contents 1 Trends, Cycles and Seasonality 2 Stationary Stochastic Processes 3 AR(p) Processes 4 ARMA(p,q) Models 5 TS Versus DS Models 6 Multivariate Time series 7 Special Topics 7.1 The frequency Domain 7.1.1 The Spectrum 7.1.2 The Spectr...
Chapter 1 Segmenting Time Series: A Survey Chapter 2 A Survey of Recent Methods for Efficient Chapter 3 Indexing of Compressed Time Series Chapter 4 Indexing Time-Series under Conditions of Noise Chapter 5 Change Detection in Classificatio...
Preface Summary Dask resume Chapter 1 Modeling sequences of long memory non-negative covariance stationary random variables Chapter 2 Long memory ARCH(1) models: specification and quasimaximum likelihood estimation Chapter 3 Nonstationary...
1. The MATLAB Environment 2. Vectors and Matrices 3. PLotting and Graphics 4. Statistics and an Introduction to Programming in MATLAB 5. Solving ALgebraic Equations and Other Symbolic Tools 6. Basic Sltmbolic Calculus and Differential Equa...
1概论 2基本概念 3平稳时间序列模型 4非平稳时间序列模型 5预测 6模型识别 7参数估计，诊断检验和模型选择 8季节性时间序列模型 9干预分析和离群值检验 10Fourier分析 11平稳过程的谱理论 12谱估计 季节性时间序列模型...
1 Statistical Models 2 Sequential Models and Asymptotics 3 Estimation by Maximization and by the Method of Moments 4 Asymptotic Tests 5 Nonparametric Methods 6 Simulation Methods 7 Conditional Expectation 8 Univariate Regression 9 Generali...
1. 债券类金融产品分类 1.1 按发行主体分类 1.2 按偿还期限分类 1.3 按利息支付方式分类 1.4 按债券的利率浮动与否分类 1.5 按嵌入期权方式分类 1.5.1 可提前赎回债券（Callable Bond ） 1.5.2 可提前卖回债券（Putable Bond ） 1.5.3 可调换债券 1.5.4 可转...
Chapter 1 FREQUENCY DISTRIBUTIONS Chapter II PROBABILITY AND PROBABILITY DISTRIBUTIONS Chapter III SOME STANDARD DISTRIBUTIONS Chapter IVBIVARIATE DISTRIBUTIONS.REGRESSION AND CORRELATION Chapter V FURTHER CORRELATION THEORY. Chapter VITHE...
1 Introduction 2 Crash Course I: Regular Variation 3 Crash Course II: Weak Convergence; Implications for Heavy-Tail Analysis 4 Dipping a Toe in the StatisticalWater 5 The Poisson Process 6 Multivariate Regular Variation and the Poisson Tra...
1 A brief introduction to R 2 Styles of data analysis 3 Statistical models 4 An introduction to formal inference 5 Regression with a single predictor 6 Multiple linear regression 7 Exploiting the linear model framework 8 Generalized linear...
