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Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa
| Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa |
| Autore | Tanokura, Yoko |
| Pubbl/distr/stampa | [Tokyo], : Springer, 2015 |
| Descrizione fisica | X, 103 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kitagawa, Genshiro |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
| Soggetto non controllato |
Financial markets
Non-Gaussian Nonstationary State-space modeling Time series Time-varying system |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113966 |
Tanokura, Yoko
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| [Tokyo], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa
| Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa |
| Autore | Tanokura, Yoko |
| Pubbl/distr/stampa | [Tokyo], : Springer, 2015 |
| Descrizione fisica | X, 103 p. : ill. ; 24 cm |
| Altri autori (Persone) | Kitagawa, Genshiro |
| Soggetto topico |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] |
| Soggetto non controllato |
Financial markets
Non-Gaussian Nonstationarity State-space modeling Time series Time-varying system |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113966 |
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Tanokura, Yoko
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| [Tokyo], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Multivariate Reduced-Rank Regression : Theory, Methods and Applications / Gregory C. Reinsel, Raja P. Velu, Kun Chen
| Multivariate Reduced-Rank Regression : Theory, Methods and Applications / Gregory C. Reinsel, Raja P. Velu, Kun Chen |
| Autore | Reinsel, Gregory C. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Springer, 2022 |
| Descrizione fisica | xxi, 411 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Chen, Kun
Velu, Raja P. |
| Soggetto non controllato |
Generalized reduced-rank regression
High-dimensional reduced-rank regression Low-rank regression methods Mixed data Multivariate Analysis Non-Gaussian Sparse regression methods Tensor data |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278540 |
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Reinsel, Gregory C.
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| New York, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multivariate Reduced-Rank Regression : Theory, Methods and Applications / Gregory C. Reinsel, Raja P. Velu, Kun Chen
| Multivariate Reduced-Rank Regression : Theory, Methods and Applications / Gregory C. Reinsel, Raja P. Velu, Kun Chen |
| Autore | Reinsel, Gregory C. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Springer, 2022 |
| Descrizione fisica | xxi, 411 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Chen, Kun
Velu, Raja P. |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] 62H25 - Factor analysis and principal components; correspondence analysis [MSC 2020] 62H30 - Classification and discrimination; cluster analysis (statistical aspects) [MSC 2020] 62J05 - Linear regression; mixed models [MSC 2020] 62J10 - Analysis of variance and covariance (ANOVA) [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62R07 - Statistical aspects of big data and data science [MSC 2020] |
| Soggetto non controllato |
Generalized reduced-rank regression
High-dimensional reduced-rank regression Low-rank regression methods Mixed data Multivariate Analysis Non-Gaussian Sparse regression methods Tensor data |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278540 |
|
Reinsel, Gregory C.
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||
| New York, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multivariate Reduced-Rank Regression : Theory and Applications / Gregory C. Reinsel, Raja P. Velu
| Multivariate Reduced-Rank Regression : Theory and Applications / Gregory C. Reinsel, Raja P. Velu |
| Autore | Reinsel, Gregory C. |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | xiii, 258 p. ; 24 cm |
| Altri autori (Persone) | Velu, Raja P. |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] 62J05 - Linear regression; mixed models [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] |
| Soggetto non controllato |
Generalized reduced-rank regression
High-dimensional reduced-rank regression Low-rank regression methods Mixed data Multivariate Analysis Non-Gaussian Sparse regression methods Tensor data |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298557 |
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Reinsel, Gregory C.
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| New York, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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