TY - BOOK
A1 - Falk, Michael
A1 - Marohn, Frank
A1 - Michel, René
A1 - Hofmann, Daniel
A1 - Macke, Maria
A1 - Spachmann, Christoph
A1 - Englert, Stefan
T1 - A First Course on Time Series Analysis : Examples with SAS [Version 2012.August.01]
N2 - The analysis of real data by means of statistical methods with the aid of a software package common in industry and administration usually is not an integral part of mathematics studies, but it will certainly be part of a future professional work. The present book links up elements from time series analysis with a selection of statistical procedures used in general practice including the statistical software package SAS. Consequently this book addresses students of statistics as well as students of other branches such as economics, demography and engineering, where lectures on statistics belong to their academic training. But it is also intended for the practician who, beyond the use of statistical tools, is interested in their mathematical background. Numerous problems illustrate the applicability of the presented statistical procedures, where SAS gives the solutions. The programs used are explicitly listed and explained. No previous experience is expected neither in SAS nor in a special computer system so that a short training period is guaranteed. This book is meant for a two semester course (lecture, seminar or practical training) where the first three chapters can be dealt within the first semester. They provide the principal components of the analysis of a time series in the time domain. Chapters 4, 5 and 6 deal with its analysis in the frequency domain and can be worked through in the second term. In order to understand the mathematical background some terms are useful such as convergence in distribution, stochastic convergence, maximum likelihood estimator as well as a basic knowledge of the test theory, so that work on the book can start after an introductory lecture on stochastics. Each chapter includes exercises. An exhaustive treatment is recommended. Chapter 7 (case study) deals with a practical case and demonstrates the presented methods. It is possible to use this chapter independent in a seminar or practical training course, if the concepts of time series analysis are already well understood. This book is consecutively subdivided in a statistical part and an SAS-specific part. For better clearness the SAS-specific parts are highlighted. This book is an open source project under the GNU Free Documentation License.
KW - Zeitreihenanalyse
KW - Box-Jenkins-Verfahren
KW - SAS
KW - Zustandsraummodelle
KW - Time Series Analysis
KW - State-Space Models
KW - Frequency Domain
KW - Box–Jenkins Program
Y1 - 2012
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:bvb:20-opus-72617
N1 - Version: 2012-August-01
ER -
TY - BOOK
A1 - Falk, Michael
A1 - Marohn, Frank
A1 - Michel, René
A1 - Hofmann, Daniel
A1 - Macke, Maria
A1 - Tewes, Bernward
A1 - Dinges, Peter
A1 - Spachmann, Christoph
A1 - Englert, Stefan
T1 - A First Course on Time Series Analysis : Examples with SAS
N2 - The analysis of real data by means of statistical methods with the aid of a software package common in industry and administration usually is not an integral part of mathematics studies, but it will certainly be part of a future professional work. The present book links up elements from time series analysis with a selection of statistical procedures used in general practice including the statistical software package SAS. Consequently this book addresses students of statistics as well as students of other branches such as economics, demography and engineering, where lectures on statistics belong to their academic training. But it is also intended for the practician who, beyond the use of statistical tools, is interested in their mathematical background. Numerous problems illustrate the applicability of the presented statistical procedures, where SAS gives the solutions. The programs used are explicitly listed and explained. No previous experience is expected neither in SAS nor in a special computer system so that a short training period is guaranteed. This book is meant for a two semester course (lecture, seminar or practical training) where the first three chapters can be dealt within the first semester. They provide the principal components of the analysis of a time series in the time domain. Chapters 4, 5 and 6 deal with its analysis in the frequency domain and can be worked through in the second term. In order to understand the mathematical background some terms are useful such as convergence in distribution, stochastic convergence, maximum likelihood estimator as well as a basic knowledge of the test theory, so that work on the book can start after an introductory lecture on stochastics. Each chapter includes exercises. An exhaustive treatment is recommended. Chapter 7 (case study) deals with a practical case and demonstrates the presented methods. It is possible to use this chapter independent in a seminar or practical training course, if the concepts of time series analysis are already well understood. This book is consecutively subdivided in a statistical part and an SAS-specific part. For better clearness the SAS-specific parts are highlighted. This book is an open source project under the GNU Free Documentation License.
KW - Zeitreihenanalyse
KW - Box-Jenkins-Verfahren
KW - SAS
KW - Zustandsraummodelle
KW - Time Series Analysis
KW - State-Space Models
KW - Frequency Domain
KW - Box–Jenkins Program
Y1 - 2011
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:bvb:20-opus-56489
N1 - Version: 2011-March-01
ER -
TY - THES
A1 - Hofmann, Daniel
T1 - Characterization of the D-Norm Corresponding to a Multivariate Extreme Value Distribution
T1 - Eine Charakterisierung der D-Norm einer multivariaten Extremwertverteilung
N2 - It is well-known that a multivariate extreme value distribution can be represented via the D-Norm. However not every norm yields a D-Norm. In this thesis a necessary and sufficient condition is given for a norm to define an extreme value distribution. Applications of this theorem includes a new proof for the bivariate case, the Pickands dependence function and the nested logistic model. Furthermore the GPD-Flow is introduced and first insights were given such that if it converges it converges against the copula of complete dependence.
