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Multivariate time series with linear state space structure / Víctor Gómez
| Multivariate time series with linear state space structure / Víctor Gómez |
| Autore | Gómez, Víctor |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVII, 541 p. ; 24 cm |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 37M10 - Time series analysis of dynamical systems [MSC 2020] 65Fxx - Numerical linear algebra [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Algorithms for state space models
Forecasting Kalman Filter MATLAB Multivariate time series Signal extraction Smoothing State-space models Time series Wiener-Kolmogorov theory |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115013 |
Gómez, Víctor
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Multivariate time series with linear state space structure / Víctor Gómez
| Multivariate time series with linear state space structure / Víctor Gómez |
| Autore | Gómez, Víctor |
| Edizione | [[Cham] : Springer, 2016] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 37M10 - Time series analysis of dynamical systems [MSC 2020] 65Fxx - Numerical linear algebra [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115013 |
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Gómez, Víctor
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonlinear data assimilation / Peter Jan van Leeuwen, Yuan Cheng, Sebastian Reich
| Nonlinear data assimilation / Peter Jan van Leeuwen, Yuan Cheng, Sebastian Reich |
| Autore | Leeuwen, Peter Jan : van |
| Pubbl/distr/stampa | [Cham], : Springer, 2015 |
| Descrizione fisica | XII, 118 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Cheng, Yuan
Reich, Sebastian |
| Soggetto topico |
65C05 - Monte Carlo methods [MSC 2020]
35R30 - Inverse problems for PDEs [MSC 2020] 86A22 - Inverse problems in geophysics [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Applied dynamical systems
Data Assimilation Nonlinear data Particle filters Proposal densities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113544 |
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Leeuwen, Peter Jan : van
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| [Cham], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonlinear data assimilation / Peter Jan van Leeuwen, Yuan Cheng, Sebastian Reich
| Nonlinear data assimilation / Peter Jan van Leeuwen, Yuan Cheng, Sebastian Reich |
| Autore | Leeuwen, Peter Jan : van |
| Edizione | [[Cham] : Springer, 2015] |
| Pubbl/distr/stampa | XII, 118 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Cheng, Yuan
Reich, Sebastian |
| Soggetto topico |
65C05 - Monte Carlo methods [MSC 2020]
35R30 - Inverse problems for PDEs [MSC 2020] 86A22 - Inverse problems in geophysics [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113544 |
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Leeuwen, Peter Jan : van
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| XII, 118 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Notes on Economic Time Series Analysis : System Theoretic Perspectives / Masanao Aoki
| Notes on Economic Time Series Analysis : System Theoretic Perspectives / Masanao Aoki |
| Autore | Aoki, Masanao |
| Pubbl/distr/stampa | Berlin, : Springer, 1983 |
| Descrizione fisica | ix, 249 p. ; 24 cm |
| Soggetto topico |
93E11 - Filtering in stochastic control theory [MSC 2020]
93Cxx - Model systems in control theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Correlation
Principal component analysis Probability distribution Series Time Time Series Analysis Time series Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0262820 |
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Aoki, Masanao
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| Berlin, : Springer, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Random Coefficient Autoregressive Models : An Introduction / Des F. Nicholls, Barry G. Quinn
| Random Coefficient Autoregressive Models : An Introduction / Des F. Nicholls, Barry G. Quinn |
| Autore | Nicholls, Des F. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1982 |
| Descrizione fisica | vi, 154 p. ; 24 cm |
| Altri autori (Persone) | Quinn, Barry G. |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Autoregressive model
Coincidence Covariance matrix Likelihood Parameter Power Statistics Variance hypothesis random coefficients |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268537 |
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Nicholls, Des F.
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| New York, : Springer-Verlag, 1982 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini
| Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini |
| Autore | Bee Dagum, Estela |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 283 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bianconcini, Silvia |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 91B64 - Macro-economic models (monetary models, models of taxation) [MSC 2020] |
| Soggetto non controllato |
Census Method II
Nonparametric linear filters Real time trend-cycle prediction Reproducing kernel Hilbert space Seasonal adjustment Signal extraction Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115344 |
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Bee Dagum, Estela
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini
| Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini |
| Autore | Bee Dagum, Estela |
| Edizione | [[Cham] : Springer, 2016] |
| Pubbl/distr/stampa | XVI, 283 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Bianconcini, Silvia |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 91B64 - Macro-economic models (monetary models, models of taxation) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0115344 |
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Bee Dagum, Estela
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| XVI, 283 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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State Space Modeling of Time Series / Masanao Aoki
| State Space Modeling of Time Series / Masanao Aoki |
| Autore | Aoki, Masanao |
| Pubbl/distr/stampa | Berlin, : Springer, 1987 |
| Descrizione fisica | xi, 315 p. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
93B30 - System identification [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 93E12 - Identification in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Algorithms
Dynamic Programming Forecasting Informations Innovation Instrumental variables Modeling Optimization Rating Regression Time series Value at risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0264328 |
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Aoki, Masanao
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| Berlin, : Springer, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Filtering Theory / Gopinath Kallianpur
| Stochastic Filtering Theory / Gopinath Kallianpur |
| Autore | Kallianpur, Gopinath |
| Pubbl/distr/stampa | New York, : Springer, 1980 |
| Descrizione fisica | xvi, 318 p. : ill. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Filtering
Filtering problems Martingales Prediction Statistics Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268357 |
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Kallianpur, Gopinath
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| New York, : Springer, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]
(25)
- 62-XX - Statistics [MSC 2020] (17)
- 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] (17)
- 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] (6)
- 62P20 - Applications of statistics to economics [MSC 2020] (5)