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Robust multivariate and nonlinear time series models: Application of robust estimators for the vector autoregressive and bilinear time series models - Brossura
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Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series models is still quite open. The central goal of this thesis is the study of the S-estimator, a robust estimator, applied to some simple vector and nonlinear time series models. In each case, we will look at the important aspect of stationarity of the model and analyze the asymptotic behavior of the S-estimator.
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Dr. Ravi Ramakrishnan completed his Ph.D in Mathematics from the Swiss Federal Institute of Technology, Lausanne (EPFL), Switzerland. Presently, he works with Banque Cantonale Vaudoise (BCV), Lausanne, Switzerland, as a Quantitative Investment manager where he builds trading strategies using quantitative techniques.
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Robust multivariate and nonlinear time series models: Application of robust estimators for the vector autoregressive and bilinear time series models
Editore:
LAP LAMBERT Academic Publishing, 2010
ISBN 10: 3843357811
ISBN 13: 9783843357814
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Condizione: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Codice articolo M03843357811-V
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Robust multivariate and nonlinear time series models
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LAP LAMBERT Academic Publishing Okt 2010, 2010
ISBN 10: 3843357811
ISBN 13: 9783843357814
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series models is still quite open. The central goal of this thesis is the study of the S-estimator, a robust estimator, applied to some simple vector and nonlinear time series models. In each case, we will look at the important aspect of stationarity of the model and analyze the asymptotic behavior of the S-estimator. 156 pp. Englisch. Codice articolo 9783843357814
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Robust multivariate and nonlinear time series models
Editore:
LAP LAMBERT Academic Publishing, 2010
ISBN 10: 3843357811
ISBN 13: 9783843357814
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Ramakrishnan RaviDr. Ravi Ramakrishnan completed his Ph.D in Mathematics from the Swiss Federal Institute of Technology, Lausanne (EPFL), Switzerland. Presently, he works with Banque Cantonale Vaudoise (BCV), Lausanne, Switzerland, a. Codice articolo 5465761
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Robust multivariate and nonlinear time series models
Editore:
LAP LAMBERT Academic Publishing Okt 2010, 2010
ISBN 10: 3843357811
ISBN 13: 9783843357814
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. Neuware -Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series models is still quite open. The central goal of this thesis is the study of the S-estimator, a robust estimator, applied to some simple vector and nonlinear time series models. In each case, we will look at the important aspect of stationarity of the model and analyze the asymptotic behavior of the S-estimator.Books on Demand GmbH, Überseering 33, 22297 Hamburg 156 pp. Englisch. Codice articolo 9783843357814
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Robust multivariate and nonlinear time series models : Application of robust estimators for the vector autoregressive and bilinear time series models
Editore:
LAP LAMBERT Academic Publishing, 2010
ISBN 10: 3843357811
ISBN 13: 9783843357814
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Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series models is still quite open. The central goal of this thesis is the study of the S-estimator, a robust estimator, applied to some simple vector and nonlinear time series models. In each case, we will look at the important aspect of stationarity of the model and analyze the asymptotic behavior of the S-estimator. Codice articolo 9783843357814
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Robust multivariate and nonlinear time series models: Application of robust estimators for the vector autoregressive and bilinear time series models
Editore:
LAP LAMBERT Academic Publishing, 2010
ISBN 10: 3843357811
ISBN 13: 9783843357814
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Paperback. Condizione: Like New. Like New. book. Codice articolo ERICA79038433578116
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