Info
Stochastic Processes and Calculus : An Elementary Introduction with Applications / / by Uwe Hassler
| Stochastic Processes and Calculus : An Elementary Introduction with Applications / / by Uwe Hassler |
| Autore | Hassler Uwe |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XVIII, 391 p. 45 illus., 21 illus. in color.) |
| Disciplina | 330.1 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Economics
Statistics Economics, Mathematical Macroeconomics Econometrics Game theory Economic Theory/Quantitative Economics/Mathematical Methods Statistics for Business, Management, Economics, Finance, Insurance Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-319-23428-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Part I Time Series Modeling -- Basic Concepts from Probability Theory -- Autoregressive Moving Average Processes (ARMA) -- Spectra of Stationary Processes -- Long Memory and Fractional Integration -- Processes with Autoregressive Conditional Heteroskedasticity (ARCH) -- Part II Stochastic Integrals -- Wiener Processes (WP) -- Riemann Integrals -- Stieltjes Integrals -- Ito Integrals -- Ito’s Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis. |
| Record Nr. | UNINA-9910254862503321 |
Hassler Uwe
|
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time series analysis with long memory in view / / Uwe Hassler
| Time series analysis with long memory in view / / Uwe Hassler |
| Autore | Hassler Uwe |
| Pubbl/distr/stampa | Hoboken, NJ : , : John Wiley & Sons, , [2018] |
| Descrizione fisica | 1 online resource (291 pages) |
| Disciplina | 519.5/5 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Time-series analysis |
| ISBN |
1-119-47042-0
1-119-47038-2 1-119-47028-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Stationary processes -- Moving averages and linear processes -- Frequency domain analysis -- Differencing and integration -- Fractionally integrated processes -- Sample mean -- Parametric estimators -- Semiparametric estimators -- Testing -- Further topics. |
| Record Nr. | UNINA-9910554861903321 |
|
Hassler Uwe
|
||
| Hoboken, NJ : , : John Wiley & Sons, , [2018] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time series analysis with long memory in view / / Uwe Hassler
| Time series analysis with long memory in view / / Uwe Hassler |
| Autore | Hassler Uwe |
| Pubbl/distr/stampa | Hoboken, NJ : , : John Wiley & Sons, , [2018] |
| Descrizione fisica | 1 online resource (291 pages) |
| Disciplina | 519.5/5 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Time-series analysis |
| ISBN |
1-119-47042-0
1-119-47038-2 1-119-47028-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Stationary processes -- Moving averages and linear processes -- Frequency domain analysis -- Differencing and integration -- Fractionally integrated processes -- Sample mean -- Parametric estimators -- Semiparametric estimators -- Testing -- Further topics. |
| Record Nr. | UNINA-9910830178403321 |
|
Hassler Uwe
|
||
| Hoboken, NJ : , : John Wiley & Sons, , [2018] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||