Tous les ebooks de Genshiro Kitagawa en PDF et EPUB


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Télécharger le livre : Indexation and Causation of Financial Markets
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Indexation and Causation of Financial Markets

Genshiro Kitagawa , Yoko Tanokura

?This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a...

Parution : 2016-01-07
Format(s) : PDF, ePub
Éditeur : Springer
Collection : SpringerBriefs in Statistics
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52,99 €
Télécharger le livre : Time Series Modeling for Analysis and Control
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Time Series Modeling for Analysis and Control

Genshiro Kitagawa , Kohei Ohtsu , Hui Peng

This book presents multivariate time series methods for the analysis and optimal control of feedback systems. Although ships’ autopilot systems are considered through the entire book, the methods set forth in this book can be applied to many other complicated, large, or...

Parution : 2015-03-19
Format(s) : ePub
Éditeur : Springer
Collection : SpringerBriefs in Statistics
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52,99 €
Télécharger le livre : Information Criteria and Statistical Modeling
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Information Criteria and Statistical Modeling

Genshiro Kitagawa , Sadanori Konishi

The Akaike information criterion (AIC) derived as an estimator of the Kullback-Leibler information discrepancy provides a useful tool for evaluating statistical models, and numerous successful applications of the AIC have been reported in various fields of natural...

Parution : 2007-09-12
Format(s) : PDF
Éditeur : Springer
Collection : Springer Series in Statistics
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95,39 €

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