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- 要約等This book presents the latest results......way models for time series data. Analysis of variance (ANOV......is a classical statistical method for IID......d interactions of phenomena. In contrast, the methods develo...... book apply to time series data. Testing theory of the homogeneity of groups is pres......a wide variety of situations inc......ral densities. These methods have......ds. A test for the existence of interactions i......also proposed. The book deals wit......ymptotics when the number of groups is fixe...... distinguishes the approach of the book from pane......cases in which the number of groups is large. Th...
- 内容細目...fect Model 6.2 The Hypothesis That the Variance of Random Effect Equals ... 6.3 The Hypothesis That the Variance of Random Effects........ 7 Numerical Analysis 7.1 One-Way Ef......t Groups 7.1.1 The Empirical Size 7.1.2 The Power 7.2 One-......7.3.1 Test for the Existence Rand......cts 7.3.2 Test of Interaction Ef......Empirical Data Analysis 8.1 Average Wind Speed Data A...
- 件名Analysis of variance Analyse de variance
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- 要約等...e illustration of time series analysis focusing on the state-space mo...... a broad range of fields. The major feature of the book lies in i......e combinations of batch and sequ......rticle filter. The reader is give......ling in modern time series analysis. The main topics of the book deal with the state-space mo......ory methods to the latest advance......s such as real-time structural cha......g and enhances the readers analytical capability
- 内容細目...on 1.1 What Is Time Series Analysis? 1.2 Two Approaches in Time Series Analysis 1.3 Use of R 1.3.1 Librar...... and External Software 1.3.2 Cod......2 Fundamentals of Probability an......3 Fundamentals of Handling Time Series Data with R 3.......t for Handling Time Series 3.2 Handling of Time Information Re......e 4 Quick Tour of Time Series Analysis 4.1 Confirmation of the Purpose and Da......ry Examination of Data 4.2.1 Plo......zontal Axis as Time 4.2.2 Histogra...... Specification of Parameter Valu...... 4.5 Execution of Filtering, Pre......c Checking for the Results 4.7 Gu...... When Applying the State-Space Model 5 State-Spa...
- 件名Time-series analysis State-space me......space methods. Time-series analysis. Anàlisi de sèries temporal...
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- 内容細目...duction Review of probability Pa......ploratory data analysis Parametric pro......ns Frequentist statistical inference Bayesian inference Statistical forecasting En......t verification Time series Part III. Mult......andom matrices The multivariate n......al component (EOF) analysis Multivariate analysis of vector pairs D......cation Cluster analysis Appendix A : Example data set...
- 件名Atmospheric physics--Statistical methods. Atmospheric physics-...
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- 内容細目... for linearity of a time series. 1. Bootstrap methods for time series / J-P. Kreiss ......iri 2. Testing time series linearity: tra...... N. Politis 3. The quest for nonlinearity in Time Series / S. Giannerin...... II. Nonlinear time series. 4. Modelling ...... nonstationary time series / D. Tjøstheim 5. Markov switching time series models / J. Fr......ke 6. A review of robust estimat......gh dimensional time series. 7. Functional time series / S. Hörmann a...... estimation in Time Series / W. B. Wu and....... Xiao pt. IV. Time series and quantile regression. 9. Time series quantile regre...... Xiao pt. V Biostatistical applications. 10. Frequency d...
- 件名Time-series analysis.
- タイトル標目Handbook of statistics ; v. 30.
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- 要約等...ummarizes some of A. I. McLeod's......ntributions to time series analysis. It also conta......ntributions to the field and to r......y participants of the festschrift he......14 and friends of Dr. McLeod. Co...... diverse range of state-of-the-art topics, th......es applied and theoretical resear...... by experts in the field. It will be of interest to re......actitioners in time series, econometricia......te students in time series or econometrics, as well as e...
- 内容細目Ian McLeod's Contribution to Time Series Analysis: a Tribute / W.K. Li The Doubly Adaptiv...... and S.Q. Ling The portmanteau tests and the LM test for AR......al Categorical Time Series Data / B.C. Su......Identification of Threshold Auto......ests for Trend Analysis in Water Resources Time Series / Y. Zhang, P.......ief derivation of the asymptotic distribution of Pearson's stat......er Consumption Time Series in Industrial ......fore and after the Great East Jap...... temperatures: the strength and nature of their dependence /......ng Uncertainty of Wind: A Blend of Sieve Bootstra......rm Forecasting of Wind Speed / Y.R. Gel, V. Lyu...
- 件名Time-series analysis.
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- 要約等The book provides ......nsive overview of the latest econome......s for studying the dynamics of macroeconomic and financial time series. It examines a......ty models, and the econometrics of commodity mark......balization. Furthermore, it demonstrates the application of recent techniq......ous fields: in the frequency domain, in the analysis of persistent dynamics, in the estimation of state space mo......nd new classes of volatility models. The book is divide......nto two parts: The first part app......conometrics to the field of macroeconomics......sition, growth analysis, monetary poli......ational trade. The second part applies econometr...
