Advances in theoretical and applied statistics
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| 245 | 1 | 0 | |a Advances in theoretical and applied statistics |c Nicola Torelli ... (eds.) |
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| adam_text | IMAGE 1
CONTENTS
PART I STATISTICAL THEORY 1 DEFAULT PRIORS BASED ON PSEUDO-LIKELIHOODS
FOR THE POISSON-GPD MODEL 3
STEFANO CABRAS ]. 1 INTRODUCTION 4
1.2 MATCHING PRIORS FROM PSEUDO-LIKELIHOODS UNDER ORTHOGONAL
PARAMETRIZATION 5
1.3 MATCHING PRIORS FOR PARAMETERS IN THE POISSON-GPD MODEL 7
1.4 AN APPLICATION TO HYDROLOGY 9
1.5 CONCLUDING REMARKS 10
REFERENCES 11
2 ROBUSTNESS, DISPERSION, AND LOCAL FUNCTIONS IN DATA DEPTH 13
MARIO ROMANAZZI AND CLAUDIO AGOSTINELLI 2.1 INTRODUCTION 13
2.2 ROBUSTNESS 14
2.3 MULTIVARIATE DISPERSION 16
2.4 LOCAL DEPTH 17
2.5 DISCUSSION 21
REFERENCES 22
3 NEW DISTRIBUTION-FREE PLOTTING POSITION THROUGH AN APPROXIMATION TO
THE BETA MEDIAN 23
PASQUALE ERTO AND ANTONIO LEPORE 3.1 INTRODUCTION 23
3.2 THE PROPOSED AXIOMATIC APPROACH 24
3.3 FINDINGS AND CONCLUSION 26
REFERENCES 27
4 ON GAUSSIAN COMPOUND POISSON TYPE LIMITING LIKELIHOOD RATIO PROCESS 29
SERGUEI DACHIAN AND ILIA NEGRI 4.1 INTRODUCTION 30
4.2 ASYMPTOTICS OF THE LIMITING LIKELIHOOD RATIO 32
IX
HTTP://D-NB.INFO/1027871798
IMAGE 2
CONTENTS
4.3 PROOFS OF THE LEMMAS 34
4.4 FINAL REMARKS 38
REFERENCES 38
5 ARCHETYPAL SYMBOLIC OBJECTS 41
M.R. D ESPOSITO, F. PALUMBO, AND G. RAGOZINI 5.1 INTRODUCTION 41
5.2 ARCHETYPAL ANALYSIS IN A NUTSHELL 43
5.3 ARCHETYPES AND SOS 45
5.4 AN ILLUSTRATIVE EXAMPLE 46
REFERENCES 48
6 LORENZ ZONOIDS AND DEPENDENCE MEASURES: A PROPOSAL 51
EMANUELA RAFFINETTI AND PAOLO GIUDICI 6.1 INTRODUCTION 52
6.2 DEPENDENCE MEASURES BASED ON LORENZ ZONOIDS 53
6.3 CONCLUSIONS 60
REFERENCES 60
7 ALGEBRAIC GENERATION OF ORTHOGONAL FRACTIONAL FACTORIAL DESIGNS... 61
ROBERTO FONTANA AND GIOVANNI PISTONE 7.1 INTRODUCTION 62
7.2 FULL FACTORIAL DESIGN AND FRACTIONS OF A FULL FACTORIAL DESIGN - 62
7.3 COUNTING FUNCTIONS AND STRATA 63
7.4 GENERATION OF FRACTIONS 65
7.5 SAMPLING 68
7.6 CONCLUSIONS 70
REFERENCES 71
PART II METHODS FOR TIME SERIES, SPATIAL AND FUNCTIONAL DATA
8 A FUNCTIONAL SPATIO-TEMPORAL MODEL FOR GEOMETRIC SHAPE ANALYSIS 75
LARA FONTANELLA, LUIGI IPPOLITI, AND PASQUALE VALENTINI 8.1 INTRODUCTION
75
8.2 THE DATA 76
8.3 THE DRIFT-DRIFT MODEL 77
8.4 MODELLING FACIAL EXPRESSIONS 80
8.5 DISCUSSION 84
REFERENCES 85
9 VECTOR THRESHOLD MOVING AVERAGE MODELS: MODEL SPECIFICATION AND
INVERTIBILITY 87
MARCELLA NIGLIO AND COSIMO DAMIANO VITALE 9.1 INTRODUCTION 87
9.2 THE THRESHOLD VECTOR MOVING AVERAGE MODEL 88
IMAGE 3
CONTENTS
9.3 THE TVMA INVERTIBILITY 91
9.4 EXAMPLES 94
9.5 CONCLUSIONS 97
REFERENCES 98
