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ARCH models for financial applications [[electronic resource] /] / Evdokia Xekalaki, Stavros Degiannakis
| ARCH models for financial applications [[electronic resource] /] / Evdokia Xekalaki, Stavros Degiannakis |
| Autore | Xekalaki Evdokia |
| Pubbl/distr/stampa | Chichester ; ; Hoboken, : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (560 p.) |
| Disciplina |
332.015195
332.01519536 |
| Altri autori (Persone) | DegiannakisStavros |
| Soggetto topico |
Finance - Mathematical models
Autoregression (Statistics) |
| ISBN |
1-282-54774-7
9786612547744 0-470-68801-7 0-470-68802-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
ARCH Models for Financial Applications; Contents; Preface; Notation; 1 What is an ARCH process?; 1.1 Introduction; 1.2 The autoregressive conditionally heteroscedastic process; 1.3 The leverage effect; 1.4 The non-trading period effect; 1.5 The non-synchronous trading effect; 1.6 The relationship between conditional variance and conditional mean; 1.6.1 The ARCH in mean model; 1.6.2 Volatility and serial correlation; 2 ARCH volatility specifications; 2.1 Model specifications; 2.2 Methods of estimation; 2.2.1 Maximum likelihood estimation; 2.2.2 Numerical estimation algorithms
2.2.3 Quasi-maximum likelihood estimation2.2.4 Other estimation methods; 2.3 Estimating the GARCH model with EViews 6: an empirical example; 2.4 Asymmetric conditional volatility specifications; 2.5 Simulating ARCH models using EViews; 2.6 Estimating asymmetric ARCH models with G@RCH 4.2 OxMetrics: an empirical example; 2.7 Misspecification tests; 2.7.1 The Box-Pierce and Ljung-Box Q statistics; 2.7.2 Tse's residual based diagnostic test for conditional heteroscedasticity; 2.7.3 Engle's Lagrange multiplier test; 2.7.4 Engle and Ng's sign bias tests 2.7.5 The Breusch-Pagan, Godfrey, Glejser, Harvey and White tests2.7.6 The Wald, likelihood ratio and Lagrange multiplier tests; 2.8 Other ARCH volatility specifications; 2.8.1 Regime-switching ARCH models; 2.8.2 Extended ARCH models; 2.9 Other methods of volatility modelling; 2.10 Interpretation of the ARCH process; Appendix; 3 Fractionally integrated ARCH models; 3.1 Fractionally integrated ARCH model specifications; 3.2 Estimating fractionally integrated ARCH models using G@RCH 4.2 OxMetrics: an empirical example 3.3 A more detailed investigation of the normality of the standardized residuals: goodness-of-fit tests3.3.1 EDF tests; 3.3.2 Chi-square tests; 3.3.3 QQ plots; 3.3.4 Goodness-of-fit tests using EViews and G@RCH; Appendix; 4 Volatility forecasting: an empirical example using EViews 6; 4.1 One-step-ahead volatility forecasting; 4.2 Ten-step-ahead volatility forecasting; Appendix; 5 Other distributional assumptions; 5.1 Non-normally distributed standardized innovations 5.2 Estimating ARCH models with non-normally distributed standardized innovations using G@RCH 4.2 OxMetrics: an empirical example5.3 Estimating ARCH models with non-normally distributed standardized innovations using EViews 6: an empirical example; 5.4 Estimating ARCH models with non-normally distributed standardized innovations using EViews 6: the logl object; Appendix; 6 Volatility forecasting: an empirical example using G@RCH Ox; Appendix; 7 Intraday realized volatility models; 7.1 Realized volatility; 7.2 Intraday volatility models 7.3 Intraday realized volatility andARFIMAXmodels in G@RCH 4.2 OxMetrics: an empirical example |
| Record Nr. | UNINA-9910140611403321 |
Xekalaki Evdokia
|
||
| Chichester ; ; Hoboken, : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
ARCH models for financial applications / / Evdokia Xekalaki, Stavros Degiannakis
| ARCH models for financial applications / / Evdokia Xekalaki, Stavros Degiannakis |
| Autore | Xekalaki Evdokia |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester ; ; Hoboken, : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (560 p.) |
| Disciplina |
332.015195
332.01519536 |
| Altri autori (Persone) | DegiannakisStavros |
| Soggetto topico |
Finance - Mathematical models
Autoregression (Statistics) |
| ISBN |
1-282-54774-7
9786612547744 0-470-68801-7 0-470-68802-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
