Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series models is still quite open. The central goal of this thesis is the study of the S-estimator, a robust estimator, applied to some simple vector and nonlinear time series models. In each case, we will look at the important aspect of stationarity of the model and analyze the asymptotic behavior of the S-estimator.
"synopsis" may belong to another edition of this title.
Dr. Ravi Ramakrishnan completed his Ph.D in Mathematics from the Swiss Federal Institute of Technology, Lausanne (EPFL), Switzerland. Presently, he works with Banque Cantonale Vaudoise (BCV), Lausanne, Switzerland, as a Quantitative Investment manager where he builds trading strategies using quantitative techniques.
"About this title" may belong to another edition of this title.
US$ 52.86 shipping from Germany to U.S.A.
Destination, rates & speedsUS$ 27.02 shipping from Germany to U.S.A.
Destination, rates & speedsSeller: medimops, Berlin, Germany
Condition: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Seller Inventory # M03843357811-V
Quantity: 1 available
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series models is still quite open. The central goal of this thesis is the study of the S-estimator, a robust estimator, applied to some simple vector and nonlinear time series models. In each case, we will look at the important aspect of stationarity of the model and analyze the asymptotic behavior of the S-estimator. 156 pp. Englisch. Seller Inventory # 9783843357814
Quantity: 2 available
Seller: moluna, Greven, Germany
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Ramakrishnan RaviDr. Ravi Ramakrishnan completed his Ph.D in Mathematics from the Swiss Federal Institute of Technology, Lausanne (EPFL), Switzerland. Presently, he works with Banque Cantonale Vaudoise (BCV), Lausanne, Switzerland, a. Seller Inventory # 5465761
Quantity: Over 20 available
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Taschenbuch. Condition: Neu. Neuware -Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series models is still quite open. The central goal of this thesis is the study of the S-estimator, a robust estimator, applied to some simple vector and nonlinear time series models. In each case, we will look at the important aspect of stationarity of the model and analyze the asymptotic behavior of the S-estimator.Books on Demand GmbH, Überseering 33, 22297 Hamburg 156 pp. Englisch. Seller Inventory # 9783843357814
Quantity: 2 available
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series models is still quite open. The central goal of this thesis is the study of the S-estimator, a robust estimator, applied to some simple vector and nonlinear time series models. In each case, we will look at the important aspect of stationarity of the model and analyze the asymptotic behavior of the S-estimator. Seller Inventory # 9783843357814
Quantity: 1 available
Seller: Mispah books, Redhill, SURRE, United Kingdom
Paperback. Condition: Like New. Like New. book. Seller Inventory # ERICA79038433578116
Quantity: 1 available