Compartir
robust and nonlinear time series analysis: proceedings of a workshop organized by the sonderforschungsbereich 123 stochastische mathematische modelle (en Inglés)
J. Franke
(Ilustrado por)
·
W. Härdle
(Ilustrado por)
·
D. Martin
(Ilustrado por)
·
Springer
· Tapa Blanda
robust and nonlinear time series analysis: proceedings of a workshop organized by the sonderforschungsbereich 123 stochastische mathematische modelle (en Inglés) - Franke, J. ; Härdle, W. ; Martin, D.
S/ 499,54
S/ 999,08
Ahorras: S/ 499,54
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis Listas
Origen: Estados Unidos
(Costos de importación incluídos en el precio)
Se enviará desde nuestra bodega entre el
Viernes 21 de Junio y el
Viernes 05 de Julio.
Lo recibirás en cualquier lugar de Perú entre 2 y 5 días hábiles luego del envío.
Reseña del libro "robust and nonlinear time series analysis: proceedings of a workshop organized by the sonderforschungsbereich 123 stochastische mathematische modelle (en Inglés)"
Classical time series methods are based on the assumption that a particular stochastic process model generates the observed data. The, most commonly used assumption is that the data is a realization of a stationary Gaussian process. However, since the Gaussian assumption is a fairly stringent one, this assumption is frequently replaced by the weaker assumption that the process is wide sense stationary and that only the mean and covariance sequence is specified. This approach of specifying the probabilistic behavior only up to "second order" has of course been extremely popular from a theoretical point of view be- cause it has allowed one to treat a large variety of problems, such as prediction, filtering and smoothing, using the geometry of Hilbert spaces. While the literature abounds with a variety of optimal estimation results based on either the Gaussian assumption or the specification of second-order properties, time series workers have not always believed in the literal truth of either the Gaussian or second-order specifica- tion. They have none-the-less stressed the importance of such optimali- ty results, probably for two main reasons: First, the results come from a rich and very workable theory. Second, the researchers often relied on a vague belief in a kind of continuity principle according to which the results of time series inference would change only a small amount if the actual model deviated only a small amount from the assum- ed model.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Blanda.
✓ Producto agregado correctamente al carro, Ir a Pagar.