- 内容細目...tial Growth in the Industrialized......ace Model with Theoretical Relationships 2.1 The General Model ......mparison with Other Models Used in the Literature 2.3......nd Application of Statistical Methods 2 The Theoretical Concept of Rational Bubbl...... Discussion An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area 1 Motivation 2 The Inflation Puzz......ey Velocity in the EA: Theoretical and Em......ace Models and Time-Varying Parame......ls 3.2 A Panel Time-Varying State-......xtension 3.3 A Time-Varying Parameter Model for the M3 Velocity 4.......ate Properties of the Data 4.2 M3 Velocity Pane...
- 件名Econometrics Macroeconomics Time-series analysis Capital market....... Economics, Mathematical. Macroeconomics. Stati...
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- 内容細目...ics in finance Statistical analysis with R Time series analysis with R Basic theory of finance Modern portfolio theory and CAPM In......actor Discrete time model: tree model Continuous time model and the black-scholes ......alman filter C The other references on R References I...
- 件名Finance--Mathematical models. Finance--Mathematical models--Data processin...
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- 要約等"This book looks at a broad collection of contributions from experts in their fields"--
- 内容細目Statistical causality : so......orical remarks The language of potential outc...... interventions The decision-theoretic approach......nd evidence synthesis Graph-based criteria of identifiability of causal questio......ving sequences of actions Causal......ceptualization of causal counter......application to the effects of race and sex C......mes Estimation of direct and indirect effects The mediation form......a : a guide to the assessment of causal pathway......nlinear models The sufficient cau......philosophy and the biomedical and......l mechanism on the basis of epidemiologica......sal estimation Time-varying confounding : some pr...
- 件名Estimation theory. Causation. Causality (Physics) MATHEMATICS / Probability & Statist...
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- 要約等...rs to advanced statistical methods for an......, it describes statistical methods for ap......ndence between the endpoints with the aid of copulas. The practical advantages of employing copu......e explained on the basis of case studies. In addition, the book focuses o......sing from meta-analysis and multicenter analysis. Consequently, the statistical approaches pre......g. This brings the joint frailty-......copula, into a statistical model. The book also disc......on tools under the joint frailty-...... readers apply the statistical methods to real-world data, the book provides ...... studies using the authors' original R software ...
- 内容細目... 6.5.2 (Gene × Time) Interaction; ......metric Failure Time Models; 6.7 Co......B: R Codes for the Ovarian Cancer Data Analysis; B1. Using the CXCL12 Gene as......ate; B2. Using the Compound Covar...... C: Derivation of Prediction Formulas; Index
- 件名Survival analysis (Biometry)
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- 要約等"Together with the fundamentals of probability, r...... processes and statistical analysis, this insightf...... a broad range of advanced topic...... applications. There is extensive coverage of Bayesian vs. f......st statistics, time series and spectral r......estimation and the expectation-ma...... models (HMM), the Viterbi, BCJR,......ted in detail. The book will be u......ometrics and mathematical finance......eference for professionals"-- "P......Processes, and Statistical Analysis Together with the fundamentals of probability, r......processes, and statistical analysis, this insightf...... a broad range of advanced topics and applicati...
- 件名Stochastic analysis.
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- 内容細目... Sarah M. Kark The cognitive neuroscience of fear learning ......y : seven ways the science of memory can imp...... understanding the underlying neu...... Selarka, Kristoffer Romero, Agn......ing memory / Geoffrey F. Woodman......uda Timing and time perception : a......ritical review of neural timing ......ing, and after the to-be-timed interval / Ta......ess science in the 21st century :...... Elizabeth F. Loftus. volume 2. ......es Foundations of vision / Frank......el D. Mainland The neural basis of haptic percept......hael J. Proulx The interface theory of perception / Donald D. Hoffman Perceptual......spectives from the science of motor control / Da...
- 並列タイトル等（連結）Handbook of experimental psychology and c...
- 並列タイトル等Handbook of experimental psychology and c...
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- 並列タイトル等（連結）Statistical Analysis of Time-series Data Using the Projection Operator Method an...
- 並列タイトル等Statistical Analysis of Time-series Data Using the Projection Operator Method an...
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- 要約等... book explores the most important......ds in tourism. The authors provid......ailed overview of the nature of the research metho......se in tourism, the advantages and......nformation on: the nature of the technique and ......ound and types of problems that the technique is d......; applications of the technique to t......ing discussion of studies that have used the technique and their findings; ad......nd limitations of the technique conc......lation; and further developments ......d applications of the technique in t......arch. Handbook of Research Methods in Tourism w...