10 A REGIONALIZATION METHOD FOR SPATIAL FUNCTIONAL DATA BASED ON
VARIOGRAM MODELS: AN APPLICATION ON ENVIRONMENTAL DATA 99
ELVIRA ROMANO, ANTONIO BALZANELLA, AND ROSANNA VERDE 10.1 INTRODUCTION
AND PROBLEMATIC 99
10.2 SPATIAL VARIABILITY MEASURES FOR GEOSTATISTICAL FUNCTIONAL DATA 101
10.3 A VARIOGRAM-BASED DYNAMIC CLUSTERING APPROACH 103
10.4 APPLICATION 104
10.5 CONCLUSION 107
REFERENCES 108
11 SPECTRAL DECOMPOSITION OF THE AR METRIC 109
MARIA IANNARIO AND DOMENICO PICCOLO 11.1 INTRODUCTION 109
11.2 FOUNDATIONS FOR THE AR METRIC 110
11.3 FREQUENTIAL ANALYSIS OF THE AR METRIC 112
11.4 DISCUSSION OF SOME SPECIFIC DECOMPOSITIONS 113
11.5 CONCLUDING REMARKS 116
REFERENCES 117
12 NONLINEAR NONSTATIONARY MODEL BUILDING BY GENETIC ALGORITHMS 119
FRANCESCO BATTAGLIA AND MATTHEOS K. PROTOPAPAS 12.1 INTRODUCTION 119
12.2 THE MODEL AND ESTIMATES 120
12.3 GENETIC ALGORITHMS 122
12.4 APPLICATION: DOW JONES INDEX 124
REFERENCES 127
13 USING THE AUTODEPENDOGRAM IN MODEL DIAGNOSTIC CHECKING 129 LUCA
BAGNATO AND ANTONIO PUNZO 13.1 INTRODUCTION 129
13.2 THE AUTODEPENDOGRAM APPLIED TO RESIDUALS 130
13.3 SIMULATION STUDY 133
13.4 A REAL APPLICATION TO FINANCIAL DATA 134
13.5 CONCLUDING REMARKS : 138
REFERENCES 138
IMAGE 4
XII CONTENTS
PART III STATISTICAL MODELLING AND DATA ANALYSIS
14 REFINED ESTIMATION OF A LIGHT TAIL: AN APPLICATION TO ENVIRONMENTAL
DATA 143
M. IVETTE GOMES, LI GIA HENRIQUES-RODRIGUES, AND FREDERICO CAEIRO 14.1
INTRODUCTION AND OUTLINE OF THE PAPER 143
14.2 PRELIMINARY RESULTS IN EVT 144
14.3 SEMI-PARAMETRIC ESTIMATION OF SOME PARAMETERS OF RARE EVENTS 145
14.4 ADAPTIVE CHOICE OF THE TUNING PARAMETERS UNDER PLAY 147
14.5 APPLICATIONS TO SIMULATED AND ENVIRONMENTAL DATA SETS 149
REFERENCES 152
15 MODEL-BASED CLASSIFICATION OF CLUSTERED BINARY DATA WITH
NON-IGNORABLE MISSING VALUES 155
FRANCESCO LAGONA 15.1 INTRODUCTION 155
15.2 A TWO-LEVELS HIERARCHICAL LOGISTIC REGRESSION 157
15.3 ESTIMATION 158
15.4 APPLICATION 161
REFERENCES 164
16 A MODEL FOR CORRELATED PAIRED COMPARISON DATA 167
MANUELA CATTELAN AND CRISTIANO VARIN 16.1 PAIRED COMPARISON DATA 167
16.2 MIXED EFFECTS MODELS FOR PAIRED COMPARISON DATA 168
16.3 PAIRWISE LIKELIHOOD INFERENCE 170
16.4 APPLICATIONS 172
16.5 DISCUSSION 175
REFERENCES 176
17 CLOSED SKEW NORMAL STOCHASTIC FRONTIER MODELS FOR PANEL DATA 177
ROBERTO COLOMBI 17.1 INTRODUCTION 177
17.2 A STOCHASTIC FRONTIER MODEL FOR PANEL DATA 178
17.3 LOG LIKELIHOOD OF THE CLOSED SKEW NORMAL STOCHASTIC FRONTIER 179
17.4 PREDICTION OF THE RANDOM COMPONENTS 182
17.5 AN ALTERNATIVE SPECIFICATION OF THE TIME DEPENDENT RANDOM
INEFFICIENCY 183
17.6 EXAMPLES . 184
REFERENCES 186
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CONTENTS XIII
18 HOW FAR CAN MAN GO? 187
