Characterizing Interdependencies of Multiple Time Series : Theory and Applications / Yuzo Hosoya ... [et al.] |
Pubbl/distr/stampa | Singapore, : Springer, 2017 |
Descrizione fisica | x, 133 p. : ill. ; 24 cm |
Soggetto topico |
62H12 - Estimation in multivariate analysis [MSC 2020]
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] 91B84 - Economic time series analysis [MSC 2020] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] |
Soggetto non controllato |
Autoregressive Moving-average Model
Canonical Factorization Causal Analysis Large sample tests Prediction Error |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124132 |
Singapore, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Characterizing Interdependencies of Multiple Time Series : Theory and Applications / Yuzo Hosoya ... [et al.] |
Edizione | [Singapore : Springer, 2017] |
Pubbl/distr/stampa | x, 133 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
62H12 - Estimation in multivariate analysis [MSC 2020]
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] 91B84 - Economic time series analysis [MSC 2020] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0124132 |
x, 133 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
Autore | Cherubini, Umberto |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | X, 90 p. : ill. ; 24 cm |
Altri autori (Persone) |
Gobbi, Fabio
Mulinacci, Sabrina |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [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] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] |
Soggetto non controllato |
Autoregressive process
Convolution-based process Copula functions Econometrics Interest Rates Long memory time series Markov process Stochastic processes Time Series Analysis |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114588 |
Cherubini, Umberto | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
Autore | Cherubini, Umberto |
Edizione | [[Cham] : Springer, 2016] |
Pubbl/distr/stampa | X, 90 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Mulinacci, Sabrina
Gobbi, Fabio |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [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] 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0114588 |
Cherubini, Umberto | ||
X, 90 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer |
Autore | Fischer, Matthias J. |
Pubbl/distr/stampa | Heidelberg, : Springer, 2014 |
Descrizione fisica | VIII, 72 p. : ill. ; 24 cm |
Soggetto topico |
62P20 - Applications of statistics to economics [MSC 2020]
91B70 - Stochastic models in economics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62E15 - Exact distribution theory in statistics [MSC 2020] |
Soggetto non controllato |
Asymmetry
Distributions Financial returns Heavy tails Quantitative Finance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0104150 |
Fischer, Matthias J. | ||
Heidelberg, : Springer, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Generalized hyperbolic secant distributions : with applications to finance / Matthias J. Fischer |
Autore | Fischer, Matthias J. |
Edizione | [Heidelberg : Springer, 2014] |
Pubbl/distr/stampa | VIII, 72 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
62P20 - Applications of statistics to economics [MSC 2020]
91B70 - Stochastic models in economics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91G70 - Statistical methods; risk measures [MSC 2020] 62E15 - Exact distribution theory in statistics [MSC 2020] |
ISBN | 8-3-642-45137-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0104150 |
Fischer, Matthias J. | ||
VIII, 72 p., : ill. ; 24 cm | ||
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 |
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 | ||
[Tokyo], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Indexation and causation of financial markets : nonstationary time series analysis method / Yoko Tanokura, Genshiro Kitagawa |
Autore | Tanokura, Yoko |
Edizione | [[Tokyo] : Springer, 2015] |
Pubbl/distr/stampa | X, 103 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
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] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113966 |
Tanokura, Yoko | ||
X, 103 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.] |
Pubbl/distr/stampa | Cham, : Springer, 2015 |
Descrizione fisica | XV, 286 p. ; 24 cm |
Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
Soggetto non controllato |
Adaptive estimation
Estimation with discrete observations Non-parametric estimation Parametric estimation of Lévy processes Spectral estimators |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Lévy matters IV. |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0101402 |
Cham, : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.] |
Edizione | [Cham : Springer, 2015] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Lévy matters IV. |
Record Nr. | UNICAMPANIA-SUN0101402 |
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|