ARCH Models for Financial Applications; Contents; Preface; Notation; 1 What is an ARCH process?; 1.1 Introduction; 1.2 The autoregressive conditionally heteroscedastic process; 1.3 The leverage effect; 1.4 The non-trading period effect; 1.5 The non-synchronous trading effect; 1.6 The relationship between conditional variance and conditional mean; 1.6.1 The ARCH in mean model; 1.6.2 Volatility and serial correlation; 2 ARCH volatility specifications; 2.1 Model specifications; 2.2 Methods of estimation; 2.2.1 Maximum likelihood estimation; 2.2.2 Numerical estimation algorithms
2.2.3 Quasi-maximum likelihood estimation2.2.4 Other estimation methods; 2.3 Estimating the GARCH model with EViews 6: an empirical example; 2.4 Asymmetric conditional volatility specifications; 2.5 Simulating ARCH models using EViews; 2.6 Estimating asymmetric ARCH models with G@RCH 4.2 OxMetrics: an empirical example; 2.7 Misspecification tests; 2.7.1 The Box-Pierce and Ljung-Box Q statistics; 2.7.2 Tse's residual based diagnostic test for conditional heteroscedasticity; 2.7.3 Engle's Lagrange multiplier test; 2.7.4 Engle and Ng's sign bias tests 2.7.5 The Breusch-Pagan, Godfrey, Glejser, Harvey and White tests2.7.6 The Wald, likelihood ratio and Lagrange multiplier tests; 2.8 Other ARCH volatility specifications; 2.8.1 Regime-switching ARCH models; 2.8.2 Extended ARCH models; 2.9 Other methods of volatility modelling; 2.10 Interpretation of the ARCH process; Appendix; 3 Fractionally integrated ARCH models; 3.1 Fractionally integrated ARCH model specifications; 3.2 Estimating fractionally integrated ARCH models using G@RCH 4.2 OxMetrics: an empirical example 3.3 A more detailed investigation of the normality of the standardized residuals: goodness-of-fit tests3.3.1 EDF tests; 3.3.2 Chi-square tests; 3.3.3 QQ plots; 3.3.4 Goodness-of-fit tests using EViews and G@RCH; Appendix; 4 Volatility forecasting: an empirical example using EViews 6; 4.1 One-step-ahead volatility forecasting; 4.2 Ten-step-ahead volatility forecasting; Appendix; 5 Other distributional assumptions; 5.1 Non-normally distributed standardized innovations 5.2 Estimating ARCH models with non-normally distributed standardized innovations using G@RCH 4.2 OxMetrics: an empirical example5.3 Estimating ARCH models with non-normally distributed standardized innovations using EViews 6: an empirical example; 5.4 Estimating ARCH models with non-normally distributed standardized innovations using EViews 6: the logl object; Appendix; 6 Volatility forecasting: an empirical example using G@RCH Ox; Appendix; 7 Intraday realized volatility models; 7.1 Realized volatility; 7.2 Intraday volatility models 7.3 Intraday realized volatility andARFIMAXmodels in G@RCH 4.2 OxMetrics: an empirical example |
| Record Nr. | UNINA-9910814422003321 |
|
Xekalaki Evdokia
|
||
| Chichester ; ; Hoboken, : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The cointegrated VAR model [[electronic resource] ] : methodology and applications / / Katarina Juselius
| The cointegrated VAR model [[electronic resource] ] : methodology and applications / / Katarina Juselius |
| Autore | Juselius Katarina |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2006 |
| Descrizione fisica | xx, 457 p. : ill |
| Disciplina | 330.01/51563 |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Econometric models
Autoregression (Statistics) Vector analysis Cointegration |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9786611154141
1-281-15414-8 0-19-153655-5 1-4294-6024-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910451804603321 |
|
Juselius Katarina
|
||
| Oxford ; ; New York, : Oxford University Press, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The cointegrated VAR model [[electronic resource] ] : methodology and applications / / Katarina Juselius
| The cointegrated VAR model [[electronic resource] ] : methodology and applications / / Katarina Juselius |
| Autore | Juselius Katarina |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2006 |
| Descrizione fisica | xx, 457 p. : ill |
| Disciplina | 330.01/51563 |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Econometric models
Autoregression (Statistics) Vector analysis Cointegration |
| ISBN |
1-383-04308-6
9786611154141 1-281-15414-8 0-19-153655-5 1-4294-6024-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910777784503321 |
|
Juselius Katarina
|
||
| Oxford ; ; New York, : Oxford University Press, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The cointegrated VAR model : methodology and applications / / Katarina Juselius
| The cointegrated VAR model : methodology and applications / / Katarina Juselius |
