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Author: Wai Keung Li
Publisher: CRC Press
Published: 2003-12-29
Total Pages: 216
ISBN-13: 1135441154
DOWNLOAD EBOOK →Diagnostic checking is an important step in the modeling process. But while the literature on diagnostic checks is quite extensive and many texts on time series modeling are available, it still remains difficult to find a book that adequately covers methods for performing diagnostic checks. Diagnostic Checks in Time Series helps to fill that
Author: Fumiya Akashi
Publisher:
Published: 2021
Total Pages: 0
ISBN-13: 9789811622656
DOWNLOAD EBOOK →This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics.
Author: Fumiya Akashi
Publisher: Springer Nature
Published: 2021-06-08
Total Pages: 117
ISBN-13: 9811622647
DOWNLOAD EBOOK →This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics.
Author: Wai Keung Li
Publisher: CRC Press
Published: 2003-12-29
Total Pages: 211
ISBN-13: 0203485602
DOWNLOAD EBOOK →Diagnostic checking is an important step in the modeling process. But while the literature on diagnostic checks is quite extensive and many texts on time series modeling are available, it still remains difficult to find a book that adequately covers methods for performing diagnostic checks. Diagnostic Checks in Time Series helps to fill that
Author: Rob J Hyndman
Publisher: OTexts
Published: 2018-05-08
Total Pages: 380
ISBN-13: 0987507117
DOWNLOAD EBOOK →Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Author: Xiao-Hua Zhou
Publisher: John Wiley & Sons
Published: 2014-08-21
Total Pages: 597
ISBN-13: 1118626044
DOWNLOAD EBOOK →Praise for the First Edition " . . . the book is a valuable addition to the literature in the field, serving as a much-needed guide for both clinicians and advanced students."—Zentralblatt MATH A new edition of the cutting-edge guide to diagnostic tests in medical research In recent years, a considerable amount of research has focused on evolving methods for designing and analyzing diagnostic accuracy studies. Statistical Methods in Diagnostic Medicine, Second Edition continues to provide a comprehensive approach to the topic, guiding readers through the necessary practices for understanding these studies and generalizing the results to patient populations. Following a basic introduction to measuring test accuracy and study design, the authors successfully define various measures of diagnostic accuracy, describe strategies for designing diagnostic accuracy studies, and present key statistical methods for estimating and comparing test accuracy. Topics new to the Second Edition include: Methods for tests designed to detect and locate lesions Recommendations for covariate-adjustment Methods for estimating and comparing predictive values and sample size calculations Correcting techniques for verification and imperfect standard biases Sample size calculation for multiple reader studies when pilot data are available Updated meta-analysis methods, now incorporating random effects Three case studies thoroughly showcase some of the questions and statistical issues that arise in diagnostic medicine, with all associated data provided in detailed appendices. A related web site features Fortran, SAS®, and R software packages so that readers can conduct their own analyses. Statistical Methods in Diagnostic Medicine, Second Edition is an excellent supplement for biostatistics courses at the graduate level. It also serves as a valuable reference for clinicians and researchers working in the fields of medicine, epidemiology, and biostatistics.
Author: Tata Subba Rao
Publisher: Elsevier
Published: 2012-06-26
Total Pages: 778
ISBN-13: 0444538585
DOWNLOAD EBOOK →'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.
Author: Christoph Hintermüller
Publisher: BoD – Books on Demand
Published: 2016-07-21
Total Pages: 150
ISBN-13: 9535125192
DOWNLOAD EBOOK →Personal health and well-being was and is important for all individuals. This includes the way people are living, what they do to stay healthy as well as a profound, well-informed diagnosis and appropriate treatment in case of disease. To achieve these goals, modern medicine is provided with a large variety of tools to assess a patient's health state and collect the information required for a proper diagnosis and treatment, which is tailored to the patient's needs. Many of these available tools use signals either generated by the human body, for example, electroencephalogram (EEG) and electrocardiogram (ECG), or by interacting with the human body while traversing it like microwaves or reflected visible light that is recorded by a video camera. The biosignals recorded by the available and newly developed methods have to be processed to extract the information about the patient's condition and, analyzed tissue and cells. This book presents a small selection of the recent developments in the field of biosignal processing. The covered diagnostic tools and methods include the assessment of respiratory state through gait analysis, the contactless monitoring of cardiovascular and respiratory parameters using microwaves, a non-linear approach to extract the fetal ECG from non-invasive abdominal recordings, identification of epileptic networks from pre-surgical neurophysiological recordings and an improved method to obtain and validate the copy number alterations parameter, which are considered an important marker in cancer classification.
Author: Eleni N. Chatzi
Publisher: Frontiers Media SA
Published: 2020-10-23
Total Pages: 208
ISBN-13: 2889660885
DOWNLOAD EBOOK →This eBook is a collection of articles from a Frontiers Research Topic. Frontiers Research Topics are very popular trademarks of the Frontiers Journals Series: they are collections of at least ten articles, all centered on a particular subject. With their unique mix of varied contributions from Original Research to Review Articles, Frontiers Research Topics unify the most influential researchers, the latest key findings and historical advances in a hot research area! Find out more on how to host your own Frontiers Research Topic or contribute to one as an author by contacting the Frontiers Editorial Office: frontiersin.org/about/contact.
