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1
Extended Switching Regression Models (2009)
~EN PB NW RPISBN: 9783639151510 bzw. 3639151518, vermutlich in Englisch, VDM Verlag Dr. Müller, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, BuchWeltWeit Ludwig Meier e.K. [57449362], Bergisch Gladbach, Germany.
This item is printed on demand - it takes 3-4 days longer - Neuware -Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite-valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. 116 pp. Englisch, Books.
Von Händler/Antiquariat, BuchWeltWeit Ludwig Meier e.K. [57449362], Bergisch Gladbach, Germany.
This item is printed on demand - it takes 3-4 days longer - Neuware -Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite-valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. 116 pp. Englisch, Books.
2
Extended Switching Regression Models
~EN PB NWISBN: 9783639151510 bzw. 3639151518, vermutlich in Englisch, VDM Verlag Dr. Müller, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite- valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. 2009. 116 S. 220 mm Versandfertig in 6-10 Tagen, Softcover, Neuware, Offene Rechnung (Vorkasse vorbehalten).
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite- valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. 2009. 116 S. 220 mm Versandfertig in 6-10 Tagen, Softcover, Neuware, Offene Rechnung (Vorkasse vorbehalten).
3
Extended Switching Regression Models
~EN PB NWISBN: 9783639151510 bzw. 3639151518, vermutlich in Englisch, VDM Verlag Dr. Müller, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite- valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. 2009. 116 S. 220 mm Versandfertig in 6-10 Tagen, Softcover, Neuware, Offene Rechnung (Vorkasse vorbehalten).
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite- valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. 2009. 116 S. 220 mm Versandfertig in 6-10 Tagen, Softcover, Neuware, Offene Rechnung (Vorkasse vorbehalten).
4
Extended Switching Regression Models : Theory and Applications (2009)
~EN PB NWISBN: 9783639151510 bzw. 3639151518, vermutlich in Englisch, VDM Verlag Dr. Müller, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
nach der Bestellung gedruckt Neuware -Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite-valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. 116 pp. Englisch, Books.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
nach der Bestellung gedruckt Neuware -Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite-valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. 116 pp. Englisch, Books.
5
Extended Switching Regression Models: Theory and Applications (2009)
EN PB NWISBN: 9783639151510 bzw. 3639151518, in Englisch, 116 Seiten, VDM Verlag Dr. Müller, Taschenbuch, neu.
Nuevo de: $43.39 (13 Ofrece)
Utilizado de: $76.82 (5 Ofrece)
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Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 4-5 business days.
Von Händler/Antiquariat, Blackwell's U.K. *Tracked Service to the USA*.
Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite-valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. Paperback, Etiqueta: VDM Verlag Dr. Müller, VDM Verlag Dr. Müller, Grupo de producto: Book, Publicado: 2009-06-14, Fecha de lanzamiento: 2009-06-14, Estudio: VDM Verlag Dr. Müller.
Von Händler/Antiquariat, Blackwell's U.K. *Tracked Service to the USA*.
Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite-valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. Paperback, Etiqueta: VDM Verlag Dr. Müller, VDM Verlag Dr. Müller, Grupo de producto: Book, Publicado: 2009-06-14, Fecha de lanzamiento: 2009-06-14, Estudio: VDM Verlag Dr. Müller.
6
Extended Switching Regression Models : Theory and Applications (2009)
~EN PB NWISBN: 9783639151510 bzw. 3639151518, vermutlich in Englisch, VDM Verlag Dr. Müller, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
nach der Bestellung gedruckt Neuware - Printed after ordering - Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite-valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. Books.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
nach der Bestellung gedruckt Neuware - Printed after ordering - Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite-valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models. Books.
7
Extended Switching Regression Models
EN PB NWISBN: 9783639151510 bzw. 3639151518, in Englisch, VDM Verlag, Taschenbuch, neu.
Switching regression models are models that allow parameters of the conditional distribution, such as the mean and variance, to vary according to a finite- valued stochastic process with states or regimes. The regime changes aim at capturing changes in the underlying financial and economic mechanism through the observed time series. These models have proven very useful in modeling economic and financial time series. In this book, we generalized this modeling approach. We consider models that allow occasional, recurrent and independent switches in disjoint subsets of the parameters of the conditional distribution. These are determined by the realization of several latent state variables. The state variable probabilities can be constant or change over time. We call these extended switching regression models. We develop an EM algorithm for estimation, give conditions for consistency and asymptotic normality and apply our models to combine conditional volatility forecasts of several exchange rates. We also consider the penalized likelihood method for selecting the correct latent structure of these models.
8
Extended Switching Regression Models (2009)
~EN HC NW FE RPISBN: 9783639151510 bzw. 3639151518, vermutlich in Englisch, 116 Seiten, VDM Verlag Dr. Mueller, gebundenes Buch, neu, Erstausgabe, Nachdruck.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, Moluna GmbH, [5901482].
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: PREMINGER ArieDr. Arie Preminger is member of CORE – Center for Operations nResearch and Econometrics. His work is mainly concerned with ntime se, 2009, Kartoniert / Broschiert, Neuware, Hardcover, 181g, 1. Auflage, 116, Banküberweisung, PayPal.
Von Händler/Antiquariat, Moluna GmbH, [5901482].
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: PREMINGER ArieDr. Arie Preminger is member of CORE – Center for Operations nResearch and Econometrics. His work is mainly concerned with ntime se, 2009, Kartoniert / Broschiert, Neuware, Hardcover, 181g, 1. Auflage, 116, Banküberweisung, PayPal.
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