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Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 “Stochastische Mathematische Modelle”, Heidelberg 1983 / edited by Jürgen Franke, Wolfgang Härdle, Douglas Martin
| Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 “Stochastische Mathematische Modelle”, Heidelberg 1983 / edited by Jürgen Franke, Wolfgang Härdle, Douglas Martin |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1984 |
| Descrizione fisica | ix, 286 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Analysis
Correlation Estimator Series Time Time series Variance |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268724 |
| New York, : Springer-Verlag, 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini
| Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini |
| Autore | Bee Dagum, Estela |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 283 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bianconcini, Silvia |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 91B64 - Macro-economic models (monetary models, models of taxation) [MSC 2020] |
| Soggetto non controllato |
Census Method II
Nonparametric linear filters Real time trend-cycle prediction Reproducing kernel Hilbert space Seasonal adjustment Signal extraction Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115344 |
Bee Dagum, Estela
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima
| Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima |
| Autore | Embrechts Paul <1953-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2002 |
| Descrizione fisica | 1 online resource (123 p.) |
| Disciplina | 519.2/4 |
| Altri autori (Persone) | MaejimaMakoto |
| Collana | Princeton series in applied mathematics |
| Soggetto topico |
Distribution (Probability theory)
Self-similar processes |
| Soggetto non controllato |
Almost surely
Approximation Asymptotic analysis Autocorrelation Autoregressive conditional heteroskedasticity Autoregressive–moving-average model Availability Benoit Mandelbrot Brownian motion Central limit theorem Change of variables Computational problem Confidence interval Correlogram Covariance matrix Data analysis Data set Determination Fixed point (mathematics) Foreign exchange market Fractional Brownian motion Function (mathematics) Gaussian process Heavy-tailed distribution Heuristic method High frequency Inference Infimum and supremum Instance (computer science) Internet traffic Joint probability distribution Likelihood function Limit (mathematics) Linear regression Log–log plot Marginal distribution Mathematica Mathematical finance Mathematics Methodology Mixture model Model selection Normal distribution Parametric model Power law Probability theory Publication Random variable Regime Renormalization Result Riemann sum Self-similar process Self-similarity Simulation Smoothness Spectral density Square root Stable distribution Stable process Stationary process Stationary sequence Statistical inference Statistical physics Statistics Stochastic calculus Stochastic process Technology Telecommunication Textbook Theorem Time series Variance Wavelet Website |
| ISBN |
1-282-08759-2
9786612087592 1-4008-2510-5 1-4008-1424-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Chapter 1. Introduction -- Chapter 2. Some Historical Background -- Chapter 3. Self similar Processes with Stationary Increments -- Chapter 4. Fractional Brownian Motion -- Chapter 5. Self similar Processes with Independent Increments -- Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments -- Chapter 7. Simulation of Self similar Processes -- Chapter 8. Statistical Estimation -- Chapter 9. Extensions -- References -- Index |
| Record Nr. | UNINA-9910779907303321 |
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Embrechts Paul <1953->
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| Princeton, N.J., : Princeton University Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima
| Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima |
| Autore | Embrechts Paul <1953-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2002 |
| Descrizione fisica | 1 online resource (123 p.) |
| Disciplina | 519.2/4 |
| Altri autori (Persone) | MaejimaMakoto |
| Collana | Princeton series in applied mathematics |
| Soggetto topico |
Distribution (Probability theory)
Self-similar processes |
| Soggetto non controllato |
Almost surely