- 内容細目...earch methods. Statistical testing techni...... Li Regression analysis / Jaume Rosselló Time series analysis / Shuang Cang ......iscrete choice analysis and experiment......ley Panel data analysis / Neelu Seetar...... Sylvain Petit The almost ideal d...... Hedonic price analysis / Andreas Papatheodorou, Zheng L......tolakis Factor analysis / Lindsay W. T......hau Vu Cluster analysis / Liz Fredline......m Cost-benefit analysis / Larry Dwyer ......ings. Grounded theory / Olga June......thods. Content analysis / Svetlana Ste...... Meta-analyses of tourism resear......Gretzel and Heather Kennedy-Eden Network analysis / Ehsan Ahmed.
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- 要約等"Handbook of Exchange Rates......ve compilation of research from ......and experts on the topic. The book is clearl......s that explore the foreign exchan......nd policies in the modern foreign......ts an overview of the history of the FX market and ...... rate regimes, the key instruments/players in the FX trading env......ntributions on the sstatistical methods for ev......pricing in FX, the FX options mar......ives. Finally, the book concludes......and management of FX crises, FX ......res discussion of the effects of exchange rate ......hapter follows the same easy-to-f...... a description of theory is presented along wit...
- 内容細目...ncy Crises 26. Official Intervention in the Foreign Exchan......e Misalignment The Case of the Chinese Renminbi.
- 件名Foreign exchange rates. Foreign exchange. MATHEMATICS / Probability & Statist...
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- 内容細目On the Use of Stochastic Com......ty in Spectral Analysis of Radial Velocit......iven Hierarchy of Hybrid Automat......cu Improvement of Statistical and Fractal Fe......ion: Improving the Pilot Modeling......ture Selection of Union of Ellipse Models......Scaled and Smoothed Histological ......us Retinopathy of Prematurity: Fractal Analysis of Images in Different Stages of the Disease / Nebo......ć ... [et al.] Time Series Analysis of Blood Flow in ......dney Graft: On the Emergence of Deterministic Chaos during the Phase of Acute Rejectio......ictive Control of Visual Servoin...... Decomposition of the Free Space / Radu Robotin...
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- 内容細目Microarray data analysis: an overview of design, methodology, and analysis / Ashani T. We......y Alter Online analysis of microarray dat......processing and the design of microarray time-series experiments / ......dictive models of gene regulation: application of regression met......chael Q. Zhang Statistical framework for ......xpression data analysis / Olga Modlich......e expression profiles and progno......o A pitfall in series of microarrays: the position of probes affects the cross-correlation of gene expression profiles / Gábor Ba...... In-depth queryof large genomes ......d Viktor Stolc Analysis of comparative genomic hybrid...
- 件名...on. Microarray Analysis -- methods. Ge......e Expression Profiling. Puces à ADN. Expression...
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- 要約等"Handbook of Computational ......trics examines the state of the art of computational ...... wide spectrum of econometric fi......bootstrapping, the evaluation of econometric software, and algo......th examination of the relevant metho......ned treatments of issues in comp......es. Brings together contributions......hers. Develops the techniques nee......sting methods, time-series analysis, linear and no......r methods, VAR analysis, bootstrapping......l extraction, software history a......s and students of econometrics a......k on all areas of computing that......ajor impact, either directly or i......and modelling. The book sets out to introduce ea...
- 件名.... Economics -- Statistical methods. Econo......che Methode. Mathematik. Computerunterstütztes V...
- 一般注記...ted URL: Table of contents only ......ted URL: Table of contents http: //bvbr.bib-bvb...
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- 目次・記事...sent Condition of the Artificial Plantation of Sugi and its S......2 Karst region of Bosnia and Her......o 3 Evaluation of high aged Japa......in relation to the biodiversity c......tand structure of an old-aged su...... plantation in the Hagurosan Shin......Carbon Balance Analysis on Timber Prod......o 6 Estimation of carbon stock i......etry with stem analysis/ 55 Yoshihiro ......mic evaluation of silvicultural ......hi Tatsuhara 8 Time Series Analysis on Timber Prices from the National Stati......iyoshi Yukutake||Koji Higuchi||Atsushi Yoshimo......i Yoshimoto 10 Statistical Procedure for Assessing the Amount of Carbon Sequestrated...
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- 内容細目... interest rate The cost of credit: annual......ing Estimating the cost of debt and equit......g system for profit planning What is the cost structure......ions "What-if" analysis Budget accurac......ing Regression analysis Regression sta...... Decomposition of time series Measuring accuracy of forecasts Cost of prediction err......o work What is the equivalent tax......d? Determining the optimal cash C......r burden Using the ABC system for......os How good is the merchandise? F...... Cost-volume-profit analysis Contribution margin analysis How does produ......ange? Figuring the risk-return trade-off Opportunity cost How many ye...
- 件名Business mathematics.
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- 並列タイトル等（連結）Statistical Analysis of Bull and Bear Markets : A Survey on the times series models
- 並列タイトル等Statistical Analysis of Bull and Bear Markets : A Survey on the times series models