S durga prasad (28 risultati)

Condizione: New. pp. 214 Illus.

Condizione: New. pp. 214.

Condizione: New. pp. 214.

Hardcover. Condizione: Good. Condizione sovraccoperta: Good. Bound in its original green cloth. in an unclipped. good. jacket. complete with list of contributors pasted to final page. 28 pp fully illd in black and white. with one colour photograph of painting by J A K Martyn.Guaranteed condition. Various (illustratore). …

and Root Absorbed Rb+ and Fe++ in Bean Plants (S. A. Z. f. Pflanzenphysiol. Bd. 78, H. 2) 1976. S. 95 - 102. m. zahlr. Abb. (St.) br. -2) Sonderabdruck.

Condizione: New. pp. 64.

Condizione: New.

Condizione: New.

Condizione: New.

Paperback. Condizione: Brand New. 120 pages. 8.66x5.91x0.28 inches. In Stock.

Taschenbuch. Condizione: Neu. Statistical Inference In Time Series Regression Models | Regression Analysis For Time Series | S. Durga Prasad (u. a.) | Taschenbuch | 212 S. | Englisch | 2013 | LAP LAMBERT Academic Publishing | EAN 9783659423970 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.…

Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Condizione: Brand New. 2015 edition. 744 pages. 9.50x6.50x1.75 inches. In Stock.

Hardcover. Condizione: Brand New. 2015 edition. 736 pages. 9.25x6.10x1.81 inches. In Stock.

Paperback. Condizione: Brand New. reprint edition. 736 pages. 9.25x6.10x1.66 inches. In Stock.

Condizione: New. Print on Demand pp. 64 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - A Bi-level Frequency Hopping Code-Division Multiple-Access (FH-CDMA) scheme for wireless communication systems is developed. This new scheme provides flexibility in the selection of modulation codes and FH patterns. By partitioning modulation codes, our Bi-Level FH-CDMA scheme can be modified to support more possible users without increasing the number of FH patterns. This scheme is applied for different Fading channels and their performances in terms of Bit Error probability (BEP) are compared. We also calculate Spectral Efficiency (SE) of this scheme and compare this with Spectral Efficiency (SE) of Goodman s Frequency-Shift-Keying FH-CDMA. Our results show that the partitioned Two-Level FH-CDMA scheme supports higher data rate and greater SE than Goodman s Frequency-Shift-Keying FH-CDMA scheme under some conditions.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Prasad Y.V.S. DurgaHe has 6 years of Industrial&teaching experience. Mr.prasad had completed his B.Tech in Electronics and communication & Post Graduate Diploma of Management in Marketing. After his PGDM he worked as Deputy Manager i.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Putta Durga PrasadP. Durga Prasad is currently doing M.Phil. in Sri Venkateswara University, Tirupati, Andhra Pradesh-517502, India. His area of interest is Fluid Dynamics. He has 4 years research experience in research and 5 years o.…

Condizione: New. PRINT ON DEMAND pp. 64.

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book attempts to develope some new inferential procedures for time series regression models.An inferential method for a time series linear regression model with auto correlated disturbances using quarterly data, has been developed by proposing a test based on internally studentized residuals.Two modified estimation procedures have been proposed for time series regression models involving MA (1) and MA (q) process errors.Autoregressive moving averages and autoregressive conditionally heteroscadastic (ARCH) processesses have been specified systematically with their characteristics. The generalized ARCH model is specified and the effect of error structure on ARCH model has been explained. Two modified tests for detecting the problem of ARCH errors have been developed by using Box-pierce-lying test statistics based on internally studentized residuals. A new estimation procedure has been developed for ARCH model by using an interactive technique 212 pp. Englisch.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Babu N.Venkat SurendraDr. N.Venkat Surendra Babu A Doctorate Degree holder in Biochemistry from Sri Venkateshwara University, Tirupathi. I have a total of 10+ years of work experience in Teaching & Administration. I have worked in va.…

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book attempts to develope some new inferential procedures for time series regression models.An inferential method for a time series linear regression model with auto correlated disturbances using quarterly data, has been developed by proposing a test based on internally studentized residuals.Two modified estimation procedures have been proposed for time series regression models involving MA (1) and MA (q) process errors.Autoregressive moving averages and autoregressive conditionally heteroscadastic (ARCH) processesses have been specified systematically with their characteristics. The generalized ARCH model is specified and the effect of error structure on ARCH model has been explained. Two modified tests for detecting the problem of ARCH errors have been developed by using Box-pierce-lying test statistics based on internally studentized residuals. A new estimation procedure has been developed for ARCH model by using an interactive technique.…

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book attempts to develope some new inferential procedures for time series regression models.An inferential method for a time series linear regression model with auto correlated disturbances using quarterly data, has been developed by proposing a test based on internally studentized residuals.Two modified estimation procedures have been proposed for time series regression models involving MA (1) and MA (q) process errors.Autoregressive moving averages and autoregressive conditionally heteroscadastic (ARCH) processesses have been specified systematically with their characteristics. The generalized ARCH model is specified and the effect of error structure on ARCH model has been explained. Two modified tests for detecting the problem of ARCH errors have been developed by using Box-pierce-lying test statistics based on internally studentized residuals. A new estimation procedure has been developed for ARCH model by using an interactive techniqueVDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 212 pp. Englisch.…