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Found 38 Documents (Results 1–38)

Modern nonconvex nondifferentiable optimization. (English) Zbl 1489.90001

MOS/SIAM Series on Optimization 29. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-673-1/hbk; 978-1-61197-674-8/ebook). xx, 756 p. (2021).
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GARCH models. Structure, statistical inference and financial applications. 2nd edition. (English) Zbl 1431.62004

Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-31357-1/hbk; 978-1-119-31347-2/ebook). xvi, 487 p. (2019).
MSC:  62-02 62M10 62P05
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Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. (English) Zbl 1418.62012

SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-10-0151-2/pbk; 978-981-10-0152-9/ebook). x, 136 p. (2018).
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Fast numerical methods for mixed-integer nonlinear model-predictive control. (English) Zbl 1312.65101

Advances in Numerical Mathematics. Wiesbaden: Vieweg+Teubner; Heidelberg: Univ. Heidelberg (Diss.) (ISBN 978-3-8348-1572-9/pbk; 978-3-8348-8202-8/ebook). xx, 367 p. (2011).
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Time-series analysis. A comprehensive introduction for social scientists. Paperback reprint of the 1982 original. (English) Zbl 1183.00005

Cambridge: Cambridge University Press (ISBN 978-0-521-10336-7/pbk). xvi, 420 p. (2009).
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Applied times series econometrics. (English) Zbl 1076.62119

Themes in Modern Econometrics. Cambridge: Cambridge University Press (ISBN 0-521-54787-3/pbk; 0-521-83919-X/hbk). xxv, 323 p. (2004).
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Spectral analysis and time series. Volume 1: Univariate series. Volume 2: Multivariate series, prediction and control. Reprinted with corrections. (English) Zbl 0744.62130

Probability and Mathematical Statistics. London etc.: Academic Press Inc., Harcourt Brace Jovanovich. xviii, 890 p., xli p. (1991).
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Kointegration und Fehlerkorrekturmodelle. Mit einer empirischen Untersuchung zur Geldnachfrage in der Bundesrepublik Deutschland. (Co- integration and error correcting models. With an empirical analysis of the demand for money in the Federal Republic of Germany.). (German) Zbl 0693.90031

Wirtschaftswissenschaftliche Beiträge, 15. Heidelberg: Physica-Verlag; Freiburg: Univ. Freiburg, Diss. viii, 138 S. DM 49.00 (1989).
Reviewer: H.S.Buscher
MSC:  91B62 91B84 62P20
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