Sökt på: Sökresultat
totalt 9 träffar
Linear Regression
In linear regression the ordinary least squares estimator plays a central role and sometimes one may get the impression that it is the only reasonable and applicable estimator …
Workshop on Branching Processes and Their Applications
One of the charms of mathematics is the contrast between its generality and its applicability to concrete, even everyday, problems. Branching processes are typical in this. Their …
Estimation in Conditionally Heteroscedastic Time Series Models
In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive …
Copula Theory and Its Applications
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. …
Copulae in Mathematical and Quantitative Finance
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. …
Dependence in Probability and Statistics
This volume contains several contributions on the general theme of dependence for several classes of stochastic processes, andits implicationson asymptoticproperties of various …
Deconvolution Problems in Nonparametric Statistics
Deconvolution problems occur in many ?elds of nonparametric statistics, for example, density estimation based on contaminated data, nonparametric - gression with …
Nonlinear System Identification by Haar Wavelets
?In order to precisely model real-life systems or man-made devices, both nonlinear and dynamic properties need to be taken into account. The generic, black-box model based on …
Computation of Multivariate Normal and t Probabilities
Multivariate normal and t probabilities are needed for statistical inference in many applications. Modern statistical computation packages provide functions for the computation of …