Approximation Asymptotic analysis Autocorrelation Autoregressive conditional heteroskedasticity Autoregressive–moving-average model Availability Benoit Mandelbrot Brownian motion Central limit theorem Change of variables Computational problem Confidence interval Correlogram Covariance matrix Data analysis Data set Determination Fixed point (mathematics) Foreign exchange market Fractional Brownian motion Function (mathematics) Gaussian process Heavy-tailed distribution Heuristic method High frequency Inference Infimum and supremum Instance (computer science) Internet traffic Joint probability distribution Likelihood function Limit (mathematics) Linear regression Log–log plot Marginal distribution Mathematica Mathematical finance Mathematics Methodology Mixture model Model selection Normal distribution Parametric model Power law Probability theory Publication Random variable Regime Renormalization Result Riemann sum Self-similar process Self-similarity Simulation Smoothness Spectral density Square root Stable distribution Stable process Stationary process Stationary sequence Statistical inference Statistical physics Statistics Stochastic calculus Stochastic process Technology Telecommunication Textbook Theorem Time series Variance Wavelet Website |
| ISBN |
1-282-08759-2
9786612087592 1-4008-2510-5 1-4008-1424-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Chapter 1. Introduction -- Chapter 2. Some Historical Background -- Chapter 3. Self similar Processes with Stationary Increments -- Chapter 4. Fractional Brownian Motion -- Chapter 5. Self similar Processes with Independent Increments -- Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments -- Chapter 7. Simulation of Self similar Processes -- Chapter 8. Statistical Estimation -- Chapter 9. Extensions -- References -- Index |
| Record Nr. | UNINA-9910821203803321 |
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Embrechts Paul <1953->
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| Princeton, N.J., : Princeton University Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Singular Spectrum Analysis for Time Series / Nina Golyandina, Anatoly Zhigljavsky
| Singular Spectrum Analysis for Time Series / Nina Golyandina, Anatoly Zhigljavsky |
| Autore | Golyandina, Nina |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 2020 |
| Descrizione fisica | ix, 146 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhigljavsky, Anatoly |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] |
| Soggetto non controllato |
Forecasting
Multivariate Singular Spectrum Analysis Signal extraction Signal processing Singular value decomposition Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0248486 |
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Golyandina, Nina
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| Berlin, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Singular Spectrum Analysis with R / Nina Golyandina, Anton Korobeynikov, Anatoly Zhigljavsky
| Singular Spectrum Analysis with R / Nina Golyandina, Anton Korobeynikov, Anatoly Zhigljavsky |
| Autore | Golyandina, Nina |
| Pubbl/distr/stampa | Berlin, : Springer, 2018 |
| Descrizione fisica | xiii, 272 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Korobeynikov, Anton
Zhigljavsky, Anatoly |
| Soggetto topico |
68U10 - Computing methodologies for image processing [MSC 2020]
37M10 - Time series analysis of dynamical systems [MSC 2020] |
| Soggetto non controllato |
Forecasting
Image processing Signal processing Singular spectrum analysis Singular value decomposition Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124478 |
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Golyandina, Nina
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| Berlin, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Six sigma : manuale per Green Belt-Minibook / Gabriele Arcidiacono, Claudio Calabrese, Stefano Rossi
| Six sigma : manuale per Green Belt-Minibook / Gabriele Arcidiacono, Claudio Calabrese, Stefano Rossi |
| Autore | Arcidiacono, Gabriele |
| Pubbl/distr/stampa | Milano, : Springer-Verlag Italia, 2007 |
| Descrizione fisica | 212 p. : ill. ; 15 cm |
| Altri autori (Persone) |
Calabrese, Claudio
Rossi, Stefano |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
91B82 - Statistical methods; economic indices and measures [MSC 2020] |
| Soggetto non controllato |
Best fit
Boxplot Economia Engineering Economics Green belt Ingegneria gestionale Lean Minitab Quality control, reliability, Safety and Risk Six Sigma Statistica Statistics Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0100388 |
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Arcidiacono, Gabriele