| Autore | Juselius Katarina |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2006 |
| Descrizione fisica | xx, 457 p. : ill |
| Disciplina | 330.01/51563 |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Econometric models
Autoregression (Statistics) Vector analysis Cointegration |
| ISBN |
1-383-04308-6
9786611154141 1-281-15414-8 0-19-153655-5 1-4294-6024-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Contents -- Preface -- I: Bridging economics and econometrics -- 1 Introduction -- 1.1 On the choice of economic models -- 1.2 Theoretical, true and observable variables -- 1.3 Testing a theory as opposed to a hypothesis -- 1.4 Experimental design in macroeconomics -- 1.5 On the choice of empirical example -- 2 Models and relations in economics and econometrics -- 2.1 The VAR approach and theory-based models -- 2.2 Inflation and money growth -- 2.3 The time dependence of macroeconomic data -- 2.4 A stochastic formulation -- 2.5 Scenario analyses: treating prices as I(2) -- 2.6 Scenario analyses: treating prices as I(1) -- 2.7 Concluding remarks -- 3 The probability approach in econometrics, and the VAR -- 3.1 A single time-series process -- 3.2 A vector process -- 3.3 Reviewing some useful results -- 3.4 Deriving the VAR -- 3.5 Interpreting the VAR model -- 3.6 The dynamic properties of the VAR process -- 3.7 Concluding remarks -- II: Specifying the VAR model -- 4 The unrestricted VAR -- 4.1 Likelihood-based estimation in the unrestricted VAR -- 4.2 Three different ECM representations -- 4.3 Misspecification tests -- 4.4 Concluding remarks -- 5 The cointegrated VAR model -- 5.1 Defining integration and cointegration -- 5.2 An intuitive interpretation of & -- #928 -- = & -- #945 -- & -- #946 -- ' -- 5.3 Common trends and the moving average representation -- 5.4 From the AR to the MA representation -- 5.5 Pulling and pushing forces -- 5.6 Concluding discussion -- 6 Deterministic components in the I(1) model -- 6.1 A trend and a constant in a simple dynamic regression model -- 6.2 A trend and a constant in the VAR -- 6.3 Five cases -- 6.4 The MA representation with deterministic components -- 6.5 Dummy variables in a simple regression model -- 6.6 Dummy variables and the VAR -- 6.7 An illustrative example -- 6.8 Conclusions.
7 Estimation in the I(1) model -- 7.1 Concentrating the general VAR model -- 7.2 Derivation of the ML estimator -- 7.3 Normalization -- 7.4 The uniqueness of the unrestricted estimates -- 7.5 An illustration -- 7.6 Interpreting the results -- 7.7 Concluding remarks -- 8 Determination of cointegration rank -- 8.1 The LR test for cointegration rank -- 8.2 The asymptotic tables with a trend and a constant in the model -- 8.3 The role of dummy variables for the asymptotic tables -- 8.4 Similarity and rank determination -- 8.5 The cointegration rank: a difficult choice -- 8.6 An illustration based on the Danish data -- 8.7 Concluding remarks -- III: Testing hypotheses on cointegration -- 9 Recursive tests of constancy -- 9.1 Diagnosing parameter non-constancy -- 9.2 Forward recursive tests -- 9.3 Backward recursive tests -- 9.4 Concluding remarks -- 10 Testing restrictions on & -- #946 -- -- 10.1 Formulating hypotheses as restrictions on & -- #946 -- -- 10.2 Same restriction on all & -- #946 -- -- 10.3 Some & -- #946 -- vectors assumed known -- 10.4 Only some coefficients are restricted -- 10.5 Revisiting the scenario analysis -- 11 Testing restrictions on & -- #945 -- -- 11.1 Long-run weak exogeneity -- 11.2 Weak exogeneity and partial models -- 11.3 Testing a known vector in & -- #945 -- -- 11.4 Concluding remarks -- IV: Identification -- 12 Identification of the long-run structure -- 12.1 Identification when data are non-stationary -- 12.2 Identifying restrictions -- 12.3 Formulation of identifying hypotheses and degrees of freedom -- 12.4 Just-identifying restrictions -- 12.5 Over-identifying restrictions -- 12.6 Lack of identification -- 12.7 Recursive tests of & -- #945 -- and & -- #946 -- -- 12.8 Concluding discussion -- 13 Identification of the short-run structure -- 13.1 Formulating identifying restrictions. 