Поиск по базам:


Dominique habimana time series econometrics analysis
Фото - Wilfredo Palma Time Series Analysis dominique habimana time series econometrics analysis

Wilfredo Palma Time...

A modern and accessible guide to the analysis of introductory time ser...

Посмотреть карточку товара

Цена: 10124.13 RUR

Подробнее

Похожие товары...

Фото - William Wei W.S. Multivariate Time Series Analysis and Applications dominique habimana time series econometrics analysis

William Wei W.S. Mul...

An essential guide on high dimensional multivariate time series includ...

Посмотреть карточку товара

Цена: 9334.93 RUR

Подробнее

Похожие товары...

Фото - Uwe Hassler Time Series Analysis with Long Memory in View dominique habimana time series econometrics analysis

Uwe Hassler Time Ser...

Provides a simple exposition of the basic time series material, and in...

Посмотреть карточку товара

Цена: 8751.5 RUR

Подробнее

Похожие товары...

Фото - Rong Chen Nonlinear Time Series Analysis dominique habimana time series econometrics analysis

Rong Chen Nonlinear...

A comprehensive resource that draws a balance between theory and appli...

Посмотреть карточку товара

Цена: 9075.63 RUR

Подробнее

Похожие товары...

Фото - Ruey S. Tsay Multivariate Time Series Analysis. With R and Financial Applications dominique habimana time series econometrics analysis

Ruey S. Tsay Multiva...

An accessible guide to the multivariate time series tools used in nume...

Посмотреть карточку товара

Цена: 10498.36 RUR

Подробнее

Похожие товары...

Фото - Katsuto Tanaka Time Series Analysis. Nonstationary and Noninvertible Distribution Theory dominique habimana time series econometrics analysis

Katsuto Tanaka Time...

Reflects the developments and new directions in the field since the pu...

Посмотреть карточку товара

Цена: 10124.13 RUR

Подробнее

Похожие товары...

Фото - George E. P. Box Time Series Analysis. Forecasting and Control dominique habimana time series econometrics analysis

George E. P. Box Tim...

Praise for the Fourth Edition “The book follows faithfully the style o...

Посмотреть карточку товара

Цена: 11248.25 RUR

Подробнее

Похожие товары...

Фото - Marc Paolella S. Linear Models and Time-Series Analysis. Regression, ANOVA, ARMA and GARCH dominique habimana time series econometrics analysis

Marc Paolella S. Lin...

A comprehensive and timely edition on an emerging new trend in time se...

Посмотреть карточку товара

Цена: 11668.66 RUR

Подробнее

Похожие товары...

Фото - Murat Kulahci Introduction to Time Series Analysis and Forecasting dominique habimana time series econometrics analysis

Murat Kulahci Introd...

Praise for the First Edition «…[t]he book is great for readers who nee...

Посмотреть карточку товара

Цена: 10124.13 RUR

Подробнее

Похожие товары...

Фото - Отсутствует Advanced Time Series Data Analysis. Forecasting Using EViews dominique habimana time series econometrics analysis

Отсутствует Advanced...

Introduces the latest developments in forecasting in advanced quantita...

Посмотреть карточку товара

Цена: 10268.42 RUR

Подробнее

Похожие товары...

Фото - G. Antille Descriptive Analysis of Matrix-Valued Time-Series dominique habimana time series econometrics analysis

G. Antille Descripti...

In this article we present a technique of data analysis applied to thr...

Посмотреть карточку товара

Цена: 79.9 RUR

Подробнее

Похожие товары...

Фото - DeWayne Derryberry R. Basic Data Analysis for Time Series with R dominique habimana time series econometrics analysis

DeWayne Derryberry R...

Written at a readily accessible level, Basic Data Analysis for Time Se...

Посмотреть карточку товара

Цена: 8923.18 RUR

Подробнее

Похожие товары...

Фото - Roberto Pedace Econometrics For Dummies dominique habimana time series econometrics analysis

Roberto Pedace Econo...

Score your highest in econometrics? Easy. Econometrics can prove chall...

Посмотреть карточку товара

Цена: 1749.65 RUR

Подробнее

Похожие товары...

Фото - Francis Castanié Digital Spectral Analysis. Parametric, Non-Parametric and Advanced Methods dominique habimana time series econometrics analysis

Francis Castanié Dig...

Digital Spectral Analysis provides a single source that offers complet...

Посмотреть карточку товара

Цена: 12835.53 RUR

Подробнее

Похожие товары...

Фото - Ngai Chan Hang Time Series. Applications to Finance with R and S-Plus dominique habimana time series econometrics analysis

Ngai Chan Hang Time...

A new edition of the comprehensive, hands-on guide to financial time s...

Посмотреть карточку товара

Цена: 11201.92 RUR

Подробнее

Похожие товары...

Фото - Ruey S. Tsay Analysis of Financial Time Series dominique habimana time series econometrics analysis

Ruey S. Tsay Analysi...

This book provides a broad, mature, and systematic introduction to cur...

Посмотреть карточку товара

Цена: 11668.66 RUR

Подробнее

Похожие товары...

Дополнительная информация:

Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three new chapters on long-memory discrete-time and continuous-time processes have also been created, whereas some chapters have been merged and some sections deleted. The first eleven chapters of the first edition have been compressed into ten chapters, with a chapter on nonstationary panel added and located under Part I: Analysis of Non-fractional Time Series. Chapters 12 to 14 have been newly written under Part II: Analysis of Fractional Time Series. Chapter 12 discusses the basic theory of long-memory processes by introducing ARFIMA models and the fractional Brownian motion (fBm). Chapter 13 is concerned with the computation of distributions of quadratic functionals of the fBm and its ratio. Next, Chapter 14 introduces the fractional Ornstein–Uhlenbeck process, on which the statistical inference is discussed. Finally, Chapter 15 gives a complete set of solutions to problems posed at the end of most sections. This new edition features: • Sections to discuss nonstationary panel data analysis, the problem of differentiating between deterministic and stochastic trends, and nonstationary processes of local deviations from a unit root • Consideration of the maximum likelihood estimator of the drift parameter, as well as asymptotics as the sampling span increases • Discussions on not only nonstationary but also noninvertible time series from a theoretical viewpoint • New topics such as the computation of limiting local powers of panel unit root tests, the derivation of the fractional unit root distribution, and unit root tests under the fBm error Time Series Analysis: Nonstationary and Noninvertible Distribution Theory, Second Edition, is a reference for graduate students in econometrics or time series analysis. Katsuto Tanaka, PhD, is a professor in the Faculty of Economics at Gakushuin University and was previously a professor at Hitotsubashi University. He is a recipient of the Tjalling C. Koopmans Econometric Theory Prize (1996), the Japan Statistical Society Prize (1998), and the Econometric Theory Award (1999). Aside from the first edition of Time Series Analysis (Wiley, 1996), Dr. Tanaka had published five econometrics and statistics books in Japanese.