On the Order Determination of ARMA Models by Frequency Domain Considerations PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download On the Order Determination of ARMA Models by Frequency Domain Considerations PDF full book. Access full book title On the Order Determination of ARMA Models by Frequency Domain Considerations by James Dennis Brownlow. Download full books in PDF and EPUB format.
Author: James Dennis Brownlow
Publisher:
ISBN:
Category : Fourier transformations
Languages : en
Pages : 266
Get Book Here
Book Description
Author: James Dennis Brownlow
Publisher:
ISBN:
Category : Fourier transformations
Languages : en
Pages : 266
Get Book Here
Book Description
Author: ByoungSeon Choi
Publisher: Springer Science & Business Media
ISBN: 1461397456
Category : Mathematics
Languages : en
Pages : 211
Get Book Here
Book Description
During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 782
Get Book Here
Book Description
Author: Sergio Bittanti
Publisher: John Wiley & Sons
ISBN: 1119546362
Category : Technology & Engineering
Languages : en
Pages : 416
Get Book Here
Book Description
This book is about constructing models from experimental data. It covers a range of topics, from statistical data prediction to Kalman filtering, from black-box model identification to parameter estimation, from spectral analysis to predictive control. Written for graduate students, this textbook offers an approach that has proven successful throughout the many years during which its author has taught these topics at his University. The book: Contains accessible methods explained step-by-step in simple terms Offers an essential tool useful in a variety of fields, especially engineering, statistics, and mathematics Includes an overview on random variables and stationary processes, as well as an introduction to discrete time models and matrix analysis Incorporates historical commentaries to put into perspective the developments that have brought the discipline to its current state Provides many examples and solved problems to complement the presentation and facilitate comprehension of the techniques presented
Author: Y. Dodge
Publisher: Elsevier
ISBN: 1483296113
Category : Mathematics
Languages : en
Pages : 630
Get Book Here
Book Description
A wide range of topics and perspectives in the field of statistics are brought together in this volume. The contributions originate from invited papers presented at an international conference which was held in honour of C. Radhakrishna Rao, one of the most eminent statisticians of our time and a distinguished scientist.
Author: Victor Privalsky
Publisher: Springer Nature
ISBN: 3030580555
Category : Science
Languages : en
Pages : 253
Get Book Here
Book Description
This book gives the reader the basic knowledge of the theory of random processes necessary for applying to study climatic time series. It contains many examples in different areas of time series analysis such as autoregressive modelling and spectral analysis, linear extrapolation, simulation, causality, relations between scalar components of multivariate time series, and reconstructions of climate data. As an important feature, the book contains many practical examples and recommendations about how to deal and how not to deal with applied problems of time series analysis in climatology or any other science where the time series are short.
Author: Prabhakar S. Naidu
Publisher: CRC Press
ISBN: 9780849324642
Category : Mathematics
Languages : en
Pages : 424
Get Book Here
Book Description
Spectrum analysis can be considered as a topic in statistics as well as a topic in digital signal processing (DSP). This book takes a middle course by emphasizing the time series models and their impact on spectrum analysis. The text begins with elements of probability theory and goes on to introduce the theory of stationary stochastic processes. The depth of coverage is extensive. Many topics of concern to spectral characterization of Gaussian and non-Gaussian time series, scalar and vector time series are covered. A section is devoted to the emerging areas of non-stationary and cyclostationary time series. The book is organized more as a textbook than a reference book. Each chapter includes many examples to illustrate the concepts described. Several exercises are included at the end of each chapter. The level is appropriate for graduate and research students.
Author: Peter D. Congdon
Publisher: CRC Press
ISBN: 1584887214
Category : Mathematics
Languages : en
Pages : 606
Get Book Here
Book Description
The use of Markov chain Monte Carlo (MCMC) methods for estimating hierarchical models involves complex data structures and is often described as a revolutionary development. An intermediate-level treatment of Bayesian hierarchical models and their applications, Applied Bayesian Hierarchical Methods demonstrates the advantages of a Bayesian approach
Author: Howell Tong
Publisher: World Scientific
ISBN: 9789810213534
Category : Mathematics
Languages : en
Pages : 240
Get Book Here
Book Description
This volume is the first in the new series Nonlinear Time Series and Chaos. The general aim of the series is to provide a bridge between the two communities by inviting prominent researchers in their respective fields to give a systematic account of their chosen topics, starting at the beginning and ending with the latest state. It is hoped that researchers in both communities will find the topics relevant and thought provoking. In this volume, the first chapter, written by Professor Colleen Cutler, is a comprehensive account of the theory and estimation of fractal dimension, a topic of central importance in dynamical systems, which has recently attracted the attention of the statisticians. As it is natural to study a stochastic dynamical system within the framework of Markov chains, it is therefore relevant to study their limiting behaviour. The second chapter, written by Professor Kung-Sik Chan, reviews some limit theorems of Markov chains and illustrates their relevance to chaos. The next three chapters are concerned with specific models. Briefly, Chapter Three by Professor Peter Lewis and Dr Bonnie Ray and Chapter Four by Professor Peter Brockwell generalise the class of self-exciting threshold autoregressive models in different directions. In Chapter Three, the new and powerful methodology of multivariate adaptive regression splines (MARS) is adapted to time series data. Its versatility is illustrated by reference to the very interesting and complex sea surface temperature data. Chapter Four exploits the greater tractability of continuous-time Markov approach to discrete-time data. The approach is particularly relevant to irregularly sampled data. The concluding chapter, by Professor Pham Dinh Tuan, is likely to be the most definitive account of bilinear models in discrete time to date.
Author:
Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493
Get Book Here
Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