ISABEL FRAGA ALVES, LAURENS DE HAAN, AND CLAUDIA NEVES 18.1 INTRODUCTION
188
18.2 GUMBEL DOMAIN OF ATTRACTION AND FINITE RIGHT ENDPOINT 188
18.3 ESTIMATION OF THE RIGHT ENDPOINT IN GUMBEL DOMAIN 191
18.4 LONG JUMP MEN OUTDOORS: HOW FAR? 193
REFERENCES 197
19 JOINT MODELING OF LONGITUDINAL AND TIME-TO-EVENT DATA: CHALLENGES AND
FUTURE DIRECTIONS 199
DIMITRIS RIZOPOULOS 19.1 INTRODUCTION 199
19.2 JOINT MODELING FRAMEWORK 200
19.3 CONNECTION WITH THE MISSING DATA FRAMEWORK 204
19.4 MAYO CLINIC PRIMARY BILIARY CIRRHOSIS DATA 205
19.5 CONCLUSION 207
REFERENCES 208
20 A CLASS OF LINEAR REGRESSION MODELS FOR IMPRECISE RANDOM ELEMENTS 211
RENATO COPPI, MARIA BRIGIDA FERRARO, AND PAOLO GIORDANI 20.1
INTRODUCTION 211
20.2 PRELIMINARIES 212
20.3 A REGRESSION MODEL WITH LR FUZZY RANDOM RESPONSE AND REAL
EXPLANATORY VARIABLES 214
20.4 A REGRESSION MODEL WITH LR FUZZY RANDOM RESPONSE AND EXPLANATORY
VARIABLES 215
20.5 GOODNESS OF FIT 216
20.6 AN APPLICATION 218
20.7 CONCLUDING REMARKS 219
REFERENCES 220
21 A MODEL-BASED DIMENSION REDUCTION APPROACH TO CLASSIFICATION OF GENE
EXPRESSION DATA 221
LUCA SCRUCCA AND AVNER BAR-HEN 21.1 INTRODUCTION 222
21.2 METHODS 223
21.3 LEUKEMIA DATA 227
REFERENCES 229
22 EXPLOITING MULTIVARIATE OUTCOMES IN BAYESIAN INFERENCE FOR CAUSAL
EFFECTS WITH NONCOMPLIANCE 231
ALESSANDRA MATTEI, FABRIZIA MEALLI, AND BARBARA PACINI 22.1 INTRODUCTION
231
22.2 BAYESIAN INFERENCE FOR CAUSAL ESTIMANDS WITH NONCOMPLIANCE... 233
IMAGE 6
XIV CONTENTS
22.3 AN APPLICATION TO ARTIFICIAL DATA 236
22.4 DISCUSSION 240
REFERENCES 240
23 FUZZY COMPOSITE INDICATORS: AN APPLICATION FOR MEASURING CUSTOMER
SATISFACTION 243
SERGIO ZANI, MARIA ADELE MILIOLI, AND ISABELLA MORLINI 23.1 INTRODUCTION
243
23.2 FUZZY TRANSFORMATIONS OF THE VARIABLES 244
23.3 WEIGHTING AND AGGREGATION OF THE VARIABLES 246
23.4 A FUZZY INDICATOR OF CUSTOMER SATISFACTION 248
REFERENCES 252
PART IV SURVEY METHODOLOGY AND OFFICIAL STATISTICS
24 SYMMETRIC ASSOCIATION MEASURES IN EFFECT-CONTROL SAMPLING 257
RICCARDO BORGONI, DONATA MARASINI, AND PIERO QUATTO 24.1 INTRODUCTION
257
24.2 EFFECT-CONTROL SAMPLING 258
24.3 SYMMETRIC ASSOCIATION MEASURES 259
24.4 HOMOGENEITY HYPOTHESIS 260
24.5 OPTIMAL DESIGNS 261
24.6 A NORMALIZED SYMMETRIC MEASURE OF ASSOCIATION 263
24.7 A SIMULATION STUDY 265
REFERENCES 267
25 SPATIAL MISALIGNMENT MODELS FOR SMALL AREA ESTIMATION: A SIMULATION
STUDY 269
MATILDE TREVISANI AND ALAN GELFAND 25.1 INTRODUCTION 270
25.2 REGRESSION-ONLY ATOM MODELS FOR SAE 270
25.3 A POINT LEVEL VERSION 273
25.4 SAE VIA SOLAE/SOLAE ATOM MODELS 274
25.5 A SIMULATION STUDY 275
25.6 CONCLUDING REMARKS 278
REFERENCES 278
26 SCRAMBLED RESPONSE MODELS BASED ON AUXILIARY VARIABLES 281 PIER
FRANCESCO PERRI AND GIANCARLO DIANA 26.1 INTRODUCTION 281
