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Predictions in Time Series Using Regression Models

Posted By: AvaxGenius
Predictions in Time Series Using Regression Models

Predictions in Time Series Using Regression Models by František Štulajter
English | PDF | 2002 | 237 Pages | ISBN : 0387953507 | 13.5 MB

Books on time series models deal mainly with models based on Box-Jenkins methodology which is generally represented by autoregressive integrated moving average models or some nonlinear extensions of these models, such as generalized autoregressive conditional heteroscedasticity models. Statistical inference for these models is well developed and commonly used in practical applications, due also to statistical packages containing time series analysis parts. The present book is based on regression models used for time series. These models are used not only for modeling mean values of observed time se­ ries, but also for modeling their covariance functions which are often given parametrically. Thus for a given finite length observation of a time series we can write the regression model in which the mean value vectors depend on regression parameters and the covariance matrices of the observation depend on variance-covariance parameters. Both these dependences can be linear or nonlinear. The aim of this book is to give an unified approach to the solution of statistical problems for such time series models, and mainly to problems of the estimation of unknown parameters of models and to problems of the prediction of time series modeled by regression models.

Stochastic Geometry: Selected Topics

Posted By: AvaxGenius
Stochastic Geometry: Selected Topics

Stochastic Geometry: Selected Topics by Viktor Beneš , Jan Rataj
English | PDF | 2004 | 231 Pages | ISBN : 1402081022 | 26.88 MB

Stochastic geometry, based on current developments in geometry, probability and measure theory, makes possible modeling of two- and three-dimensional random objects with interactions as they appear in the microstructure of materials, biological tissues, macroscopically in soil, geological sediments etc. In combination with spatial statistics it is used for the solution of practical problems such as the description of spatial arrangements and the estimation of object characteristics. A related field is stereology, which makes possible inference on the structures, based on lower-dimensional observations. Unfolding problems for particle systems and extremes of particle characteristics are studied. The reader can learn about current developments in stochastic geometry with mathematical rigor on one hand and find applications to real microstructure analysis in natural and material sciences on the other hand.

Essential Wavelets for Statistical Applications and Data Analysis

Posted By: AvaxGenius
Essential Wavelets for Statistical Applications and Data Analysis

Essential Wavelets for Statistical Applications and Data Analysis by R. Todd Ogden
English | PDF | 1997 | 218 Pages | ISBN : 0817638644 | 17.5 MB

I once heard the book by Meyer (1993) described as a "vulgarization" of wavelets. While this is true in one sense of the word, that of making a sub­ ject popular (Meyer's book is one of the early works written with the non­ specialist in mind), the implication seems to be that such an attempt some­ how cheapens or coarsens the subject. I have to disagree that popularity goes hand-in-hand with debasement. is certainly a beautiful theory underlying wavelet analysis, there is While there plenty of beauty left over for the applications of wavelet methods.

Theoretical Statistics: Topics for a Core Course

Posted By: AvaxGenius
Theoretical Statistics: Topics for a Core Course

Theoretical Statistics: Topics for a Core Course by Robert W. Keener
English | PDF(True) | 2010 | 543 Pages | ISBN : 0387938389 | 5.9 MB

Intended as the text for a sequence of advanced courses, this book covers major topics in theoretical statistics in a concise and rigorous fashion. The discussion assumes a background in advanced calculus, linear algebra, probability, and some analysis and topology. Measure theory is used, but the notation and basic results needed are presented in an initial chapter on probability, so prior knowledge of these topics is not essential.

Distributions With Given Marginals and Statistical Modelling

Posted By: AvaxGenius
Distributions With Given Marginals and Statistical Modelling

Distributions With Given Marginals and Statistical Modelling by Carles M. Cuadras
English | PDF | 252 Pages | 2002 | ISBN : 9048161363 | 19.74 MB

As in the previous meetings, the theory of copulas has arelevant place in this book, as well as promising research on the more general concept of quasi- copulas. Other papers are devoted to the theory and compatibility of distri- butions, models for survival distributions and other well-known distributions. As was traditional in the previous meetings, several papers treat the problem of measuring dependence, monotonicity and ordering. A new set of papers is devoted to proposing some statistical models in aspects such as goodness of fit assessment, testing independence, estimating association parameters, etc.

Maximum-Entropy and Bayesian Methods in Inverse Problems

Posted By: AvaxGenius
Maximum-Entropy and Bayesian Methods in Inverse Problems

Maximum-Entropy and Bayesian Methods in Inverse Problems by C. Ray Smith
English | PDF | 1985 | 493 Pages | ISBN : 9027720746 | 34.81 MB

This volume contains the text of the twenty-five papers presented at two workshops entitled Maximum-Entropy and Bayesian Methods in Applied Statistics, which were held at the University of Wyoming from June 8 to 10, 1981, and from August 9 to 11, 1982. The workshops were organized to bring together researchers from different fields to critically examine maxi­ mum-entropy and Bayesian methods in science, engineering, medicine, oceanography, economics, and other disciplines.

Maximum-Entropy and Bayesian Methods in Science and Engineering Volume 2: Applications

Posted By: AvaxGenius
Maximum-Entropy and Bayesian Methods in Science and Engineering Volume 2: Applications

Maximum-Entropy and Bayesian Methods in Science and Engineering Volume 2: Applications by Gary J. Erickson
English | PDF | 1988 | 432 Pages | ISBN : 9027727945 | 36.15 MB

This volume has its origin in the Fifth, Sixth and Seventh Workshops on "Maximum-Entropy and Bayesian Methods in Applied Statistics", held at the University of Wyoming, August 5-8, 1985, and at Seattle University, August 5-8, 1986, and August 4-7, 1987. It was anticipated that the proceedings of these workshops would be combined, so most of the papers were not collected until after the seventh workshop.

Maximum-Entropy and Bayesian Methods in Science and Engineering: Foundations

Posted By: AvaxGenius
Maximum-Entropy and Bayesian Methods in Science and Engineering: Foundations

Maximum-Entropy and Bayesian Methods in Science and Engineering: Foundations by M. E. Noz
English | PDF | 1988 | 321 Pages | ISBN : 9027727937 | 40.25 MB

This volume has its origin in the Fifth, Sixth and Seventh Workshops on and Bayesian Methods in Applied Statistics", held at "Maximum-Entropy the University of Wyoming, August 5-8, 1985, and at Seattle University, August 5-8, 1986, and August 4-7, 1987.