13.2 Interpreting shocks -- 13.3 Which economic questions? -- 13.4 Restrictions on the short-run reduced-form model -- 13.5 The VAR in triangular form -- 13.6 Imposing general restrictions on A[sub(0)] -- 13.7 A partial system -- 13.8 Concluding remarks -- 14 Identification of common trends -- 14.1 The common trends representation -- 14.2 The unrestricted MA representation -- 14.3 The MA representation subject to restrictions on & -- #945 -- and & -- #946 -- -- 14.4 Imposing exclusion restrictions on & -- #946 -- [sub(& -- #8869 -- )] -- 14.5 Assessing the economic model scenario -- 14.6 Concluding remarks -- 15 Identification of a structural MA model -- 15.1 Reparametrization of the VAR model -- 15.2 Separation between transitory and permanent shocks -- 15.3 How to formulate and interpret structural shocks -- 15.4 An illustration -- 15.5 Are the labels credible? -- V: The I(2) model -- 16 Analysing I(2) data with the I(1) model -- 16.1 Linking the I(1) and the I(2) model -- 16.2 Stochastic and deterministic trends in the nominal variables -- 16.3 I(2) symptoms in I(1) models -- 16.4 Is the nominal-to-real transformation acceptable? -- 16.5 Concluding remarks -- 17 The I(2) model: Specification and estimation -- 17.1 Structuring the I(2) model -- 17.2 Deterministic components in the I(2) model -- 17.3 ML estimation and some useful parametrizations -- 17.4 Estimating the I(2) model -- 17.5 Concluding discussion -- 18 Testing hypotheses in the I(2) model -- 18.1 Testing price homogeneity -- 18.2 Assessing the I(1) results within the I(2) model -- 18.3 An empirical scenario for nominal money and prices -- 18.4 Concluding discussion -- VI: A methodological approach -- 19 Specific-to-general and general-to-specific -- 19.1 The general-to-specific and the VAR -- 19.2 The specific-to-general in the choice of variables. 19.3 Gradually increasing the information set -- 19.4 Combining partial systems -- 19.5 Introducing the new data -- 20 Wage, price, and unemployment dynamics -- 20.1 Economic background -- 20.2 The data and the models -- 20.3 Empirical analysis: the EMS regime -- 20.4 Empirical analysis: The post-Bretton-Woods regime -- 20.5 Concluding discussion -- 21 Foreign transmission effects: Denmark versus Germany -- 21.1 International parity conditions -- 21.2 The data and the models -- 21.3 Analysing the long-run structure -- 21.4 Concluding remarks -- 22 Collecting the threads -- 22.1 The full model estimates -- 22.2 What have we learnt about inflationary mechanisms? -- 22.3 Concluding discussion -- Appendix A: The asymptotic tables for cointegration rank -- Appendix B: A roadmap for writing an empirical paper -- Bibliography -- Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W -- X -- Z. |
| Record Nr. | UNINA-9910818082703321 |
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Juselius Katarina
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||
| Oxford ; ; New York, : Oxford University Press, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inequality and growth : a heterogeneous approach / / Francesco Grigoli, Evelio Paredes, and Gabriel Di Bella
| Inequality and growth : a heterogeneous approach / / Francesco Grigoli, Evelio Paredes, and Gabriel Di Bella |
| Autore | Grigoli Francesco |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (34 pages) : illustrations (some color), graphs, tables |
| Disciplina | 339.2 |
| Collana | IMF Working Paper |
| Soggetto topico |
Income distribution
Economic development Autoregression (Statistics) |
| ISBN | 1-4755-6906-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910162925703321 |
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Grigoli Francesco
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Models for dependent time series / / Granville Tunnicliffe-Wilson, Department of Mathematics and Statistics, Lancaster University, UK; Marco Reale, School of Mathematics and Statistics, University of Canterbury, New Zealand; John Haywood, School of Mathematics and Statistics, Victoria University of Wellington, New Zealand
| Models for dependent time series / / Granville Tunnicliffe-Wilson, Department of Mathematics and Statistics, Lancaster University, UK; Marco Reale, School of Mathematics and Statistics, University of Canterbury, New Zealand; John Haywood, School of Mathematics and Statistics, Victoria University of Wellington, New Zealand |
| Autore | Tunnicliffe-Wilson Granville |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2015 |
| Descrizione fisica | 1 online resource (320 p.) |
| Disciplina |
519.5/5
519.55 |
| Collana | Monographs on Statistics and Applied Probability |
| Soggetto topico |
Time-series analysis
Autoregression (Statistics) Mathematical statistics |
| ISBN |
