Predictions in time series using regression models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Springer
2002
|
| Schlagworte: | |
| Online-Zugang: | Table of contents Inhaltsverzeichnis |
| Beschreibung: | VIII, 231 S. graph. Darst. |
| ISBN: | 0387953507 9780387953502 |
Internformat
MARC
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| 100 | 1 | |a Štulajter, František |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Predictions in time series using regression models |c František Štulajter |
| 264 | 1 | |a New York [u.a.] |b Springer |c 2002 | |
| 300 | |a VIII, 231 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Analyse de régression | |
| 650 | 7 | |a Regressieanalyse |2 gtt | |
| 650 | 4 | |a Série chronologique | |
| 650 | 7 | |a Tijdreeksen |2 gtt | |
| 650 | 4 | |a Time-series analysis | |
| 650 | 4 | |a Regression analysis | |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Regressionsmodell |0 (DE-588)4127980-3 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | 1 | |a Regressionsmodell |0 (DE-588)4127980-3 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | |u http://www.loc.gov/catdir/toc/fy031/2001048431.html |3 Table of contents | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009842083&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-009842083 | |
Datensatz im Suchindex
| _version_ | 1826205021887266816 |
|---|---|
| adam_text |
CONTENTS
1
HILBERT
SPACES
AND
STATISTICS
1
1.1
HILBERT
SPACES
AND
PROJECTIONS
.
1
1.2
PRELIMINARIES
FROM
STATISTICS
.
6
1.3
ESTIMATION
OF
PARAMETERS
.
12
1.4
DOUBLE
LEAST
SQUARES
ESTIMATORS
.
24
1.5
INVARIANT
QUADRATIC
ESTIMATORS
.
30
1.6
UNBIASED
INVARIANT
ESTIMATORS
.
37
2
RANDOM
PROCESSES
AND
TIME
SERIES
51
2.1
BASIC
NOTIONS
.
51
2.2
MODELS
FOR
RANDOM
PROCESSES
.
53
2.3
SPECTRAL
THEORY
.
61
2.4
MODELS
FOR
TIME
SERIES
.
65
3
ESTIMATION
OF
TIME
SERIES
PARAMETERS
73
3.1
INTRODUCTION
.
73
3.2
ESTIMATION
OF
MEAN
VALUE
PARAMETERS
.
74
3.3
ESTIMATION
OF
A
COVARIANCE
FUNCTION
.
99
3.4
MAXIMUM
LIKELIHOOD
ESTIMATION
.
118
4
PREDICTIONS
OF
TIME
SERIES
147
4.1
INTRODUCTION
.
147
4.2
PREDICTIONS
IN
LINEAR
MODELS
.
149
4.3
MODEL
CHOICE
AND
PREDICTIONS
.
165
4.4
PREDICTIONS
IN
MULTIVARIATE
MODELS
.
179
4.5
PREDICTIONS
IN
NONLINEAR
MODELS
.
189
5
EMPIRICAL
PREDICTORS
197
5.1
INTRODUCTION
.
197
5.2
PROPERTIES
OF
EMPIRICAL
PREDICTORS
.
198
5.3
NUMERICAL
EXAMPLES
.
208
REFERENCES
223
INDEX
229 |
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| author | Štulajter, František |
| author_facet | Štulajter, František |
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| building | Verbundindex |
| bvnumber | BV014360598 |
| callnumber-first | Q - Science |
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| callnumber-subject | QA - Mathematics |
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| ctrlnum | (OCoLC)47844662 (DE-599)BVBBV014360598 |
| dewey-full | 519.5/5 519.5/521 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/5 519.5/5 21 |
| dewey-search | 519.5/5 519.5/5 21 |
| dewey-sort | 3519.5 15 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV014360598 |
| illustrated | Illustrated |
| indexdate | 2025-03-10T11:07:04Z |
| institution | BVB |
| isbn | 0387953507 9780387953502 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009842083 |
| oclc_num | 47844662 |
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| physical | VIII, 231 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Springer |
| record_format | marc |
| spelling | Štulajter, František Verfasser aut Predictions in time series using regression models František Štulajter New York [u.a.] Springer 2002 VIII, 231 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Analyse de régression Regressieanalyse gtt Série chronologique Tijdreeksen gtt Time-series analysis Regression analysis Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Regressionsmodell (DE-588)4127980-3 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Regressionsmodell (DE-588)4127980-3 s DE-604 http://www.loc.gov/catdir/toc/fy031/2001048431.html Table of contents DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009842083&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Štulajter, František Predictions in time series using regression models Analyse de régression Regressieanalyse gtt Série chronologique Tijdreeksen gtt Time-series analysis Regression analysis Zeitreihenanalyse (DE-588)4067486-1 gnd Regressionsmodell (DE-588)4127980-3 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4127980-3 |
| title | Predictions in time series using regression models |
| title_auth | Predictions in time series using regression models |
| title_exact_search | Predictions in time series using regression models |
| title_full | Predictions in time series using regression models František Štulajter |
| title_fullStr | Predictions in time series using regression models František Štulajter |
| title_full_unstemmed | Predictions in time series using regression models František Štulajter |
| title_short | Predictions in time series using regression models |
| title_sort | predictions in time series using regression models |
| topic | Analyse de régression Regressieanalyse gtt Série chronologique Tijdreeksen gtt Time-series analysis Regression analysis Zeitreihenanalyse (DE-588)4067486-1 gnd Regressionsmodell (DE-588)4127980-3 gnd |
| topic_facet | Analyse de régression Regressieanalyse Série chronologique Tijdreeksen Time-series analysis Regression analysis Zeitreihenanalyse Regressionsmodell |
| url | http://www.loc.gov/catdir/toc/fy031/2001048431.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009842083&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT stulajterfrantisek predictionsintimeseriesusingregressionmodels |