Palgrave Handbook of Econometrics

Palgrave Handbook of Econometrics
Author: Terence C. Mills
Publisher: Palgrave Handbook of Econometr
Total Pages: 1432
Release: 2009-06-25
Genre: Business & Economics
ISBN:

Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.

Martingale Limit Theory and Its Application

Martingale Limit Theory and Its Application
Author: P. Hall
Publisher: Academic Press
Total Pages: 321
Release: 2014-07-10
Genre: Mathematics
ISBN: 1483263223

Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.

Theory and Applications of Sequential Nonparametrics

Theory and Applications of Sequential Nonparametrics
Author: Pranab Kumar Sen
Publisher: SIAM
Total Pages: 106
Release: 1985-01-01
Genre: Mathematics
ISBN: 9781611970210

A study of sequential nonparametric methods emphasizing the unified Martingale approach to the theory, with a detailed explanation of major applications including problems arising in clinical trials, life-testing experimentation, survival analysis, classical sequential analysis and other areas of applied statistics and biostatistics.

Methods and Applications of Statistics in the Life and Health Sciences

Methods and Applications of Statistics in the Life and Health Sciences
Author: Narayanaswamy Balakrishnan
Publisher: John Wiley & Sons
Total Pages: 1027
Release: 2009-12-02
Genre: Mathematics
ISBN: 0470405090

Inspired by the Encyclopedia of Statistical Sciences, Second Edition, this volume outlines the statistical tools for successfully working with modern life and health sciences research Data collection holds an essential part in dictating the future of health sciences and public health, as the compilation of statistics allows researchers and medical practitioners to monitor trends in health status, identify health problems, and evaluate the impact of health policies and programs. Methods and Applications of Statistics in the Life and Health Sciences serves as a single, one-of-a-kind resource on the wide range of statistical methods, techniques, and applications that are applied in modern life and health sciences in research. Specially designed to present encyclopedic content in an accessible and self-contained format, this book outlines thorough coverage of the underlying theory and standard applications to research in related disciplines such as biology, epidemiology, clinical trials, and public health. Uniquely combining established literature with cutting-edge research, this book contains classical works and more than twenty-five new articles and completely revised contributions from the acclaimed Encyclopedia of Statistical Sciences, Second Edition. The result is a compilation of more than eighty articles that explores classic methodology and new topics, including: Sequential methods in biomedical research Statistical measures of human quality of life Change-point methods in genetics Sample size determination for clinical trials Mixed-effects regression models for predicting pre-clinical disease Probabilistic and statistical models for conception Statistical methods are explored and applied to population growth, disease detection and treatment, genetic and genomic research, drug development, clinical trials, screening and prevention, and the assessment of rehabilitation, recovery, and quality of life. These topics are explored in contributions written by more than 100 leading academics, researchers, and practitioners who utilize various statistical practices, such as election bias, survival analysis, missing data techniques, and cluster analysis for handling the wide array of modern issues in the life and health sciences. With its combination of traditional methodology and newly developed research, Methods and Applications of Statistics in the Life and Health Sciences has everything students, academics, and researchers in the life and health sciences need to build and apply their knowledge of statistical methods and applications.

Valuation Of Equity Securities: History, Theory And Application

Valuation Of Equity Securities: History, Theory And Application
Author: Geoffrey Poitras
Publisher: World Scientific Publishing Company
Total Pages: 765
Release: 2010-12-21
Genre: Business & Economics
ISBN: 9813107812

This book provides a comprehensive and rigorous treatment of academic and practitioner approaches to equity security valuation. Guided by historical and philosophical insights, conventional academic wisdom surrounding the ergodic properties of stochastic processes is challenged. In addition, the implications of a general stochastic interpretation of equity security valuation are provided. Valuation of Equity Securities will also be a good reference source for students and professionals interested in the theoretical and practical applications of equity securities.

Sequential Change Detection and Hypothesis Testing

Sequential Change Detection and Hypothesis Testing
Author: Alexander Tartakovsky
Publisher: CRC Press
Total Pages: 321
Release: 2019-12-11
Genre: Mathematics
ISBN: 1498757596

Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.

Equilibrium Theory and Applications

Equilibrium Theory and Applications
Author: William A. Barnett
Publisher: Cambridge University Press
Total Pages: 504
Release: 1991
Genre: Business & Economics
ISBN: 9780521392198

The Sixth Annual International Symposium in Economic Theory and Econometrics was dedicated to Jacques Drèze on the occasion of his retirement.

Measure Theory and Filtering

Measure Theory and Filtering
Author: Lakhdar Aggoun
Publisher: Cambridge University Press
Total Pages: 274
Release: 2004-09-13
Genre: Mathematics
ISBN: 9781139456241

The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for both practitioners and researchers.