Matteo Barigozzi – författare
Visar alla böcker från författaren Matteo Barigozzi. Handla med fri frakt och snabb leverans.
4 produkter
Recent Advances in Econometrics and Statistics
Festschrift in Honour of Marc Hallin
Av Matteo Barigozzi, Siegfried Hörmann m. fl.
Inbunden, 2024
3274 kr
Lägg i varukorg
This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models. Published in honour of Marc Hallin on the …
Recent Advances in Econometrics and Statistics
Festschrift in Honour of Marc Hallin
Av Davy Paindaveine, Siegfried Hormann m. fl.
E-bok, 2024
3500 kr
Lägg i varukorg
This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models. Published in honour of Marc Hallin on the …
Recent Advances in Econometrics and Statistics
Festschrift in Honour of Marc Hallin
Av Matteo Barigozzi, Siegfried Hörmann m. fl.
Häftad, 2025
2730 kr
Lägg i varukorg
This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models. Published in honour of Marc Hallin on the …
TIME SERIES IN HIGH DIMENSIONS: THE GENERAL DYNAMIC FACTOR MODEL
Av Hallin Marc, Marc Hallin m. fl.
Inbunden, 2020
3337 kr
Lägg i varukorg
Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, …
