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Book
Empirical analysis of the EU term structure of interest rates
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ISBN: 3832595325 Year: 2014 Publisher: Berlin : Logos Verlag Berlin,

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Abstract

Long description: The information about the properties and dynamics of term structure and its modeling hold tremendous interest for financial practitioners and policymakers alike. Accurate forecasting of the term structure of interest rates also plays a very important role for many reasons, particularly for bond portfolio and risk management, hedging derivatives, monetary and debt policy. The present dissertation contains the empirical research for the EU term structure of interest rates. The data analyzed here cover a time series based on the Euro and currencies of other six EU countries. The goal is to examine empirical properties and analyze in-sample and out-of-sample results for corresponding spot rates using 15 competitor GARCH(1,1) models with different distributional assumptions. Alltogether, the work summarizes 1680 x GARCH(1,1) in-sample and over 60000 x GARCH(1,1) out-of-sample estimation results. Moreover, the dissertation consists of 48 figures and 98 tables.

A new unifying biparametric nomenclature that spans all of chemistry : the science of incorporating daily over 2,000 new names to a base of over 42 million compounds while still maintaining order
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ISBN: 9780444516855 0444516859 9780080473581 008047358X 1280966076 9781280966071 9786610966073 6610966079 Year: 2004 Publisher: Boston Elsevier

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As a byproduct of historical development, there are different, unrelated systems of nomenclature for ""inorganic chemistry"", ""organic chemistry"", ""polymer chemistry"", ""natural products chemistry"", etc. With each new discovery in the laboratory, as well as each new theoretical proposal for a chemical, the lines that traditionally have separated these ""distinct"" subsets of matter continually grow more blurred. This lack of uniformity in characterizing and naming chemicals increases the communication difficulties between differently trained chemists, as well as other scientists, and gr


Multi
Estimation theory in hydrology and water systems
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ISBN: 9780444987266 0444987266 9780080870335 0080870333 1281779180 9786611779184 Year: 1993 Publisher: Amsterdam ; New York : Elsevier,

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Methodological procedures of the theory of estimation of statistical parameters of time series and their application to hydrology and water engineering, particularly the sphere of reservoir-controlled runoffs, are dealt with in this volume. For estimates use is made of random sequences generated for various probability properties. This methodological approach enables examination of the properties of random and systematic errors of the parameters estimated even for the asymmetrical probability distributions, which are frequent in hydrology and water engineering.


Book
Inferential statistics
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ISBN: 9389547598 Year: 2021 Publisher: New Delhi, India : New India Publishing Agency,

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Sequential statistics, (7) Decision theory, (8) Linear estimation and (9) Theory of ordered statistics.


Book
Modeling of transport demand : analyzing, calculating, and forecasting transport demand
Authors: ---
ISBN: 0128115149 0128115130 9780128115145 9780128115138 Year: 2019 Publisher: Amsterdam, Netherlands ; Oxford, England ; Cambridge, Massachusetts : Elsevier,

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Periodical
Statistica.
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ISSN: 00390380 Year: 1941 Publisher: Bologna


Book
The art of statistics : learning from data
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ISBN: 9780241398630 0241398630 9780241258767 0241258766 Year: 2020 Publisher: London: Penguin books,

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Statistics has played a leading role in our scientific understanding of the world for centuries, yet we are all familiar with the way statistical claims can be sensationalised, particularly in the media. In the age of big data, as data science becomes established as a discipline, a basic grasp of statistical literacy is more important than ever. In The Art of Statistics, David Spiegelhalter guides the reader through the essential principles we need in order to derive knowledge from data. Drawing on real world problems to introduce conceptual issues, he shows us how statistics can help us determine the luckiest passenger on the Titanic, whether serial killer Harold Shipman could have been caught earlier, and if screening for ovarian cancer is beneficial. How many trees are there on the planet? Do busier hospitals have higher survival rates? Why do old men have big ears? Spiegelhalter reveals the answers to these and many other questions - questions that can only be addressed using statistical science


Book
Maximum likelihood estimation : logic and practice
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ISBN: 9781412984928 Year: 1993 Publisher: Newbury Park, [Calif.] ; London : SAGE,

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In this volume the underlying logic and practice of maximum likelihood (ML) estimation is made clear by providing a general modeling framework that utilizes the tools of ML methods.


