Tous les livres numériques de la collection "Lecture Notes in Statistics" - Springer

22 Livre(s)
Télécharger le livre : Nonparametric Monte Carlo Tests and Their Applications
Nonparametric Monte Carlo Tests and Their Applications
Li-Xing Zhu
A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a convenient and powerful means of testing model fit. Nonparametric Monte...

Editeur : Springer
Parution : 2006-04-08
Collection : Lecture Notes in Statistics PDF

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Télécharger le livre : Estimation in Conditionally Heteroscedastic Time Series Models
Estimation in Conditionally Heteroscedastic Time Series Models
Daniel Straumann
In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial...

Editeur : Springer
Parution : 2006-01-27
Collection : Lecture Notes in Statistics PDF

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