Deistler manfred (44 Ergebnisse)

Zustand: New.

Paperback or Softback. Zustand: New. Modelle Der Zeitreihenanalyse. Book.

Zustand: As New. Unread book in perfect condition.

Zustand: New.

Zustand: New. 2017. Paperback. . . . . .

paperback. Zustand: Very Good.

Paperback. Zustand: Brand New. 169 pages. German language. 9.45x6.61x0.39 inches. In Stock.

Zustand: New.

Zustand: New. pp. 169.

Zustand: New. 2017. Paperback. . . . . . Books ship from the US and Ireland.

Zustand: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Zustand: As New. Unread book in perfect condition.

Zustand: As New. Unread book in perfect condition.

Zustand: New. 2012. Paperback. . . . . .

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Dieses Buch bietet eine einheitliche und geschlossene Darstellung von Theorie und Modellen, die der Zeitreihenanalyse zugrunde liegen. Das Schwergewicht liegt dabei beim schwach stationären Fall und bei linearen Modellen: Im ersten Teil wird die Theorie allgemeiner multivariater schwach stationärer Prozesse in Zeit-und Frequenzbereich, einschließlich deren Prognose und Filterung hergeleitet. Der zweite Teil beschäftigt sich mit multivariaten AR-, ARMA- und Zustandsraum-Systemen als den wichtigsten Modellklassen für stationäre Prozesse. In diesem Rahmen werden Yule-Walker Gleichungen, die Faktorisierung rationaler Spektren, das Kalman Filter und die Struktur von ARMA-und Zustandsraum-Systemen beschrieben. Ziel des Buches ist es die wesentlichen Konzepte, Ideen, Methoden und Resultate in mathematisch sauberer Form darzustellen und somit eine solide Fundierung für Studenten und Forscher in Feldern wie datengetriebener Modellierung, Prognose und Filterung, wie sie etwa für die Kontrolltheorie, Ökonometrie, Signalverarbeitung und Statistik relevant sind, zu bieten.…

Zustand: New.

Zustand: New.

Paperback. Zustand: New. Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying theory. It covers:Structure theory, in particular realization and parameterization of linear systems, with special emphasis on the analysis of properties of parameter spaces and parameterizations relevant for estimation and model selection.Gaussian maximum likelihood estimation of the real-valued parameters of linear systems, with an emphasis on asymptotic theoryModel selection, in particular order estimation, by information criteria such as AIC or BIC, with an emphasis on asymptotic theory.Procedures for calculation of estimates.Approximation by rational functions.…

Zustand: New.

Zustand: New.

Zustand: As New. Unread book in perfect condition.

Zustand: New. 2012. Paperback. . . . . . Books ship from the US and Ireland.

Zustand: New.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous examples and exercises. The first part presents the theory of weakly stationary processes in time and frequency domain, including prediction and filtering. The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering. Finally, there is a discussion of Granger causality, linear dynamic factor models and (G)ARCH models. The book provides a solid basis for advanced mathematics students and researchers in fields such as data-driven modeling, forecasting and filtering, which are important in statistics, control engineering, financial mathematics, econometrics and signal processing, among other subjects. …

Taschenbuch. Zustand: Neu. Time Series Models | Manfred Deistler (u. a.) | Taschenbuch | Lecture Notes in Statistics | xiv | Englisch | 2022 | Springer | EAN 9783031132124 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Zustand: New. &Uumlber den AutorE. J. Hannan (1921-1994) was Professor of Statistics at the Australian National University in Canberra. He was a pioneer of modern time series analysis and winner of both the Pitman Medal and the Thomas Ranken Lyle Med.

Zustand: New.

Zustand: New. In English.

Paperback. Zustand: New. Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying theory. It covers:Structure theory, in particular realization and parameterization of linear systems, with special emphasis on the analysis of properties of parameter spaces and parameterizations relevant for estimation and model selection.Gaussian maximum likelihood estimation of the real-valued parameters of linear systems, with an emphasis on asymptotic theoryModel selection, in particular order estimation, by information criteria such as AIC or BIC, with an emphasis on asymptotic theory.Procedures for calculation of estimates.Approximation by rational functions.…

Zustand: gut. 1988. The Statistical Theory of Linear Systems (Probability & Mathematical Statistics S.) In englischer Sprache. pages.