LIBROS DEL AUTOR: genshiro kitagawa

6 resultados para LIBROS DEL AUTOR: genshiro kitagawa

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  • Introduction to Time Series Modeling with Applications in R
    Genshiro Kitagawa
    Introduction to Time Series Modeling: with Applications in R, Second Edition covers numerous stationary and nonstationary time series models and tools for estimating and utilizing them. The goal of this book is to enable readers to build their own models to understand, predict and master time series. ...
    Disponible

    90,40 €

  • Indexation and Causation of Financial Markets
    Genshiro Kitagawa / Yoko Tanokura
    ​This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index should reflect their distributions. However, they are often heavy-tailed and possib...
    Disponible

    48,67 €

  • Indexation and Causation of Financial Markets
    Genshiro Kitagawa / Yoko Tanokura
    ​This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index should reflect their distributions. However, they are often heavy-tailed and possib...
    Disponible

    68,06 €

  • Time Series Modeling for Analysis and Control
    Genshiro Kitagawa / Hui Peng / Kohei Ohtsu
    ...
    Disponible

    68,11 €

  • Information Criteria and Statistical Modeling
    Genshiro Kitagawa / Sadanori Konishi
    Concept of Statistical Modeling.- Statistical Models.- Information Criterion.- Statistical Modeling by AIC.- Generalized Information Criterion (GIC).- Statistical Modeling by GIC.- Theoretical Development and Asymptotic Properties of the GIC.- Bootstrap Information Criterion.- Bayesian Information Criteria.- Various Model Evaluation Criteria. ...
    Disponible

    146,21 €

  • Smoothness Priors Analysis of Time Series
    G. Kitagawa / Genshiro Kitagawa / Will Gersch
    Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression 'smoothness priors' state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperp...
    Disponible

    170,86 €