New integer-valued autoregressive and regression models with state-dependent parameters:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
München
Verl. Dr. Hut
2008
|
| Ausgabe: | 1. Aufl. |
| Schriftenreihe: | Mathematik
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VI, 149 S. graph. Darst. |
| ISBN: | 9783899638837 |
Internformat
MARC
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| 245 | 1 | 0 | |a New integer-valued autoregressive and regression models with state-dependent parameters |c Lea Kartika Triebsch |
| 250 | |a 1. Aufl. | ||
| 264 | 1 | |a München |b Verl. Dr. Hut |c 2008 | |
| 300 | |a VI, 149 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Mathematik | |
| 502 | |a Zugl.: Kaiserslautern, Techn. Univ., Diss., 2008 | ||
| 650 | 4 | |a Autoregressiver Prozess - Maximum-Likelihood-Schätzung | |
| 650 | 0 | 7 | |a Autoregressiver Prozess |0 (DE-588)4294677-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Maximum-Likelihood-Schätzung |0 (DE-588)4194624-8 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
| _version_ | 1804138545588207616 |
|---|---|
| adam_text | TABLE OF CONTENTS GENERAL NOTATIONS III 1 INTRODUCTION AND MOTIVATION 1
1.1 INAR PROCESSES 3 1.2 EXTENSIONS OF THE INAR MODELS 6 1.3 MOTIVATION
AND OUTLINE 13 2 DINAR(1)-PROCESS 17 2.1 MODEL AND GEOMETRIC ERGODIRITY
17 2.2 ESTIMATOR 22 2.2.1 THE DERIVATIVES OF THE LOG LIKELIHOOD FUNCTION
22 2.2.2 CONSISTENCY AND ASYMPTOTIC NORMALITY 23 2.3 SIMULATIONS 46
2.3.1 TEST DATA 46 2.3.2 CAMPYLOBACTEROSIS INFECTIONS DATA 50 3 INTEGER
REGRESSION 55 3.1 MODEL AND PROPERTIES 55 3.2 NEURAL NETWORKS 58 3.3
ESTIMATOR AND CONSISTENCY 60 3.4 SIMULATIONS 77 V BIBLIOGRAFISCHE
INFORMATIONEN HTTP://D-NB.INFO/992163277 DIGITALISIERT DURCH
BIBLIOGRAPHY 141 TABLE OF CONTENTS 4 FINAR(L) 83 4.1 MODEL 83 4.2 WEAK
DEPENDENCE 84 4.3 A BERNSTEIN-TYPE INEQUALITY 87 4.4 WEAK DEPENDENCE
PROPERTY 88 4.5 ESTIMATOR AND CONSISTENCY 93 4.6 SIMULATIONS 102 4.6.1
TEST DATA 102 4.6.2 CAMPYLOBACTEROSIS INFECTION DATA 106 4.6.3 EPILEPTIC
SEIZURE COUNTS DATA 108 5 CINAR(L)-PROCESS 119 5.1 MODEL AND PROPERTIES
119 5.2 ESTIMATOR 123 5.2.1 EM ALGORITHM 124 5.2.2 MCMC ALGORITHM 128
5.3 SIMULATIONS 135 CONCLUSIONS 139
|
| any_adam_object | 1 |
| author | Triebsch, Lea Kartika 1977- |
| author_GND | (DE-588)137150520 |
| author_facet | Triebsch, Lea Kartika 1977- |
| author_role | aut |
| author_sort | Triebsch, Lea Kartika 1977- |
| author_variant | l k t lk lkt |
| building | Verbundindex |
| bvnumber | BV035262063 |
| classification_rvk | QH 233 |
| ctrlnum | (OCoLC)317289220 (DE-599)BVBBV035262063 |
| dewey-full | 519.23 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.23 |
| dewey-search | 519.23 |
| dewey-sort | 3519.23 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Thesis Book |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV035262063 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:29:54Z |
| institution | BVB |
| isbn | 9783899638837 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017067572 |
| oclc_num | 317289220 |
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| physical | VI, 149 S. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
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| publisher | Verl. Dr. Hut |
| record_format | marc |
| series2 | Mathematik |
| spelling | Triebsch, Lea Kartika 1977- Verfasser (DE-588)137150520 aut New integer-valued autoregressive and regression models with state-dependent parameters Lea Kartika Triebsch 1. Aufl. München Verl. Dr. Hut 2008 VI, 149 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mathematik Zugl.: Kaiserslautern, Techn. Univ., Diss., 2008 Autoregressiver Prozess - Maximum-Likelihood-Schätzung Autoregressiver Prozess (DE-588)4294677-3 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Autoregressiver Prozess (DE-588)4294677-3 s Maximum-Likelihood-Schätzung (DE-588)4194624-8 s b DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017067572&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Triebsch, Lea Kartika 1977- New integer-valued autoregressive and regression models with state-dependent parameters Autoregressiver Prozess - Maximum-Likelihood-Schätzung Autoregressiver Prozess (DE-588)4294677-3 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| subject_GND | (DE-588)4294677-3 (DE-588)4194624-8 (DE-588)4113937-9 |
| title | New integer-valued autoregressive and regression models with state-dependent parameters |
| title_auth | New integer-valued autoregressive and regression models with state-dependent parameters |
| title_exact_search | New integer-valued autoregressive and regression models with state-dependent parameters |
| title_full | New integer-valued autoregressive and regression models with state-dependent parameters Lea Kartika Triebsch |
| title_fullStr | New integer-valued autoregressive and regression models with state-dependent parameters Lea Kartika Triebsch |
| title_full_unstemmed | New integer-valued autoregressive and regression models with state-dependent parameters Lea Kartika Triebsch |
| title_short | New integer-valued autoregressive and regression models with state-dependent parameters |
| title_sort | new integer valued autoregressive and regression models with state dependent parameters |
| topic | Autoregressiver Prozess - Maximum-Likelihood-Schätzung Autoregressiver Prozess (DE-588)4294677-3 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd |
| topic_facet | Autoregressiver Prozess - Maximum-Likelihood-Schätzung Autoregressiver Prozess Maximum-Likelihood-Schätzung Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017067572&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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