Books

15 results found
Title Authors Description OpenBook ID
Statistical inference in dynamic economic models Statistical inference in dynamic economic models Tjalling Charles Koopmans Statistical inference in economics: an introduction / J. Marschak -- Measuring the equations systems of dynamic economics / T.C. Koopmans, H. Rubin and H.B. Leipnik -- Note on the identification of e… OL1196324W
Applied Time Series Econometrics Applied Time Series Econometrics Helmut Lutkepohl Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full ran… OL15190009W
Wavelet Transforms & Time-Frequency Signal Analysis Wavelet Transforms & Time-Frequency Signal Analysis Lokenath Debnath xx, 423 p., [8] p. of plates : 24 cm OL1874802W
Discrete Time Series, Processes, and Applications in Finance Discrete Time Series, Processes, and Applications in Finance Gilles Zumbach <p>Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natu… OL19843601W
Time-Frequency Analysis and Synthesis of Linear Signal Spaces Time-Frequency Analysis and Synthesis of Linear Signal Spaces F. Hlawatsch Linear signal spaces are of fundamental importance in signal and system theory, communication theory, and modern signal processing. This book proposes a time-frequency analysis of linear signal space… OL19907099W
Time Series Analysis and Applications to Geophysical Systems Time Series Analysis and Applications to Geophysical Systems David R. Brillinger Time series methods are essential tools in the analysis of many geophysical systems. This volume, which consists of papers presented by a select, international group of statistical and geophysical ex… OL19907126W
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
TIMESLAB TIMESLAB H. Joseph Newton xv, 623 p. : 23 cm. + OL2620350W
The ARIMA and VARIMA Time Series The ARIMA and VARIMA Time Series Ky M. Vu The book was written for time series statisticians, digital signal processing engineers,stochastic control engineers as well as graduate students in these fields. It can be used asa self-study mater… OL26434061W
Forecasting, time series, and regression Forecasting, time series, and regression Anne Koehler,Richard O'Connell,Bruce L. Bowerman Awarded Outstanding Academic Book by CHOICE magazine in its first edition, FORECASTING, TIME SERIES, AND REGRESSION: AN APPLIED APPROACH illustrates the vital importance of forecasting and the variou… OL3336644W
Forecasting and time series Forecasting and time series Bruce L. Bowerman The Third Edition of FORECASTING AND TIME SERIES illustrates the importance of forecasting and the various statistical techniques that can be used to produce forecasts. Bruce L. Bowerman and Richard … OL3336649W
Time Series Analysis Time Series Analysis James D. Hamilton The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-yea… OL3906201W
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
Asset price dynamics, volatility, and prediction Asset price dynamics, volatility, and prediction Taylor, Stephen xv, 525 p. : 24 cm OL5112972W
A STATLIB primer A STATLIB primer Hans Levenbach xii, 180 p. : 24 cm OL5351902W