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Economic and Financial Modelling with EViews : A Guide for Students and Professionals / Abdulkader Aljandali, Motasam Tatahi
| Economic and Financial Modelling with EViews : A Guide for Students and Professionals / Abdulkader Aljandali, Motasam Tatahi |
| Autore | Aljandali, Abdulkader |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xvii, 284 p. : ill. ; 24 cm |
| Altri autori (Persone) | Tatahi, Motasam |
| Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Autoregressive Models
Covariance Dummy variables Inference statistics One variable analysis Quantitative Finance Random variables Regression Risk assessment Time series Two-variable analysis correlation Volatility models |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124651 |
Aljandali, Abdulkader
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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High Dimensional Probability 9. : The Ethereal Volume / Radosław Adamczak ... [et al.] editors
| High Dimensional Probability 9. : The Ethereal Volume / Radosław Adamczak ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2023 |
| Descrizione fisica | xiv, 440 p. : ill. ; 24 cm |
| Soggetto non controllato |
Convexity inequality
Covariance Entropic inequalities High dimensional probability High-dimensional statistics Isoperimetric inequalities Limit Theorems Orlicz balls Random geometric graphs Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278606 |
| Cham, : Birkhäuser, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Landscapes of Time-Frequency Analysis : ATFA 2019 / Paolo Boggiatto … [et al.] editors]
| Landscapes of Time-Frequency Analysis : ATFA 2019 / Paolo Boggiatto … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Birkhauser, 2020 |
| Descrizione fisica | xxii, 208 p. : ill. ; 24 cm |
| Soggetto topico |
94-XX - Information and communication theory, circuits [MSC 2020]
47-XX - Operator theory [MSC 2020] 42-XX - Harmonic analysis on Euclidean spaces [MSC 2020] 81-XX - Quantum theory [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 92-XX - Biology and other natural sciences [MSC 2020] |
| Soggetto non controllato |
ATFA 2019
Affine group Anti-Wick operators Aspects of Time-Frequency Analysis Compact Operators Covariance Density Operator Eckart-Young theorem Gabor frames Integral quantization Inversion formula Lizorkin spaces Localization operators Modulation spaces Pseudodifferential operators Retina imaging analysis Rigged Hilbert spaces Shearlet transform Time-frequency analysis Wavelet Frames |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249381 |
| Cham, : Birkhauser, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Lectures on Dependency : Selected Topics in Multivariate Statistics / Thorsten Dickhaus
| Lectures on Dependency : Selected Topics in Multivariate Statistics / Thorsten Dickhaus |
| Autore | Dickhaus, Thorsten |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 56 p. : ill. ; 24 cm |
| Soggetto non controllato |
Copula
Correlation Covariance Covariances of order statistics Dependence Equi-correlation matrices Multivariate statistics Normal distribution Population correlation coefficient Rearrangement algorithm Skew-normal distributions Stochastic-statistical dependencies Weighted bootstrap |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0277754 |
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Dickhaus, Thorsten
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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