N2 - Es ist wohlbekannt dass sich eine multivariate Extremwertverteilung mittels der D-Norm darstellen lässt. Jedoch liefert nicht jede Norm eine D-Norm. In dieser Arbeit wird eine notwendige und hinreichende Bedingung an eine Norm hergeleitet, so dass diese Norm eine Extremwertverteilung definiert. Anwendungen dieses Satzes sind unter anderem einer neuer Beweis für den bivariaten Fall, die Pickands Abhängigkeitsfunktion und das Nestes Logistic Model. Desweiteren wird der GPD-Fluss eingeführt und erste Untersuchungen wurden durchgeführt. Zum Beispiel die Tatsache, dass wenn der GPD-Fluss konvergiert, dann gegen die Copula der kompletten Abhängigkeit.
KW - Kopula
KW - Extremwertverteilung
KW - D-Norm
KW - multivariate Extreme Value Distribution
KW - GPD
KW - GPD-Flow
KW - Copula
Y1 - 2009
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:bvb:20-opus-41347
ER -
TY - BOOK
A1 - Falk, Michael
A1 - Marohn, Frank
A1 - Michel, René
A1 - Hofmann, Daniel
A1 - Macke, Maria
A1 - Tewes, Bernward
A1 - Dinges, Peter
T1 - A First Course on Time Series Analysis : Examples with SAS
N2 - The analysis of real data by means of statistical methods with the aid of a software package common in industry and administration usually is not an integral part of mathematics studies, but it will certainly be part of a future professional work. The present book links up elements from time series analysis with a selection of statistical procedures used in general practice including the statistical software package SAS Statistical Analysis System). Consequently this book addresses students of statistics as well as students of other branches such as economics, demography and engineering, where lectures on statistics belong to their academic training. But it is also intended for the practician who, beyond the use of statistical tools, is interested in their mathematical background. Numerous problems illustrate the applicability of the presented statistical procedures, where SAS gives the solutions. The programs used are explicitly listed and explained. No previous experience is expected neither in SAS nor in a special computer system so that a short training period is guaranteed. This book is meant for a two semester course (lecture, seminar or practical training) where the first two chapters can be dealt with in the first semester. They provide the principal components of the analysis of a time series in the time domain. Chapters 3, 4 and 5 deal with its analysis in the frequency domain and can be worked through in the second term. In order to understand the mathematical background some terms are useful such as convergence in distribution, stochastic convergence, maximum likelihood estimator as well as a basic knowledge of the test theory, so that work on the book can start after an introductory lecture on stochastics. Each chapter includes exercises. An exhaustive treatment is recommended. This book is consecutively subdivided in a statistical part and an SAS-specific part. For better clearness the SAS-specific part, including the diagrams generated with SAS, always starts with a computer symbol, representing the beginning of a session at the computer, and ends with a printer symbol for the end of this session. This book is an open source project under the GNU Free Documentation License.
KW - Zeitreihenanalyse
KW - SAS
KW - Zeitreihenanalyse
KW - SAS
KW - Time series analyses
KW - SAS
Y1 - 2006
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:bvb:20-opus-16919
ER -
TY - BOOK
A1 - Falk, Michael
A1 - Marohn, Frank
A1 - Michel, René
A1 - Hofmann, Daniel
A1 - Macke, Maria
A1 - Tewes, Bernward
A1 - Dinges, Peter
T1 - A First Course on Time Series Analysis : Examples with SAS
N2 - The analysis of real data by means of statistical methods with the aid of a software package common in industry and administration usually is not an integral part of mathematics studies, but it will certainly be part of a future professional work. The present book links up elements from time series analysis with a selection of statistical procedures used in general practice including the statistical software package SAS Statistical Analysis System). Consequently this book addresses students of statistics as well as students of other branches such as economics, demography and engineering, where lectures on statistics belong to their academic training. But it is also intended for the practician who, beyond the use of statistical tools, is interested in their mathematical background. Numerous problems illustrate the applicability of the presented statistical procedures, where SAS gives the solutions. The programs used are explicitly listed and explained. No previous experience is expected neither in SAS nor in a special computer system so that a short training period is guaranteed. This book is meant for a two semester course (lecture, seminar or practical training) where the first two chapters can be dealt with in the first semester. They provide the principal components of the analysis of a time series in the time domain. Chapters 3, 4 and 5 deal with its analysis in the frequency domain and can be worked through in the second term. In order to understand the mathematical background some terms are useful such as convergence in distribution, stochastic convergence, maximum likelihood estimator as well as a basic knowledge of the test theory, so that work on the book can start after an introductory lecture on stochastics. Each chapter includes exercises. An exhaustive treatment is recommended. This book is consecutively subdivided in a statistical part and an SAS-specific part. For better clearness the SAS-specific part, including the diagrams generated with SAS, always starts with a computer symbol, representing the beginning of a session at the computer, and ends with a printer symbol for the end of this session. This book is an open source project under the GNU Free Documentation License.
KW - Zeitreihenanalyse
KW - SAS
KW - Zeitreihenanalyse
KW - SAS
KW - Time series analyses
KW - SAS
Y1 - 2005
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:bvb:20-opus-12593
ER -