Bayesian Methods, and Prediction), and then extends these techniques to more complex data structures. To facilitate understanding, the book: Assumes a basic knowledge of calculus and linear algebra and explains the more advanced statistical and mathematical concepts Features numerous examples that accelerate understanding and illustrate various consequences of the theoretical results Proves all theoretical results (theorems, lemmas, corollaries, etc.) or refers readers to resources with further demonstration Includes detailed analyses of computational aspects related to the implementation of the methodologies described, including algorithm efficiency, arithmetic complexity, CPU times, and more Includes proposed problems at the end of each chapter to help readers solidify their understanding and practice their skills A valuable real-world reference for researchers and practitioners in time series analysis, economerics, finance, and related fields, this book is also excellent for a beginning graduate-level course in long-memory processes or as a supplemental textbook for those studying advanced statistics, mathematics, economics, finance, engineering, or physics. A companion Web site is available for readers to access the S-Plus and R data sets used within the text. During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book attempts to give an overview of the theory and methods developed to deal with long-range dependent data as well as describe some applications of these methodologies to real-life time series. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9780470114025
Cantidad disponible: 1 disponibles
Imagen de archivo
Long-Memory Time Series
Librería: Majestic Books, Hounslow, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. pp. 304 Illus. Nº de ref. del artículo: 7523831
Cantidad disponible: 3 disponibles
Imagen del vendedor
Long-Memory Time Series : Theory and Methods
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. Neuware - A self-contained, contemporary treatment of the analysis of long-range dependent dataLong-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods, Asymptotic Theory, Heteroskedastic Models, Transformations, Bayesian Methods, and Prediction), and then extends these techniques to more complex data structures.To facilitate understanding, the book:\*Assumes a basic knowledge of calculus and linear algebra and explains the more advanced statistical and mathematical concepts\*Features numerous examples that accelerate understanding and illustrate various consequences of the theoretical results\*Proves all theoretical results (theorems, lemmas, corollaries, etc.) or refers readers to resources with further demonstration\*Includes detailed analyses of computational aspects related to the implementation of the methodologies described, including algorithm efficiency, arithmetic complexity, CPU times, and more\*Includes proposed problems at the end of each chapter to help readers solidify their understanding and practice their skillsA valuable real-world reference for researchers and practitioners in time series analysis, economerics, finance, and related fields, this book is also excellent for a beginning graduate-level course in long-memory processes or as a supplemental textbook for those studying advanced statistics, mathematics, economics, finance, engineering, or physics. A companion Web site is available for readers to access the S-Plus(r) and R data sets used within the text. Nº de ref. del artículo: 9780470114025
Cantidad disponible: 2 disponibles