On Mathematical and Statistical Forecasting Models
Language: English
Published by LAP LAMBERT Academic Publishing Aug 2013, 2013
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 71.38
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Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -In this book some mathematical and statistical models have been specified for forecasting and proposed certain criteria for choosing an appropriate forecasting model.the general method of forecasting by using regression model with the estimates of the parameters of the general linear statistical model has been described along with the estimates of the parameters of the general linear statistical model has been described along with the properties of the forecasts.Different stationary and non stationary autoregressive and moving averege processes such as AR(1),AR(2),ARMA(p,q) and ARMA(p,d,q) models have been proposed forecasting in this book.A new statistical forecasting errors to obtain good forecasts.A goodness of fit criterion for ARMA model has been suggested by using the variance ratio test statistics.Further a Modified selection criterion for selecting a forecasting model has been proposed in the book,Here,two modified criteria namely Akaike Information criterion and Schwartz Bayesian Criterion have been considered for selecting the best forecasting models. 284 pp. Englisch.…
Seller Inventory # 9783659389740
- Title
- On Mathematical and Statistical Forecasting Models
- Author
- M. Vijaya Bhaskar Reddy
- Publisher
- LAP LAMBERT Academic Publishing Aug 2013
- Publication year
- 2013
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3659389749
- ISBN 13
- 9783659389740
- Item weight
- 441 grams
- Dimensions
- 220x150x18 mm
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About the Author
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BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
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