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Elements of nonlinear time series analysis and forecasting / Jan G. De Gooijer
| Elements of nonlinear time series analysis and forecasting / Jan G. De Gooijer |
| Autore | De Gooijer, Jan |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | XXI, 618 p. : ill. ; 24 cm |
| Soggetto topico |
62Mxx - Inference from stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] |
| Soggetto non controllato |
AR-GARCH model
ARMA model Frequency domain tests High dimensional tests Model selection Nonlinear time series Nonparametric forecasting Tests for serial independence Time-domain linearity test |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123399 |
De Gooijer, Jan
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Elements of nonlinear time series analysis and forecasting / Jan G. De Gooijer
| Elements of nonlinear time series analysis and forecasting / Jan G. De Gooijer |
| Autore | De Gooijer, Jan |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | XXI, 618 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62Gxx - Nonparametric inference [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] |
| Soggetto non controllato |
AR-GARCH model
ARMA model Frequency domain tests High dimensional tests Model selection Nonlinear time series Nonparametric forecasting Tests for serial independence Time-domain linearity test |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123399 |
|
De Gooijer, Jan
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Risks : Feature Papers 2020
| Risks : Feature Papers 2020 |
| Autore | Steffensen Mogens |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (170 p.) |
| Soggetto topico | Medicine |
| Soggetto non controllato |
agricultural commodity futures
ARMA model Brownian bridges contagion copula economic policy uncertainty fiscal policy uncertainty gamma bridges gamma processes Greeks Hawkes process house price prediction information-based asset pricing insurance plan Lévy process Lévy processes lifestyle factors machine learning market reflexivity medical services' consumption monetary policy uncertainty nonlinear filtering option pricing poisson autoregressive models predictive monitoring price discovery probability-integral transform random forest real estate risk sensitivity stochastic volatility stock-bond correlation structural equation model subordination time series time-change variance gamma processes VIX volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risks |
| Record Nr. | UNINA-9910557488303321 |
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Steffensen Mogens
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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