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| Milano, : Springer-Verlag Italia, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Sound Analysis and Synthesis with R / Jérôme Sueur
| Sound Analysis and Synthesis with R / Jérôme Sueur |
| Autore | Sueur, Jérôme |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | lv, 637 p. : ill. ; 24 cm |
| Soggetto topico |
65Txx - Numerical methods in Fourier analysis [MSC 2020]
91Cxx - Social and behavioral sciences: general topics [MSC 2020] |
| Soggetto non controllato |
Bioacoustics
Ecoacoustics R Program Sound Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125001 |
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Sueur, Jérôme
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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State Space Modeling of Time Series / Masanao Aoki
| State Space Modeling of Time Series / Masanao Aoki |
| Autore | Aoki, Masanao |
| Pubbl/distr/stampa | Berlin, : Springer, 1987 |
| Descrizione fisica | xi, 315 p. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
93B30 - System identification [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 93E12 - Identification in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Algorithms
Dynamic Programming Forecasting Informations Innovation Instrumental variables Modeling Optimization Rating Regression Time series Value at risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0264328 |
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Aoki, Masanao
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| Berlin, : Springer, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stationary Processes and Prediction Theory. (AM-44), Volume 44 / / Harry Furstenberg
| Stationary Processes and Prediction Theory. (AM-44), Volume 44 / / Harry Furstenberg |
| Autore | Furstenberg Harry |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (300 pages) |
| Disciplina | 519 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Stochastic processes
Mathematical statistics |
| Soggetto non controllato |
Abelian group
Adjoint equation Almost periodic function Almost surely Automorphism C*-algebra Cartesian product Character group Characteristic function (probability theory) Coefficient Commutative property Complex number Conditional expectation Conditional probability Continuous function (set theory) Continuous function Corollary Coset Counterexample Degeneracy (mathematics) Dimension (vector space) Dimensional analysis Distribution function Eigenvalues and eigenvectors Endomorphism Equation Equivalence class Equivalence relation Ergodic process Ergodic sequence Ergodic theory Ergodicity Error term Estimation Euclidean space Eventually (mathematics) Existence theorem Existential quantification Expectation value (quantum mechanics) Extrapolation Fourier series Fubini's theorem Function (mathematics) Function composition Functional equation Generic point Harmonic analysis Hilbert space Homeomorphism Homomorphism Identity element Independence (probability theory) Inverse function Invertible matrix Least squares Lebesgue measure Limit (mathematics) Linear combination Linear map Linear prediction Linear space (geometry) Markov chain Metric space Nonlinear system Nonnegative matrix Normed algebra Parameter Periodic sequence Pointwise Predictability Prediction Probability distribution Probability measure Probability space Probability Quotient space (topology) Random sequence Random variable Regular sequence Sample space Semigroup Sequence space Sequence Shift operator Sign (mathematics) Special case Stationary process Stochastic process Stochastic Subalgebra Subgroup Subsequence Subset Theorem Time series Topology Uniform convergence Variable (mathematics) Weak topology Zorn's lemma |
| ISBN | 1-4008-8160-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- ACKNOWLEDGEMENTS -- CONTENTS -- INTRODUCTION -- CHAPTER 1 . STOCHASTIC PROCESSES AND STOCHASTIC SEQUENCES -- CHAPTER 2. THE PREDICTION PROBLEMS FOR SEQUENCES -- CHAPTER 3. EXAMPLES AND COUNTEREXAMPLES -- CHAPTER 4 . SUBPROCESSES OP MARKOFF PROCESSES -- CHAPTER 5. STOCHASTIC SEMIGROUPS AND CONTINUOUS PREDICTABILITY -- CHAPTER 6. STATISTICAL PREDICTABILITY -- CHAPTER 7. INDUCTIVE FUNCTIONS -- CHAPTER 8. INDUCTIVE FUNCTIONS AND MARKOFF PROCESSES -- CHAPTER 9 . PROJECTIVE INDUCTIVE FUNCTIONS AND PREDICTION -- BIBLIOGRAPHY -- Backmatter |
| Record Nr. | UNINA-9910154745803321 |
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Furstenberg Harry
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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