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The object of the present work is a systematic statistical analysis of bilinear processes in the frequency domain. The first two chapters are devoted to the basic theory of nonlinear functions of stationary Gaussian processes, Hermite polynomials, cumulants and higher order spectra, multiple Wiener-Itô integrals and finally chaotic Wiener-Itô spectral representation of subordinated processes. There are two chapters for general nonlinear time series problems.
This volume contains the majority of the papers presented at the 5th Inter national Workshop on Model-Oriented Data Analysis held in June 1998. This series started in March 1987 with a meeting on the Wartburg, Eisenach (Germany). The next three meetings were in 1990 (St Kyrik monastery, Bulgaria), 1992 (Petrodvorets, StPetersburg, Russia) and 1995 (Spetses, Greece). The main purpose of these workshops was to bring together lead ing scientists from 'Eastern' and 'Western' Europe for the exchange of ideas in theoretical and applied statistics, with special emphasis on experimen tal design. Now that the separation between East and West has become less rigid, this dialogue has, in principle, bec...
Economic growth and structural change - the future of the world economy - is analysed in this book. Conditional forecasts are given for the economic development of the most important world market countries till the year 2000. The driving forces of economic growth are identified and forecasted, in connection with collaborating scholars in most of these countries and with international organizations. This information is used in solving a coherent world model. The model consists of linked growth models for each country (or groups of countries). The solutions show that the inequality in international income distribution will further increase and that the CMEA and OECD countries will approximatel...
This volume is the proceedings of the 4th International Workshop on Model-Oriented Data Analysis. This series of events originated in 1987 at a meeting in Eisenach, that successfully brought together scientists from numerous countries of the 'East ' and 'West'. Now that this distinction is obsolete dialogue has been greatly facilitated, providing opportunities for this dialogue, however, is as vital as ever. The present meeting at Spetses, Greece from 5th to 9th of June 1995 again assembles statisticians from all over the world as this book documents. The hospitality offered by the University of Economics of Athens and the Korgialenios School made it possible to organize this workshop. The e...
Artificial "neural networks" are widely used as flexible models for classification and regression applications, but questions remain about how the power of these models can be safely exploited when training data is limited. This book demonstrates how Bayesian methods allow complex neural network models to be used without fear of the "overfitting" that can occur with traditional training methods. Insight into the nature of these complex Bayesian models is provided by a theoretical investigation of the priors over functions that underlie them. A practical implementation of Bayesian neural network learning using Markov chain Monte Carlo methods is also described, and software for it is freely available over the Internet. Presupposing only basic knowledge of probability and statistics, this book should be of interest to researchers in statistics, engineering, and artificial intelligence.
The book focuses on stochastic modeling of population processes. The book presents new symbolic mathematical software to develop practical methodological tools for stochastic population modeling. The book assumes calculus and some knowledge of mathematical modeling, including the use of differential equations and matrix algebra.
The International Encyclopedia of Statistical Science stands as a monumental effort to enrich statistics education globally, particularly in regions facing educational challenges. By amalgamating the expertise of over 700 authors from 110 countries, including Nobel Laureates and presidents of statistical societies, it offers an unparalleled resource for readers worldwide. This encyclopedia is not just a collection of entries; it is a concerted effort to revive statistics as a vibrant, critical field of study and application. Providing a comprehensive and accessible account of statistical terms, methods, and applications, it enables readers to gain a quick insight into the subject, regardless of their background. This work serves to refresh and expand the knowledge of researchers, managers, and practitioners, highlighting the relevance and applicability of statistics across various fields, from economics and business to healthcare and public policy. Furthermore, it aims to inspire students by demonstrating the significance of statistics in solving real-world problems, thus encouraging a new generation to explore and contribute to the field.
Includes entries for maps and atlases.
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