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Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos
| Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos |
| Autore | Triantafyllopoulos, Kostas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xv, 495 p. : ill. ; 24 cm |
| Soggetto topico |
93E11 - Filtering in stochastic control theory [MSC 2020]
62-XX - Statistics [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Bayesian estimation
Bayesian forecasting Control theory Dynamic models Financial Time Series Non Gaussian time series Sequential Monte Carlo State space in dynamic systems State-space models Stochastic volatility Systems stability Volatility models |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274587 |
Triantafyllopoulos, Kostas
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos
| Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos |
| Autore | Triantafyllopoulos, Kostas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xv, 495 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62F15 - Bayesian inference [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Bayesian estimation
Bayesian forecasting Control theory Dynamic models Financial Time Series Non Gaussian time series Sequential Monte Carlo State space in dynamic systems State-space models Stochastic volatility Systems stability Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00274587 |
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Triantafyllopoulos, Kostas
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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Aljandali, Abdulkader
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] 91Gxx - Actuarial science and mathematical finance [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-VAN00124651 |
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Aljandali, Abdulkader
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors
| From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiii, 440 p. : ill. ; 24 cm |
| Soggetto topico |
00B30 - Festschriften [MSC 2020]
62-XX - Statistics [MSC 2020] 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] |
| Soggetto non controllato |
Estimation
Filtering Insurance mathematics Mathematical Finance Nonparametric statistical methods Quantitative Finance Regression Risk bounds Shot-noise processes Statistical Methods Statistical modeling Stochastic processes Survival analysis Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123977 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors
| From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute / Dietmar Ferger ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiii, 440 p. : ill. ; 24 cm |
| Soggetto topico |
00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]
00B30 - Festschriften [MSC 2020] 62-XX - Statistics [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 62Nxx - Survival analysis and censored data [MSC 2020] 62Pxx - Applications of statistics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Estimation
Filtering Insurance mathematics Mathematical Finance Nonparametric statistical methods Quantitative Finance Regression Risk bounds Shot-noise processes Statistical Methods Statistical modeling Stochastic processes Survival analysis Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123977 |
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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