Periodical
The Canadian Journal of Statistics
Authors: ---
ISSN: 1708945X 03195724 Year: 1973 Publisher: Ottawa Statistical society of Canada

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The Canadian Journal of Statistics is an official publication of the Statistical Society of Canada. It is published quarterly in March, June, September and December. The Journal publishes research articles of theoretical, applied or pedagogical interest to the statistical community.

Keywords

Mathematical statistics --- Periodicals --- Statistics as Topic. --- Statistique mathématique --- Canada --- Area Analysis --- Correlation Studies --- Correlation Study --- Correlation of Data --- Data Analysis --- Estimation Technics --- Estimation Techniques --- Indirect Estimation Technics --- Indirect Estimation Techniques --- Multiple Classification Analysis --- Service Statistics --- Statistical Study --- Statistics, Service --- Tables and Charts as Topic --- Analyses, Area --- Analyses, Data --- Analyses, Multiple Classification --- Analysis, Area --- Analysis, Data --- Analysis, Multiple Classification --- Area Analyses --- Classification Analyses, Multiple --- Classification Analysis, Multiple --- Data Analyses --- Data Correlation --- Data Correlations --- Estimation Technic --- Estimation Technic, Indirect --- Estimation Technics, Indirect --- Estimation Technique --- Estimation Technique, Indirect --- Estimation Techniques, Indirect --- Indirect Estimation Technic --- Indirect Estimation Technique --- Multiple Classification Analyses --- Statistical Studies --- Studies, Correlation --- Studies, Statistical --- Study, Correlation --- Study, Statistical --- Technic, Estimation --- Technic, Indirect Estimation --- Technics, Estimation --- Technics, Indirect Estimation --- Technique, Estimation --- Technique, Indirect Estimation --- Techniques, Estimation --- Techniques, Indirect Estimation --- Statystyka matematyczna --- Kanada --- Statystyka matematyczna. --- Mathematical statistics. --- Statistiek. --- Kanada. --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Statistical methods


Periodical
Australian & New Zealand journal of statistics.
Authors: ---
ISSN: 13691473 1467842X Year: 1998 Publisher: [Oxford] : Blackwell Publishers

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Keywords

Mathematical statistics --- Statistics --- Statistique --- Periodicals --- Périodiques --- Méthode statistique --- Statistical methods --- Statistics. --- Societies, Scientific. --- Computing, mathematics and information systems --- Mathematical Sciences --- Probability --- Périodiques --- EBSCOASP-E EJSTATI EPUB-ALPHA-A EPUB-PER-FT WILEY-E --- American Psychological Association --- Scientific Societies --- Scientific Society --- Society, Scientific --- Statistical analysis --- Statistical data --- Statistical science --- Mathematics --- Econometrics --- Statistics as Topic. --- Area Analysis --- Estimation Technics --- Estimation Techniques --- Indirect Estimation Technics --- Indirect Estimation Techniques --- Multiple Classification Analysis --- Service Statistics --- Statistical Study --- Statistics, Service --- Tables and Charts as Topic --- Analyses, Area --- Analyses, Multiple Classification --- Area Analyses --- Classification Analyses, Multiple --- Classification Analysis, Multiple --- Estimation Technic, Indirect --- Estimation Technics, Indirect --- Estimation Technique --- Estimation Technique, Indirect --- Estimation Techniques, Indirect --- Indirect Estimation Technic --- Indirect Estimation Technique --- Multiple Classification Analyses --- Statistical Studies --- Studies, Statistical --- Study, Statistical --- Technic, Indirect Estimation --- Technics, Estimation --- Technics, Indirect Estimation --- Technique, Estimation --- Technique, Indirect Estimation --- Techniques, Estimation --- Techniques, Indirect Estimation --- Statistics as topic. --- Statistiek. --- Statistik. --- Zeitschrift. --- Periodikum --- Zeitschriften --- Presse --- Fortlaufendes Sammelwerk --- Mathematische Statistik --- Statistische Mathematik --- Statistische Methode --- Statistisches Verfahren --- Statistiken --- Datensammlung --- Stochastik --- Wahrscheinlichkeitsrechnung

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