0-429-14440-7
1-4200-1150-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Cover""; ""Contents""; ""Preface""; ""Chapter 1: Introduction and overview""; ""Chapter 2: Lagged regression and autoregressive models""; ""Chapter 3: Spectral analysis of dependent series""; ""Chapter 4: Estimation of vector autoregressions""; ""Chapter 5: Graphical modeling of structural VARs""; ""Chapter 6: VZAR: An extension of the VAR model""; ""Chapter 7: Continuous time VZAR models""; ""Chapter 8: Irregularly sampled series""; ""Chapter 9: Linking graphical, spectral and VZAR methods""; ""References"" |
| Record Nr. | UNINA-9910797359503321 |
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Tunnicliffe-Wilson Granville
|
||
| Boca Raton : , : CRC Press, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Models for dependent time series / / Granville Tunnicliffe-Wilson, Department of Mathematics and Statistics, Lancaster University, UK; Marco Reale, School of Mathematics and Statistics, University of Canterbury, New Zealand; John Haywood, School of Mathematics and Statistics, Victoria University of Wellington, New Zealand
| Models for dependent time series / / Granville Tunnicliffe-Wilson, Department of Mathematics and Statistics, Lancaster University, UK; Marco Reale, School of Mathematics and Statistics, University of Canterbury, New Zealand; John Haywood, School of Mathematics and Statistics, Victoria University of Wellington, New Zealand |
| Autore | Tunnicliffe-Wilson Granville |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2015 |
| Descrizione fisica | 1 online resource (320 p.) |
| Disciplina |
519.5/5
519.55 |
| Collana | Monographs on Statistics and Applied Probability |
| Soggetto topico |
Time-series analysis
Autoregression (Statistics) Mathematical statistics |
| ISBN |
0-429-14440-7
1-4200-1150-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Cover""; ""Contents""; ""Preface""; ""Chapter 1: Introduction and overview""; ""Chapter 2: Lagged regression and autoregressive models""; ""Chapter 3: Spectral analysis of dependent series""; ""Chapter 4: Estimation of vector autoregressions""; ""Chapter 5: Graphical modeling of structural VARs""; ""Chapter 6: VZAR: An extension of the VAR model""; ""Chapter 7: Continuous time VZAR models""; ""Chapter 8: Irregularly sampled series""; ""Chapter 9: Linking graphical, spectral and VZAR methods""; ""References"" |
| Record Nr. | UNINA-9910817440003321 |
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Tunnicliffe-Wilson Granville
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||
| Boca Raton : , : CRC Press, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Weighted empiricals and linear models / / Hira L. Koul [[electronic resource]]
| Weighted empiricals and linear models / / Hira L. Koul [[electronic resource]] |
| Autore | Koul H. L (Hira L.) |
| Pubbl/distr/stampa | Hayward, Calif., : Institute of Mathematical Statistics, c1992 |
| Descrizione fisica | 1 online resource (x, 264 p. ) |
| Disciplina | 519.5 |
| Collana |
Lecture notes-monograph series Weighted empiricals and linear models
Lecture notes-monograph series |
| Soggetto topico |
Sampling (Statistics)
Linear models (Statistics) Regression analysis Autoregression (Statistics) Mathematics Physical Sciences & Mathematics Mathematical Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910482887103321 |
|
Koul H. L (Hira L.)
|
||
| Hayward, Calif., : Institute of Mathematical Statistics, c1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Weighted empiricals and linear models / / Hira L. Koul [[electronic resource]]
| Weighted empiricals and linear models / / Hira L. Koul [[electronic resource]] |
| Autore | Koul H. L (Hira L.) |
| Pubbl/distr/stampa | Hayward, Calif., : Institute of Mathematical Statistics, c1992 |
| Descrizione fisica | 1 online resource (x, 264 p. ) |
| Disciplina | 519.5 |
| Collana |
Lecture notes-monograph series Weighted empiricals and linear models
Lecture notes-monograph series |
| Soggetto topico |
Sampling (Statistics)
Linear models (Statistics) Regression analysis Autoregression (Statistics) Mathematics Physical Sciences & Mathematics Mathematical Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996210821003316 |
|
Koul H. L (Hira L.)
|
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| Hayward, Calif., : Institute of Mathematical Statistics, c1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
