Advances and challenges in parametric and semi-parametric analysis for correlated data : Proceedings of the 2015 international symposium in statistics / Brajendra C. Sutradhar editor |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XIX, 256 p. : ill. ; 24 cm |
Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
62F10 - Point estimation [MSC 2020] 62H12 - Estimation in multivariate analysis [MSC 2020] 62-XX - Statistics [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
Soggetto non controllato |
Auto-correlation models
Longitudinal multinomial data Measurement errors Missing data Outliers Parametric longitudinal correlations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114272 |
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Advances and challenges in parametric and semi-parametric analysis for correlated data : proceedings of the 2015 international symposium in statistics / Brajendra C. Sutradhar editor |
Edizione | [[Cham] : Springer, 2016] |
Pubbl/distr/stampa | XIX, 256 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
62F10 - Point estimation [MSC 2020] 62H12 - Estimation in multivariate analysis [MSC 2020] 62-XX - Statistics [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0114272 |
XIX, 256 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
Autore | Barndorff-Nielsen, Ole E. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124560 |
Barndorff-Nielsen, Ole E. | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
Autore | Barndorff-Nielsen, Ole E. |
Edizione | [Cham : Springer, 2018] |
Pubbl/distr/stampa | xxv, 402 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0124560 |
Barndorff-Nielsen, Ole E. | ||
xxv, 402 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic Efficiency of Statistical Estimators : Concepts and Higher Order Asymptotic Efficiency / Masafumi Akahira, Kei Takeuchi |
Autore | Akahira, Masafumi |
Pubbl/distr/stampa | New York, : Springer, 1981 |
Descrizione fisica | vii, 242 p. : ill. ; 24 cm |
Altri autori (Persone) | Takeuchi, Kei |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] |
Soggetto non controllato |
Asymptotic effectiveness
Estimate Estimator Likelihood Linear regression |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268381 |
Akahira, Masafumi | ||
New York, : Springer, 1981 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic Expansions for General Statistical Models / Johann Pfanzagl |
Autore | Pfanzagl, Johann |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1985 |
Descrizione fisica | vii, 509 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62A01 - Foundations and philosophical topics in statistics [MSC 2020] 62F05 - Asymptotic properties of parametric tests [MSC 2020] |
Soggetto non controllato |
Approximation
Behavior Construction Distribution Estimator Functional Functions Mathematics Probability Statistical Theory Statistics |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268746 |
Pfanzagl, Johann | ||
New York, : Springer-Verlag, 1985 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Contributions to a General Asymptotic Statistical Theory / J. Pfanzagl ; With the Assistance of W. Wefelmeyer |
Autore | Pfanzagl, Johann |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1982 |
Descrizione fisica | vii, 315 p. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62G05 - Nonparametric estimation [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62G20 - Asymptotic properties of nonparametric inference [MSC 2020] 62C05 - General considerations in statistical decision theory [MSC 2020] 62F05 - Asymptotic properties of parametric tests [MSC 2020] |
Soggetto non controllato |
Asymptotic effectiveness
Asymptotic test Estimator Likelihood Median Variance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268493 |
Pfanzagl, Johann | ||
New York, : Springer-Verlag, 1982 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Differential-Geometrical Methods in Statistics / Shun-ichi Amari |
Autore | Amari, Shun-Ichi |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1985 |
Descrizione fisica | v, 294 p. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
53B05 - Linear and affine connections [MSC 2020] 53B21 - Methods of local Riemannian geometry [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 53B15 - Other connections [MSC 2020] 62F05 - Asymptotic properties of parametric tests [MSC 2020] |
Soggetto non controllato |
Estimator
Probability Probability distribution Statistical inference Statistical models Statistics |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268762 |
Amari, Shun-Ichi | ||
New York, : Springer-Verlag, 1985 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
Autore | Mancino, Maria Elvira |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | X, 135 p. : ill. ; 24 cm |
Altri autori (Persone) |
Recchioni, Maria Cristina
Sanfelici, Simona |
Soggetto topico |
42B05 - Fourier series and coefficients in several variables [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020] 42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] |
Soggetto non controllato |
Convolution
Fourier analysis High-frequency data Leverage Microstructure Noise Multivariate Volatility Non-parametric estimation Science as a business Volatility of Volatility |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123445 |
Mancino, Maria Elvira | ||
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
Autore | Mancino, Maria Elvira |
Edizione | [Cham : Springer, 2017] |
Pubbl/distr/stampa | X, 135 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Recchioni, Maria Cristina
Sanfelici, Simona |
Soggetto topico |
42B05 - Fourier series and coefficients in several variables [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020] 42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0123445 |
Mancino, Maria Elvira | ||
X, 135 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|