wu shu zeng yong (33 risultati)

Condizione: Fine. *Price HAS BEEN REDUCED by 10% until Monday, Oct. 6 (sale item)* 368 pp., hardcover, 2 faint bumps to top edge of covers else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

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Buch. Condizione: Neu. Neuware -State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear andnon-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations.The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models.The second part focuseson the application of Linear State-Space Models in Macroeconomics and Finance.The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 372 pp. Englisch.

Taschenbuch. Condizione: Neu. Neuware -State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear andnon-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations.The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models.The second part focuseson the application of Linear State-Space Models in Macroeconomics and Finance.The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 372 pp. Englisch.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.

Condizione: As New. Unread book in perfect condition.

Condizione: As New. Unread book in perfect condition.

Condizione: New. 2015. Paperback. . . . . .

Condizione: New. pp. 372.

Condizione: New. Applications in Economics and Finance Editor(s): Zeng, Yong; Wu, Shu. Series: Statistics and Econometrics for Finance. Num Pages: 368 pages, 47 black & white illustrations, 21 colour illustrations, 30 black & white tables, biograp. BIC Classification: PBWH. Category: (P) Professional & Vocational. Dimension: 241 x 162 x 26. Weight in Grams: 690. . 2013. 2013th Edition. Hardcover. . . . .

Condizione: New.

Condizione: New.

Hardcover. Condizione: Brand New. 2013 edition. 380 pages. 9.20x6.20x1.00 inches. In Stock.

Condizione: New. 2015. Paperback. . . . . . Books ship from the US and Ireland.

Condizione: New. Applications in Economics and Finance Editor(s): Zeng, Yong; Wu, Shu. Series: Statistics and Econometrics for Finance. Num Pages: 368 pages, 47 black & white illustrations, 21 colour illustrations, 30 black & white tables, biograp. BIC Classification: PBWH. Category: (P) Professional & Vocational. Dimension: 241 x 162 x 26. Weight in Grams: 690. . 2013. 2013th Edition. Hardcover. . . . . Books ship from the US and Ireland.

Paperback. Condizione: new. Paperback. State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Hardcover. Condizione: new. Hardcover. State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Paperback. Condizione: new. Paperback. State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Hardcover. Condizione: new. Hardcover. State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

paperback. Condizione: New. Ship out in 2 business day, And Fast shipping, Free Tracking number will be provided after the shipment.Paperback. Pub Date :2013-04-01 Pages: 233 Language: Chinese Publisher: China Social Sciences Press . China 's national conditions survey Books building a new socialist countryside : the town of Anping County. Hebei province transformation of development mode for Anping Town basic socio-economic situation of the system's introduction. for Anping town is being carried out in-depth experience in building a new socialist countryside and the development of the main problems has made a preliminary.Four Satisfaction guaranteed,or money back.

Soft cover. Condizione: New. Language:Chinese.Author:HU XIAN YOU CHU YONG ZENG YANG WU JIN XIE MING DENG QUAN GUO GONG GONG GUAN LI SHUO SHI (MPA)ZHUAN YE XUE WEI JIAO YU ZHI DAO WEI YUAN HUI MI SHU CHU ZU.Binding:Soft cover.Publisher:Chinese People s University Press Pub. Date :2010-.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals. 372 pp. Englisch.