Functional Coefficient Models for Nearly (Possibly Weakly) I (1) Processes
Title | Functional Coefficient Models for Nearly (Possibly Weakly) I (1) Processes PDF eBook |
Author | Mirza Trokic |
Publisher | |
Pages | 29 |
Release | 2014 |
Genre | |
ISBN |
The focus of this article is on nonlinear time varying coefficient models when the covariates and coefficient components are weakly, nearly, or possibly purely integrated time series processes. Local linear fitting is used to derive coefficient estimators along with their asymptotic distributions. The rates of convergence for the estimators is shown to differ based on whether stationary, weakly, nearly, or purely integrated covariates are being modelled. Similar conclusions also hold for the derived optimal bandwidth parameters.
An Introduction to Discrete-Valued Time Series
Title | An Introduction to Discrete-Valued Time Series PDF eBook |
Author | Christian H. Weiss |
Publisher | John Wiley & Sons |
Pages | 300 |
Release | 2018-02-05 |
Genre | Mathematics |
ISBN | 1119096960 |
A much-needed introduction to the field of discrete-valued time series, with a focus on count-data time series Time series analysis is an essential tool in a wide array of fields, including business, economics, computer science, epidemiology, finance, manufacturing and meteorology, to name just a few. Despite growing interest in discrete-valued time series—especially those arising from counting specific objects or events at specified times—most books on time series give short shrift to that increasingly important subject area. This book seeks to rectify that state of affairs by providing a much needed introduction to discrete-valued time series, with particular focus on count-data time series. The main focus of this book is on modeling. Throughout numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts), and performance evaluation are treated at length. Classic approaches like ARMA models and the Box-Jenkins program are also featured with the basics of these approaches summarized in an Appendix. In addition, data examples, with all relevant R code, are available on a companion website. Provides a balanced presentation of theory and practice, exploring both categorical and integer-valued series Covers common models for time series of counts as well as for categorical time series, and works out their most important stochastic properties Addresses statistical approaches for analyzing discrete-valued time series and illustrates their implementation with numerous data examples Covers classical approaches such as ARMA models, Box-Jenkins program and how to generate functions Includes dataset examples with all necessary R code provided on a companion website An Introduction to Discrete-Valued Time Series is a valuable working resource for researchers and practitioners in a broad range of fields, including statistics, data science, machine learning, and engineering. It will also be of interest to postgraduate students in statistics, mathematics and economics.
Journal of the American Statistical Association
Title | Journal of the American Statistical Association PDF eBook |
Author | |
Publisher | |
Pages | 896 |
Release | 2009 |
Genre | Statistics |
ISBN |
Predicting Hydrocarbon Fate in the Ocean: Processes, Parameterizations, and Coupled Modeling
Title | Predicting Hydrocarbon Fate in the Ocean: Processes, Parameterizations, and Coupled Modeling PDF eBook |
Author | Robert Hetland |
Publisher | Frontiers Media SA |
Pages | 204 |
Release | 2022-03-18 |
Genre | Science |
ISBN | 2889747344 |
A Portrait of State-of-the-Art Research at the Technical University of Lisbon
Title | A Portrait of State-of-the-Art Research at the Technical University of Lisbon PDF eBook |
Author | Manuel Seabra Pereira |
Publisher | Springer Science & Business Media |
Pages | 605 |
Release | 2007-11-24 |
Genre | Technology & Engineering |
ISBN | 1402056907 |
This book celebrates the 75th anniversary of The Technical University of Lisbon (UTL). It provides a compelling picture of current state-of-art research at UTL. It contains the edited version of the invited lectures from a two day Symposium and brings together a comprehensive summary of high quality research contributions across basic and applied sciences. A broad spectrum of topics is covered reflecting UTL’s worldwide recognition.
Discrete Choice Methods with Simulation
Title | Discrete Choice Methods with Simulation PDF eBook |
Author | Kenneth Train |
Publisher | Cambridge University Press |
Pages | 399 |
Release | 2009-07-06 |
Genre | Business & Economics |
ISBN | 0521766559 |
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.
Mathematical Models in Environmental Problems
Title | Mathematical Models in Environmental Problems PDF eBook |
Author | G.I. Marchuk |
Publisher | Elsevier |
Pages | 221 |
Release | 2011-08-18 |
Genre | Science |
ISBN | 0080875378 |
Mathematical Models in Environmental Problems