Filter
Anvendt matematikk
Filter
This is a book on bootstrap and related resampling methods for temporal and spatial data exhibiting various forms of dependence. Like the resam pling methods for independent data, …
It was none other than Henri Poincare who at the turn of the last century, recognised that initial-value sensitivity is a fundamental source of random ness. For statisticians …
The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is …
Exponential families of stochastic processes are parametric stochastic p- cess models for which the likelihood function exists at all ?nite times and has an exponential …
The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the …
The Akaike information criterion (AIC) derived as an estimator of the Kullback-Leibler information discrepancy provides a useful tool for evaluating statistical models, and …
1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. …
This book provides a concise and integrated overview of hypothesis testing in four important subject areas, namely linear and nonlinear models, multivariate analysis, and large …
Thisbook,likemanyotherbooks,wasdeliveredundertremendousinspiration and encouragement from my teachers, research collaborators, and students. My interest in longitudinal data …
Stochastic di?erential equations model stochastic evolution as time evolves. These models have a variety of applications in many disciplines and emerge naturally in the study of …