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Tables of Racah coefficients. Information note
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Year: 1960 Publisher: Bruxelles Centre d'étude de l'énergie nucléaire

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Moduli of Abelian varieties
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ISBN: 3540620230 3540496092 9783540620235 Year: 1996 Volume: 1644 Publisher: Berlin Springer

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Moduli of supersingular abelian varieties
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ISBN: 3540639233 3540696660 9783540639237 Year: 1998 Volume: 1680 Publisher: Berlin Springer

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Abelian varieties can be classified via their moduli. In positive characteristic the structure of the p-torsion-structure is an additional, useful tool. For that structure supersingular abelian varieties can be considered the most special ones. They provide a starting point for the fine description of various structures. For low dimensions the moduli of supersingular abelian varieties is by now well understood. In this book we provide a description of the supersingular locus in all dimensions, in particular we compute the dimension of it: it turns out to be equal to Äg.g/4Ü, and we express the number of components as a class number, thus completing a long historical line where special cases were studied and general results were conjectured (Deuring, Hasse, Igusa, Oda-Oort, Katsura-Oort).

Computational methods in water resources IX.
Authors: --- --- --- ---
ISBN: 1851667911 1853121975 1562521233 1851668713 185312169X 1562520989 1851668705 1853121983 1562521241 Year: 1992 Volume: vol. 1 Publisher: Southampton Computational mechanics publ.

The geometry of some special arithmetic quotients
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ISBN: 3540617957 354069997X 9783540617952 Year: 1996 Volume: 1637 Publisher: Berlin Springer

Forecasting, structural time series models and the Kalman filter
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ISBN: 0521405734 0521321964 1139881744 1107713013 1107714559 1107049997 1107715903 1107712661 1107720036 9780521405737 9781107720039 9781107049994 9781107715905 9781107714557 9780521321969 Year: 1990 Publisher: Cambridge Cambridge University press

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In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.


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Économétrie appliquée : méthodes, applications, corrigés
Authors: --- ---
ISSN: 2030501X ISBN: 2804146421 9782804146429 Year: 2004 Volume: *43 Publisher: Bruxelles: De Boeck,

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Keywords

Econometrie --- Econométrie --- Econometrics --- Economics --- Economics, Mathematical --- Statistical methods --- Mathematical models --- AA / International- internationaal --- 303.0 --- 305.970 --- 303.6 --- 303.2 --- 303.5 --- 305.974 --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM. --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Time varying coefficients. Kalman Filter. --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Time varying coefficients. Kalman Filter --- Économétrie --- Economics - Statistical methods --- Economics - Mathematical models

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