Asymptotic Properties of Conditional Least-squares Estimators for Array Time Series PDF Download
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Author: Rajae Azral
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Rajae Azral
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Rajae Azrak
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Author: Rifaat Abdalla
Publisher: BoD – Books on Demand
ISBN: 1803563052
Category : Computers
Languages : en
Pages : 206
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Book Description
Time series data consist of a collection of observations obtained through repeated measurements over time. When the points are plotted on a graph, one of the axes is always time. Time series analysis is a specific way of analyzing a sequence of data points. Time series data are everywhere since time is a constituent of everything that is observable. As our world becomes increasingly digitized, sensors and systems are constantly emitting a relentless stream of time series data, which has numerous applications across various industries. The editors of this book are happy to provide the specialized reader community with this book as a modest contribution to this rapidly developing domain.
Author: Jeremy Sin-hing Wu
Publisher:
ISBN:
Category :
Languages : en
Pages : 246
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Author: Subir Ghosh
Publisher: CRC Press
ISBN: 9780824700515
Category : Mathematics
Languages : en
Pages : 864
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Book Description
"Contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models."
Author: Sastry G. Pantula
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 42
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Author: Joshua Shoher Baker
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 332
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Author: Vanniarachchige Amarasiri Samaranayake
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 200
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Book Description
Author: Morten Ørregaard Nielsen
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Book Description
This article proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time-series models. The model is parametric and quite general and, in particular, encompasses the multivariate non-cointegrated fractional autoregressive integrated moving average (ARIMA) model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge uniformly in probability, thus making the proof much more challenging than usual. The neighbourhood around the critical point where uniform convergence fails is handled using a truncation argument.
Author: D N Shanbhag
Publisher: Gulf Professional Publishing
ISBN: 9780444500137
Category : Mathematics
Languages : en
Pages : 1028
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Book Description
This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value therapy, applications of Markov chains, modelling with Monte Carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. particular with modelling, simulation techniques and numerical methods concerned with stochastic processes. The scope of the project involving this volume as well as volume 19 is already clarified in the preface of volume 19. The present volume completes the aim of the project and should serve as an aid to students, teachers, researchers and practitioners interested in applied stochastic processes.
