BAYESIAN INFERENCE FOR STRUCTURAL CHANGES IN TIME SERIES MODELS Год выпуска: 2011Автор: VENKATESAN .D and VIJAYAKUMAR. MИздательство: LAP Lambert Academic PublishingСтраниц: 120ISBN: 9783844314922Описание This monograph provides Bayesian inference for change point problems through Mixture model approach in Time series models viz., changes in mean of the time series with and without auto correlated errors, variance changes in the time series model and order changes in the time series models. MCMC technique is used to obtain the numerical solutions. The main aim of the numerical study is to illustrate the evaluation of the estimates of the parameters on the basis of the methodology developed in this monograph.
Похожие книги
Varun Grover, William J. Kettinger. Process Think: Winning Perspectives for Business Change in the Information Age. – М.: , 0. – 0 с. Philip Hans Franses, Richard Paap. Periodic Time Series Models (Advanced Texts in Econometrics). – М.: , 0. – 0 с. Bette Woody. Black Women in the Workplace: Impacts of Structural Change in the Economy (Contributions in Women's Studies). – М.: , 0. – 0 с. Andrew C. Harvey. Forecasting, Structural Time Series Models and the Kalman Filter. – М.: Cambridge University Press, 1991. – 572 с. Daniel Straumann. Estimation in Conditionally Herteroscedastic Time Series Models. – М.: , 2004. – 0 с. Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics). – М.: , 2006. – 239 с. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics). – М.: , 2010. – 384 с. SC Suh. Growth & Structural Changes in the Korean Community 1910–1940. – М.: , 1978. – 228 с. Ap Carter. Structural Change in the American Economy. – М.: , 1970. – 310 с. Dc North. Structure & Change in Economic History (Paper). – М.: , 1983. – 240 с. VENKATESAN .D and . ARUMUGAM.P. A BAYESIAN ANALYSIS OF CHANGING TIME SERIES MODELS. – М.: LAP Lambert Academic Publishing, 2011. – 136 с. Gerard Keogh. Univariate Time Series Modelling and Forecasting using TSMARS. – М.: LAP Lambert Academic Publishing, 2010. – 248 с. VENKATESAN .D and VIJAYAKUMAR. M. BAYESIAN INFERENCE FOR STRUCTURAL CHANGES IN TIME SERIES MODELS. – М.: LAP Lambert Academic Publishing, 2011. – 120 с. Anuj Kumar. Introduction & Review Collection for Analysis of Financial Time Series. – М.: LAP Lambert Academic Publishing, 2012. – 72 с. Ratnadip Adhikari and R. K. Agrawal. An Introductory Study on Time Series Modeling and Forecasting. – М.: LAP Lambert Academic Publishing, 2013. – 76 с. Mehmet Guray Unsal and Resat Kasap. Residual Types In Time Series Analysis. – М.: LAP Lambert Academic Publishing, 2013. – 64 с. Jonathan Guennoc. Leading change in times of crisis. – М.: LAP Lambert Academic Publishing, 2010. – 132 с. Образцы работ
Задайте свой вопрос по вашей теме
Контакты
Поделиться
Мы в социальных сетях
Реклама
Отзывы
Валентина Хочу сказать вам огромное спасибо за помощь и сопровождение диплома! Диплом после вашего сопровождения я защитила, все хорошо.
