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Mathematicians; Biography

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  • Analysis of Financial Time Seriesby Ruey S. Tsay

    John Wiley & Sons, Inc. 2001; US$ 110.00

    Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. more...

  • Nonlinear Time Series Analysisby Holger Kantz; Thomas Schreiber

    Cambridge University Press 2003; US$ 69.00

    The time variability of many natural and social phenomena is not well described by standard methods of data analysis. Nonlinear time series analysis uses chaos theory and nonlinear dynamics to understand such seemingly unpredictable behaviour. Results are applied to real data from physics, biology, medicine, and engineering. more...

  • Practical Extrapolation Methodsby Avram Sidi; P. G. Ciarlet; A. Iserles; R. V. Kohn; M. H. Wright

    Cambridge University Press 2003; US$ 153.00

    This book is concerned with the coherent treatment, including the derivation, analysis, and applications, of the most useful scalar extrapolation methods. It differs from existing books by focusing on the most powerful nonlinear methods, presenting in-depth treatments of them, and showing which methods are most effective for different classes of practical nontrivial problems. Finally, it shows how to apply these methods to obtain best results. more...

  • Regression Models for Time Series Analysisby Benjamin Kedem; Konstantinos Fokianos

    John Wiley & Sons, Inc. 2005; US$ 156.00

    A thorough review of the most current regression methods in time series analysis Regression methods have been an integral part of time series analysis for over a century. Recently, new developments have made major strides in such areas as non-continuous data where a linear model is not appropriate. This book introduces the reader to newer developments and more diverse regression models and methods for time series analysis. Accessible to anyone who is familiar with the basic modern concepts of statistical inference, Regression Models for Time Series Analysis provides a much-needed examination of recent statistical developments. Primary among them is the important class of models known as generalized linear models (GLM) which provides, under... more...

  • Applied Nonlinear Time Series Analysisby Michael Small

    World Scientific 2005; US$ 75.40

    Nonlinear time series methods have developed rapidly over a quarter of a century and have reached an advanced state of maturity during the last decade. Implementations of these methods for experimental data are now widely accepted and fairly routine; however, genuinely useful applications remain rare. This book focuses on the practice of applying these methods to solve real problems. To illustrate the usefulness of these methods, a wide variety of physical and physiological systems are considered. The technical tools utilized in this book fall into three distinct, but interconnected areas: quantitative measures of nonlinear dynamics, Monte?Carlo statistical hypothesis testing, and nonlinear modeling. Ten highly detailed applications serve... more...

  • Time-Series Forecastingby Chris Chatfield

    CRC Press 2000; US$ 94.95

    The time-series forecasted methods used in economics, government, industry, and commerce are the subject of this volume, which will be useful to practitioners and researchers in these areas, as well as graduate students. A brief catalog of a wide scope of methods is provided, including the more recent models such as GARCH models, neural networks, a more...

  • Frontiers in Interpolation and Approximationby N.K. Govil

    Taylor & Francis 2006; US$ 169.95

    Explores approximation theory, interpolation theory, and classical analysis. This covers topics such as Markov inequalities for multivariate polynomials, analogues of Chebyshev and Bernstein inequalities for multivariate polynomials, various measures of the smoothness of functions, and the equivalence of Hausdorff continuity. more...

  • Statistical Methods for Spatio-Temporal Systemsby Barbel Finkenstadt

    CRC Press 2006; US$ 89.95

    Provides comprehensive coverage of spatio-temporal models, prevalent in the study of real systems. This book features seven accounts on key features such as point processes, dynamics, modeling, data analysis, Bayesian methods, and geostatistics. It includes real examples, case studies, software, and applications from epidemiology and geology. more...

  • Long-Memory Time Seriesby Wilfredo Palma

    John Wiley & Sons, Inc. 2007; US$ 121.00

    A self-contained, contemporary treatment of the analysis of long-range dependent data Long-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods, Asymptotic Theory, Heteroskedastic Models, Transformations, Bayesian Methods, and Prediction), and then extends these techniques to more complex data structures. To facilitate understanding, the book: Assumes a basic knowledge of calculus and linear algebra and explains the more advanced statistical... more...

  • Tales of Mathematicians and Physicistsby S. Gindikin

    Springer-Verlag New York Inc 2006; US$ 64.95

    Contains information about the lives and accomplishments of key scientists throughout five centuries of history. This volume provides biographical glimpses of scientists and their contributions in the context of the social and political background of their times. It contains diagrams to help explain some of the most significant discoveries. more...