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Dynamic stochastic models from empirical data /
Dynamic stochastic models from empirical data.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
1976.
|
| Colección: | Mathematics in science and engineering ;
v. 122. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 049 | |a UAMI | ||
| 100 | 1 | |a Kashyap, Rangasami L. |q (Rangasami Laksminarayana), |d 1938- | |
| 245 | 1 | 0 | |a Dynamic stochastic models from empirical data / |c R.L. Kashyap, A. Ramachandra Rao. |
| 260 | |a New York : |b Academic Press, |c 1976. | ||
| 300 | |a 1 online resource (xvi, 334 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Mathematics in science and engineering ; |v v. 122 | |
| 504 | |a Includes bibliographical references (pages 325-330) and index. | ||
| 588 | 0 | |a Print version record. | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 505 | 0 | |a Front Cover; Dynamic Stochastic Models from Empirical Data; Copyright Page; Contents; Preface; Acknowledgments; Notation and Symbols; CHAPTER I. INTRODUCTION TO THE CONSTRUCTION OF MODELS; 1a. Nature and Goals of Modeling; 1b. Description of Models; 1c. Choice of a Model for the Given Data; 1d. Validation; Notes; CHAPTER II. PRELIMINARY ANALYSIS OF STOCHASTIC DYNAMICAL SYSTEMS; Introduction; 2a. Assumptions and Discussion; 2b. Stationarity; 2c. Invertibility; 2d. Covariance Functions and Correlograms; 2e. Spectral Analysis; 2f. Prediction; 2g. Prediction in Multiplicative Systems | |
| 505 | 8 | |a 2h. Prediction in Systems with Noisy Observations2i. Rescaled Range-Lag Characteristic; 2j. Fractional Noise Models; 2k. Conclusions; Appendix 2.1. Characteristics of Fractional Noise Models; Problems; CHAPTER III. STRUCTURE OF UNIVARIATE MODELS; Introduction; 3a. Types of Dynamic Stochastic Models; 3b. Types of Empirical Time Series; 3c. Causality; 3d. Choice of Time Scale for Modeling; 3e. Conclusions; Notes; Problems; CHAPTER IV. ESTIMABILITY IN SINGLE OUTPUT SYSTEMS; Introduction; 4a. Estimability of Systems in Standard Form; 4b. Estimability in Systems with Noisy Observations | |
| 505 | 8 | |a 4c. Estimability in Systems with AR Disturbances4d. The Estimation Accuracy; 4e. Conclusions; Appendix 4.1; Appendix 4.2. Evaluation of the Cramér-Rao Matrix Lower Bound in Single Output Systems; Problems; CHAPTER V. STRUCTURE AND ESTIMABILITY IN MULTIVARIATE SYSTEMS; Introduction; 5a. Characterization; 5b. The Triangular Canonical Forms; 5c. Diagonal Canonical Forms; 5d. Pseudocanonical Forms; 5e. Discussion of the Three Canonical Forms; 5f. Estimation Accuracy; 5g. Conclusions; Appendix 5.1. Proofs of Theorems; Problems; CHAPTER VI. ESTIMATION IN AUTOREGRESSIVE PROCESSES; Introduction | |
| 505 | 8 | |a 6a. Maximum Likelihood Estimators6b. Bayesian Estimators; 6c. Quasi-Maximum Likelihood (QML) Estimators in Single Output Systems; 6d. Computational Methods; 6e. Combined Parameter Estimation and Prediction; 6f. Systems with Slowly Varying Coefficients; 6g. Robust Estimation in AR Models; 6h. Conclusions; Appendix 6.1. Proofs of Theorems in Section 6a; Appendix 6.2. The Expressions for the Posterior Densities; Appendix 6.3. The Derivation of Computational Algorithms; Appendix 6.4. Evaluation of the Cramér-Rao Lower Bound in Multi- variate AR Systems; Problems | |
| 505 | 8 | |a CHAPTER VII. PARAMETER ESTIMATION IN SYSTEMS WITH BOTH MOVING AVERAGE AND AUTOREGRESSIVE TERMSIntroduction; 7a. Maximum Likelihood Estimators; 7b. Numerical Methods for CML Estimation; 7c. Limited Information Estimates; 7d. Numerical Experiments with Estimation Methods; 7e. Conclusions; Problems; CHAPTER VIII. CLASS SELECTION AND VALIDATION OF UNIVARIATE MODELS; Introduction; 8a. The Nature of the Selection Problem; 8b. The Different Methods of Class Selection; 8c. Validation of Fitted Models; 8d. Discussion of Selection and Validation; 8e. Conclusions | |
| 520 | |a Dynamic stochastic models from empirical data. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a Estimation theory. | |
| 650 | 0 | |a System analysis. | |
| 650 | 2 | |a Stochastic Processes | |
| 650 | 2 | |a Systems Analysis | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Théorie de l'estimation. | |
| 650 | 6 | |a Analyse de systèmes. | |
| 650 | 7 | |a systems analysis. |2 aat | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Estimation theory |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 650 | 7 | |a System analysis |2 fast | |
| 650 | 7 | |a Time-series analysis |2 fast | |
| 650 | 7 | |a Processus stochastiques. |2 ram | |
| 650 | 7 | |a Systèmes, Analyse de. |2 ram | |
| 650 | 7 | |a Séries chronologiques. |2 ram | |
| 700 | 1 | |a Rao, A. Ramachandra |q (Adiseshappa Ramachandra), |d 1939- | |
| 776 | 0 | 8 | |i Print version: |a Kashyap, Rangasami L. (Rangasami Laksminarayana), 1938- |t Dynamic stochastic models from empirical data. |d New York : Academic Press, 1976 |z 9780124005501 |w (DLC) 75013093 |w (OCoLC)1975888 |
| 830 | 0 | |a Mathematics in science and engineering ; |v v. 122. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297096 |z Texto completo |
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| 938 | |a EBSCOhost |b EBSC |n 297096 | ||
| 938 | |a Internet Archive |b INAR |n dynamicstochasti0122kash | ||
| 994 | |a 92 |b IZTAP | ||