Статистический анализ экономических данных
Финансово-экономические дисциплины
  • формат pdf
  • размер 906.17 КБ
  • добавлен 25 сентября 2011 г.
Koop G. Analysis of financial data
Chichester, John Wiley & Sons Ltd, 2006. - 253p.

Учебник по применению математической статистики (прежде всего регрессионного анализа, также затронуты методы анализа временных рядов, включая модели типа ARCH для моделирования стохастической волатильности) к анализу финансовых данных. Предназначен, как указывает автор, "для студентов, чьи основные интересы не лежат в области эконометрики"
Похожие разделы
Смотрите также

Alfred DeMaris - Regression with Social Data, Modeling Continuous and Limited Response Variables

  • формат pdf
  • размер 3.43 МБ
  • добавлен 02 февраля 2011 г.
2004, John Wiley & Sons, Inc; 558 pages. Regression models, in some form or another, are ubiquitous in social data analysis. Although classic linear regression assumes a continuous dependent variable, later incarnations of the technique allowed the response to take on a variety of more limited forms: binary, multinomial, truncated, censored, strictly integer, and others. Increasingly, regression texts are incorporating some limited-depende...

Bayesian Data Analysis, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

  • формат djvu
  • размер 10.92 МБ
  • добавлен 25 ноября 2011 г.
Incorporating new and updated information, this second edition of THE bestselling text in Bayesian data analysis continues to emphasize practice over theory, describing how to conceptualize, perform, and critique statistical analyses from a Bayesian perspective. Its world-class authors provide guidance on all aspects of Bayesian data analysis and include examples of real statistical analyses, based on their own research, that demonstrate how to s...

Bisgaard S., Kulahci M. Time Series Analysis and Forecasting by Example

  • формат pdf
  • размер 12.74 МБ
  • добавлен 21 декабря 2011 г.
Wiley, 2011. - 392 pages. An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and t...

Davison A.C. Statistical Models

  • формат pdf
  • размер 5.05 МБ
  • добавлен 15 октября 2011 г.
Cambridge University Press, 2008. - 738 pages. Models and likelihood are the backbone of modern statistics and data analysis. The coverage is unrivaled, with sections on survival analysis, missing data, Markov chains, Markov random fields, point processes, graphical models, simulation and Markov chain Monte Carlo, estimating functions, asymptotic approximations, local likelihood and spline regressions as well as on more standard topics. Anthony...

Gamiz M.L. et al Applied Nonparametric Statistics in Reliability

  • формат pdf
  • размер 2.04 МБ
  • добавлен 08 января 2012 г.
Publisher: Springer | 2011 | ISBN10: 0857291173 | 230 pages Nonparametric statistics has probably become the leading methodology for researchers performing data analysis. It is nevertheless true that, whereas these methods have already proved highly effective in other applied areas of knowledge such as biostatistics or social sciences, nonparametric analyses in reliability currently form an interesting area of study that has not yet been fully ex...

Hardin J.W., Hilbe J.M. Generalized Estimating Equations

  • формат djvu
  • размер 1.11 МБ
  • добавлен 27 января 2012 г.
Chapman & Hall/CRC, 2003. - 218 pages. Although powerful and flexible, the method of generalized linear models (GLM) is limited in its ability to accurately deal with longitudinal and clustered data. Developed specifically to accommodate these data types, the method of Generalized Estimating Equations (GEE) extends the GLM algorithm to accommodate the correlated data encountered in health research, social science, biology, and other related...

Jammalamadaka S.R., SenGupta A. Topics in Circular Statistics

  • формат pdf
  • размер 4.13 МБ
  • добавлен 27 июня 2011 г.
This research monograph on circular data analysis covers some recent advances in the field, besides providing a brief introduction to, and a review of, existing methods and models. The primary focus is on recent research into topics such as change-point problems, predictive distributions, circular correlation and regression, etc. An important feature of this work is the S-plus subroutines provided for analyzing actual data sets. Coupled with the...

Olivier Thas. Comparing Distributions

  • формат pdf
  • размер 5.24 МБ
  • добавлен 17 ноября 2011 г.
Springer, 370 pages, 2009. Comparing Distributions refers to the statistical data analysis that encompasses the traditional goodness-of-fit testing. Whereas the latter includes only formal statistical hypothesis tests for the one-sample and the K-sample problems, this book presents a more general and informative treatment by also considering graphical and estimation methods.

Ott R.L., Longnecker M.T. An Introduction to Statistical Methods and Data Analysis

  • формат pdf
  • размер 19.03 МБ
  • добавлен 09 января 2011 г.
Название: An Introduction to Statistical Methods and Data Analysis. Издательство: Brooks/Cole. Автор: R. Lyman Ott, Micheal T. Longnecker. Год: 2010. Количество страниц: 1296. Язык: English. Ott and Longnecker's AN INTRODUCTION TO STATISTICAL METHODS AND DATA ANALYSIS, Sixth Edition, provides a broad overview of statistical methods for readers who have little or no prior experience in statistics. The authors teach readers to solve problems encoun...

Rice J.A. Mathematical Statistics and Data Analysis

  • формат djvu
  • размер 7.12 МБ
  • добавлен 25 августа 2011 г.
Duxbury Prеss, 1994. - 672 pages. This is the first text in a generation to re-examine the purpose of the mathematical statistics course. The book's approach interweaves traditional topics with data analysis and reflects the use of the computer with close ties to the practice of statistics. The author stresses analysis of data, examines real problems with real data, and motivates the theory. The book's descriptive statistics, graphical displays...