The analysis of frequency data 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 The analysis of frequency data PDF full book. Access full book title The analysis of frequency data by Shelby Joel Haberman. Download full books in PDF and EPUB format.
Author: Shelby Joel Haberman
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
Author: Shelby Joel Haberman
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
Author: Roberto S. Mariano
Publisher: World Scientific
ISBN: 9812778969
Category : Business & Economics
Languages : en
Pages : 200
Get Book Here
Book Description
This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research. Sample Chapter(s). Foreword (32 KB). Chapter 1: Forecast Uncertainty, Its Representation and Evaluation* (97 KB). Contents: Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis); The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur); Forecasting Seasonal Time Series (P H Franses); Car and Affine Processes (C Gourieroux); Multivariate Time Series Analysis and Forecasting (M Deistler). Readership: Professionals and researchers in econometric forecasting and financial data analysis.
Author: Alexander von Eye
Publisher: Psychology Press
ISBN: 1135630860
Category : Psychology
Languages : en
Pages : 471
Get Book Here
Book Description
Configural Frequency Analysis (CFA) provides an up-to-the-minute comprehensive introduction to its techniques, models, and applications. Written in a formal yet accessible style, actual empirical data examples are used to illustrate key concepts. Step-by-step program sequences are used to show readers how to employ CFA methods using commercial software packages, such as SAS, SPSS, SYSTAT, S-Plus, or those written specifically to perform CFA. CFA is an important method for analyzing results involved with categorical and longitudinal data. It allows one to answer the question of whether individual cells or groups of cells of cross-classifications differ significantly from expectations. The expectations are calculated using methods employed in log-linear modeling or a priori information. It is the only statistical method that allows one to make statements about empty areas in the data space. Applied and or person-oriented researchers, statisticians, and advanced students interested in CFA and categorical and longitudinal data will find this book to be a valuable resource. Developed since 1969, this method is now used by a large number of researchers around the world in a variety of disciplines, including psychology, education, medicine, and sociology. Configural Frequency Analysis will serve as an excellent text for courses on configural frequency analysis, categorical variable analysis, or analysis of contingency tables. Prerequisites include an understanding of descriptive statistics, hypothesis testing, statistical model fitting, and some understanding of categorical data analysis and matrix algebra.
Author: Janie H. Wilson
Publisher: SAGE Publications
ISBN: 1483392163
Category : Psychology
Languages : en
Pages : 441
Get Book Here
Book Description
This innovative text offers a completely integrated approach to teaching research methods and statistics by presenting a research question accompanied by the appropriate methods and statistical procedures needed to address it. Research questions and designs become more complex as chapters progress, building on simpler questions to reinforce student learning. Using a conversational style and research examples from published works, this comprehensive book walks readers through the entire research process and includes ample pedagogical support for SPSS, Excel, and APA style.
Author: Karlheinz Gröchenig
Publisher: Springer Science & Business Media
ISBN: 1461200032
Category : Technology & Engineering
Languages : en
Pages : 367
Get Book Here
Book Description
Time-frequency analysis is a modern branch of harmonic analysis. It com prises all those parts of mathematics and its applications that use the struc ture of translations and modulations (or time-frequency shifts) for the anal ysis of functions and operators. Time-frequency analysis is a form of local Fourier analysis that treats time and frequency simultaneously and sym metrically. My goal is a systematic exposition of the foundations of time-frequency analysis, whence the title of the book. The topics range from the elemen tary theory of the short-time Fourier transform and classical results about the Wigner distribution via the recent theory of Gabor frames to quantita tive methods in time-frequency analysis and the theory of pseudodifferential operators. This book is motivated by applications in signal analysis and quantum mechanics, but it is not about these applications. The main ori entation is toward the detailed mathematical investigation of the rich and elegant structures underlying time-frequency analysis. Time-frequency analysis originates in the early development of quantum mechanics by H. Weyl, E. Wigner, and J. von Neumann around 1930, and in the theoretical foundation of information theory and signal analysis by D.
Author: Openstax
Publisher:
ISBN: 9788565775120
Category : Mathematics
Languages : en
Pages : 914
Get Book Here
Book Description
Introductory Statistics follows scope and sequence requirements of a one-semester introduction to statistics course and is geared toward students majoring in fields other than math or engineering. The text assumes some knowledge of intermediate algebra and focuses on statistics application over theory. Introductory Statistics includes innovative practical applications that make the text relevant and accessible, as well as collaborative exercises, technology integration problems, and statistics labs. Senior Contributing Authors Barbara Illowsky, De Anza College Susan Dean, De Anza College Contributing Authors Daniel Birmajer, Nazareth College Bryan Blount, Kentucky Wesleyan College Sheri Boyd, Rollins College Matthew Einsohn, Prescott College James Helmreich, Marist College Lynette Kenyon, Collin County Community College Sheldon Lee, Viterbo University Jeff Taub, Maine Maritime Academy
Author: Yacine Aït-Sahalia
Publisher: Princeton University Press
ISBN: 0691161437
Category : Business & Economics
Languages : en
Pages : 683
Get Book Here
Book Description
A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the mathematical foundations of stochastic processes, describe the primary characteristics of high-frequency financial data, and present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As they demonstrate, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.
Author: J. R. M. Hosking
Publisher: Cambridge University Press
ISBN: 0521430453
Category : Mathematics
Languages : en
Pages : 240
Get Book Here
Book Description
This book is the first complete account of the L-moment approach to regional frequency analysis of environmental extremes.
Author: R. Harald Baayen
Publisher: Springer Science & Business Media
ISBN: 9781402009273
Category : Computers
Languages : en
Pages : 364
Get Book Here
Book Description
This book is a comprehensive introduction to the statistical analysis of word frequency distributions, intended for computational linguists, corpus linguists, psycholinguists, and researchers in the field of quantitative stylistics. It aims to make these techniques more accessible for non-specialists, both theoretically, by means of a careful introduction to the underlying probabilistic and statistical concepts, and practically, by providing a program library implementing the main models for word frequency distributions.
Author: Ramazan Gençay
Publisher: Elsevier
ISBN: 008049904X
Category : Business & Economics
Languages : en
Pages : 411
Get Book Here
Book Description
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
