Author: Mengxi Yi
Publisher: Springer Nature
ISBN: 3031226879
Category : Mathematics
Languages : en
Pages : 500
Book Description
This book presents recent developments in multivariate and robust statistical methods. Featuring contributions by leading experts in the field it covers various topics, including multivariate and high-dimensional methods, time series, graphical models, robust estimation, supervised learning and normal extremes. It will appeal to statistics and data science researchers, PhD students and practitioners who are interested in modern multivariate and robust statistics. The book is dedicated to David E. Tyler on the occasion of his pending retirement and also includes a review contribution on the popular Tyler’s shape matrix.
Robust and Multivariate Statistical Methods
Recent Advances in Econometrics and Statistics
Author: Matteo Barigozzi
Publisher: Springer Nature
ISBN: 303161853X
Category :
Languages : en
Pages : 617
Book Description
Publisher: Springer Nature
ISBN: 303161853X
Category :
Languages : en
Pages : 617
Book Description
Partial Identification in Econometrics and Related Topics
Author: Nguyen Ngoc Thach
Publisher: Springer Nature
ISBN: 3031591100
Category :
Languages : en
Pages : 724
Book Description
Publisher: Springer Nature
ISBN: 3031591100
Category :
Languages : en
Pages : 724
Book Description
Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe
Author: Mahir Binici
Publisher: International Monetary Fund
ISBN:
Category : Business & Economics
Languages : en
Pages : 42
Book Description
Global inflation has surged to 7.5 percent in August 2022, from an average of 2.1 percent in the decade preceding the COVID-19 pandemic, threatening to become an entrenched phenomenon. This paper disentangles the confluence of contributing factors to the post-pandemic rise in consumer price inflation, using monthly data and a battery of econometric methodologies covering a panel of 30 European countries over the period 2002-2022. We find that while global factors continue to shape inflation dynamics throughout Europe, country-specific factors, including monetary and fiscal policy responses to the crisis, have also gained greater prominence in determining consumer price inflation during the pandemic period. Coupled with increasing persistence in inflation, these structural shifts call for significant and an extended period of monetary tightening and fiscal realignment.
Publisher: International Monetary Fund
ISBN:
Category : Business & Economics
Languages : en
Pages : 42
Book Description
Global inflation has surged to 7.5 percent in August 2022, from an average of 2.1 percent in the decade preceding the COVID-19 pandemic, threatening to become an entrenched phenomenon. This paper disentangles the confluence of contributing factors to the post-pandemic rise in consumer price inflation, using monthly data and a battery of econometric methodologies covering a panel of 30 European countries over the period 2002-2022. We find that while global factors continue to shape inflation dynamics throughout Europe, country-specific factors, including monetary and fiscal policy responses to the crisis, have also gained greater prominence in determining consumer price inflation during the pandemic period. Coupled with increasing persistence in inflation, these structural shifts call for significant and an extended period of monetary tightening and fiscal realignment.
Time Series in High Dimension: the General Dynamic Factor Model
Author: Marc Hallin
Publisher: World Scientific Publishing Company
ISBN: 9789813278004
Category : Business & Economics
Languages : en
Pages : 764
Book Description
Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, forecasting, identification of the number of factors, identification of structural shocks, volatility analysis, and applications to macroeconomic and financial data.
Publisher: World Scientific Publishing Company
ISBN: 9789813278004
Category : Business & Economics
Languages : en
Pages : 764
Book Description
Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, forecasting, identification of the number of factors, identification of structural shocks, volatility analysis, and applications to macroeconomic and financial data.
The Robust Maximum Principle
Author: Vladimir G. Boltyanski
Publisher: Springer Science & Business Media
ISBN: 0817681523
Category : Science
Languages : en
Pages : 440
Book Description
Covering some of the key areas of optimal control theory (OCT), a rapidly expanding field, the authors use new methods to set out a version of OCT’s more refined ‘maximum principle.’ The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games. This book explores material that will be of great interest to post-graduate students, researchers, and practitioners in applied mathematics and engineering, particularly in the area of systems and control.
Publisher: Springer Science & Business Media
ISBN: 0817681523
Category : Science
Languages : en
Pages : 440
Book Description
Covering some of the key areas of optimal control theory (OCT), a rapidly expanding field, the authors use new methods to set out a version of OCT’s more refined ‘maximum principle.’ The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games. This book explores material that will be of great interest to post-graduate students, researchers, and practitioners in applied mathematics and engineering, particularly in the area of systems and control.
Control and Dynamic Systems V51: Robust Control System Techniques and Applications
Author: C.T. Leonides
Publisher: Elsevier
ISBN: 0323163068
Category : Technology & Engineering
Languages : en
Pages : 491
Book Description
Control and Dynamic Systems: Advances in Theory and Application, Volume 51: Robust Control System Techniques and Applications Part 2 of 2 discusses system robustness techniques. This volume presents a comprehensive treatment of robust system techniques in nonlinear, linear, and multilinear interval systems. It also covers techniques for dealing with system disturbances, system modeling approximations, and parameter uncertainties. This volume ends by reviewing robustness techniques for systems with structured state space uncertainty. This volume will be of great use as a reference source for mechanical and electrical engineers.
Publisher: Elsevier
ISBN: 0323163068
Category : Technology & Engineering
Languages : en
Pages : 491
Book Description
Control and Dynamic Systems: Advances in Theory and Application, Volume 51: Robust Control System Techniques and Applications Part 2 of 2 discusses system robustness techniques. This volume presents a comprehensive treatment of robust system techniques in nonlinear, linear, and multilinear interval systems. It also covers techniques for dealing with system disturbances, system modeling approximations, and parameter uncertainties. This volume ends by reviewing robustness techniques for systems with structured state space uncertainty. This volume will be of great use as a reference source for mechanical and electrical engineers.
Dynamic Factor Models
Author: Jörg Breitung
Publisher:
ISBN: 9783865580979
Category :
Languages : en
Pages : 29
Book Description
Publisher:
ISBN: 9783865580979
Category :
Languages : en
Pages : 29
Book Description
Large Space Structures & Systems in the Space Station Era
Author:
Publisher:
ISBN:
Category : Large space structures (Astronautics)
Languages : en
Pages : 700
Book Description
Publisher:
ISBN:
Category : Large space structures (Astronautics)
Languages : en
Pages : 700
Book Description
Large Space Structures & Systems in the Space Station Era
Author:
Publisher:
ISBN:
Category : Large space structures (Astronautics)
Languages : en
Pages : 334
Book Description
Publisher:
ISBN:
Category : Large space structures (Astronautics)
Languages : en
Pages : 334
Book Description