Linear Stochastic Systems with Constant Coefficients, M. Arato

Автор: Martin Moryson
Название: Testing for Random Walk Coefficients in Regression and State Space Models
ISBN: 3790811327 ISBN-13(EAN): 9783790811322
Издательство: Springer
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Описание: Regression and state space models with time varying coefficients are treated in a thorough manner. Additionally, methods are developed to test for the constancy of regression coefficients in situations where one knows already that some coefficients follow a random walk, thereby one is enabled to find out which of the coefficients varies over time.

Автор: S. Johansen
Название: Functional Relations, Random Coefficients, and Nonlinear Regression with Application to Kinetic Data
ISBN: 0387909680 ISBN-13(EAN): 9780387909684
Издательство: Springer
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Описание: The most important statistical concepts are the general linear model for Gaussian variables and the general methods of maximum likelihood estimation as well as the likelihood ratio test.

Автор: D.F. Nicholls; B.G. Quinn
Название: Random Coefficient Autoregressive Models: An Introduction
ISBN: 0387907661 ISBN-13(EAN): 9780387907666
Издательство: Springer
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Описание: IV CONTENTS CHAPTER 1 INTRODUCTION 1. 1 Introduction 1 Appendix 1. 2 14 CHAPTER 2 STATIONARITY AND STABILITY 15 2. 1 Introduction 15 2. 2 Singly-Infinite Stationarity 16 2. 3 Doubly-Infinite Stationarity 19 2. 5 Stability of RCA Models 33 2. 6 Strict Stationarity 37 Appendix 2. 1 38 CHAPTER 3 LEAST SQUARES ESTIMATION OF SCALAR MODELS 40 3.

Автор: Jacques Janssen; Christos H. Skiadas; Constantin Z
Название: Advances in Stochastic Modelling and Data Analysis
ISBN: 9048145740 ISBN-13(EAN): 9789048145744
Издательство: Springer
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Описание: Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.

Автор: Jacques Janssen; Christos H. Skiadas; Constantin Z
Название: Advances in Stochastic Modelling and Data Analysis
ISBN: 0792335643 ISBN-13(EAN): 9780792335641
Издательство: Springer
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Описание: This text presents developments in the field, together with their applications, in the areas of insurance, finance, forecasting and marketing. The possible interactions between data analysis, artificial intelligence, decision-support systems and multicriteria analysis are also examined.

Автор: Constantine Gatsonis; Robert E. Kass; Bradley Carl
Название: Case Studies in Bayesian Statistics
ISBN: 0387951695 ISBN-13(EAN): 9780387951690
Издательство: Springer
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Описание: The 5th Workshop on Case Studies in Bayesian Statistics was held at the Carnegie Mellon University campus on September 24-25, 1999. INVITED PAPERS The three invited cases studies at the workshop discuss problems in ed- ucational policy, clinical trials design, and environmental epidemiology, respectively.

Автор: Ioan Constantin Dima; Mariana Man
Название: Modelling and Simulation in Management
ISBN: 3319165917 ISBN-13(EAN): 9783319165912
Издательство: Springer
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Описание: and are presented and analysed in various fields of application, such as investment management, stock management, strategic decision making, management of production costs and the lifecycle costs of quality and non-quality products, production quality Management, etc.

Автор: Constantine Gatsonis; James S. Hodges; Robert E. K
Название: Case Studies in Bayesian Statistics
ISBN: 0387949909 ISBN-13(EAN): 9780387949901
Издательство: Springer
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Описание: This third volume of case studies presents detailed applications of Bayesian statistical analysis. Although the applications are from a variety of areas, the emphasis in this volume is on econometrics. The first two volumes have proved to be valuable references for statistical instructors and data analysts.

Автор: Constantine Gatsonis; James S. Hodges; Robert E. K
Название: Case Studies in Bayesian Statistics
ISBN: 038794043X ISBN-13(EAN): 9780387940434
Издательство: Springer
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Описание: The past few years have witnessed dramatic advances in computational methods for Bayesian inference. As a result, Bayesian approaches to solving a wide variety of problems in data analysis and decision-making have become feasible, and there is currently a growth spurt in the application of Bayesian methods.

Автор: Ovidiu Calin; Constantin Udri?te
Название: Geometric Modeling in Probability and Statistics
ISBN: 3319077783 ISBN-13(EAN): 9783319077789
Издательство: Springer
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Автор: Constantine Gatsonis; Robert E. Kass; Bradley Carl
Название: Case Studies in Bayesian Statistics
ISBN: 0387986405 ISBN-13(EAN): 9780387986401
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Описание: Cleveland, Lorraine Denby, and Chuanhai LiD use hierarchical modeling with time series components in for customer value analysis (CVA) data from Lucent Technologies. The model provides a full description of the CVA data, with random location and scale effects for survey respondents and longitudinal company effects for each attribute.

Автор: Constantin
Название: Fourier Analysis
ISBN: 110762035X ISBN-13(EAN): 9781107620353
Издательство: Cambridge Academ
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Описание: A two-volume advanced text for graduate students. This first volume covers the theory of Fourier analysis.