Books

4 results found
Title Authors Description OpenBook ID
Stochastic equations through the eye of the physicist Stochastic equations through the eye of the physicist Valeriĭ Isaakovich Kli͡at͡skin Divided into five parts, part I of this book gives mathematical formulation for the physical models of transport, diffusion, propagation. Parts II and III set up and apply the techniques of variation… OL19904144W
Forecasting Aggregated Vector ARMA Processes Forecasting Aggregated Vector ARMA Processes Helmut Lütkepohl,Helmut Lütkepohl This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data… OL2571803W
The Econometric Modelling of Financial Time Series The Econometric Modelling of Financial Time Series Terence C. Mills Terence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editio… OL4309420W
Introduction to Stochastic Search and Optimization Introduction to Stochastic Search and Optimization James C. Spall A unique interdisciplinary foundation for real-world problem solving Stochastic search and optimization techniques are used in a vast number of areas, including aerospace, medicine, transportation,… OL8228000W