26.2 A CLASS OF ESTIMATORS FOR THE SENSITIVE MEAN 283
26.3 RESPONDENT PRIVACY PROTECTION 286
26.4 COMPARISONS : 287
26.5 DISCUSSION AND FINAL REMARKS 289
REFERENCES 290
IMAGE 7
CONTENTS XV
27 USING AUXILIARY INFORMATION AND NONPARAMETRIC METHODS
IN WEIGHTING ADJUSTMENTS 293
EMILIA ROCCO 27.1 INTRODUCTION 293
27.2 FRAMEWORK FOR THE SAMPLING DESIGN AND RESPONSE MODEL 295 27.3
WEIGHTING NONRESPONSE ADJUSTMENTS AND BIAS-VARIANCE TRADE-OFF 296
27.4 SIMULATION STUDY 299
27.5 CONCLUSIONS 301
REFERENCES 302
28 OPEN SOURCE INTEGER LINEAR PROGRAMMING SOLVERS FOR ERROR LOCALIZATION
IN NUMERICAL DATA 303
GIANPIERO BIANCHI, RENATO BRUNI, AND ALESSANDRA REALE 28.1 INTRODUCTION
303
28.2 THE STRUCTURE OF THE INTEGER LINEAR PROGRAMMING PROBLEMS 305 28.3
OVERVIEW ON OPEN SOURCE SOLVERS 307
28.4 COMPUTATIONAL EXPERIENCE 309
28.5 CONCLUSIONS 312
REFERENCES 312
29 INTEGRATING BUSINESS SURVEYS 315
MARIA CATERINA BRAMATI 29.1 INTRODUCTION: WHY INTEGRATION? 315
29.2 THE VARIABLE-ORIENTED APPROACH 318
29.3 CLASSIFICATION ISSUES 320
29.4 CONCLUSIONS 324
REFERENCES 324
PART V SOCIAL STATISTICS AND DEMOGRAPHY
30 A MEASURE OF POVERTY BASED ON THE RASCH MODEL 327
MARIA CRISTIANA MARTINI AND CRISTIANO VANIN 30.1 A RASCH MODEL TO
MEASURE POVERTY 327
30.2 APPLICATION TO SURVEY DATA 329
30.3 VALIDATION OF THE POVERTY SCALE 333
30.4 FINAL REMARKS AND FUTURE PERSPECTIVES 336
REFERENCES 337
31 CHRONIC POVERTY IN EUROPEAN MEDITERRANEAN COUNTRIES 339
DARIA MENDOLA AND ANNALISA BUSETTA 31.1 INTRODUCTION 339
31.2 THEORETICAL BACKGROUND : 340
31.3 DATA AND METHODS 341
31.4 CHRONIC POVERTY AMONG YOUNG SOUTHERN EUROPEANS 344
IMAGE 8
XVI CONTENTS
31.5 CONCLUSION 348
REFERENCES 349
32 DO UNION FORMATION AND CHILDBEARING IMPROVE SUBJECTIVE WELL-BEING? AN
APPLICATION OF PROPENSITY SCORE MATCHING TO A BULGARIAN PANEL 351
EMILIANO SIRONI AND FRANCESCO C. BILLARI 32.1 INTRODUCTION 351
32.2 DATA 352
32.3 ESTIMATION STRATEGY 354
32.4 RESULTS 357
32.5 MATCHING DETAILS AND ROBUSTNESS CHECKS 358
32.6 CONCLUSIONS 359
REFERENCES 360
33 HEALTH AND FUNCTIONAL STATUS IN ELDERLY PATIENTS LIVING IN
RESIDENTIAL FACILITIES IN ITALY 361
GIULIA CAVRINI, CLAUDIA DI PRIAMO, LORELLA SICURO, ALESSANDRA BATTISTI,
ALESSANDRO SOLIPACA, AND GIOVANNI DE GIROLAMO 33.1 INTRODUCTION 362
33.2 DATA AND METHODS 363
33.3 RESULTS 365
33.4 CONCLUSION 370
REFERENCES 370
34 DEMENTIA IN THE ELDERLY: HEALTH CONSEQUENCES ON HOUSEHOLD MEMBERS 371
V. EGIDI, M.A. SALVATORE, L. GARGIULO, L. IANNUCCI, G. SEBASTIANI, AND
A. TINTO 34.1 INTRODUCTION 371
34.2 DATA SOURCES AND DEFINITIONS 373
34.3 RESULTS 374
34.4 DISCUSSION AND CONCLUSIONS 378
REFERENCES 380
35 ASSET OWNERSHIP OF THE ELDERLY ACROSS EUROPE: A MULTILEVEL LATENT
CLASS ANALYSIS TO SEGMENT COUNTRIES AND HOUSEHOLDS 383
OMAR PACCAGNELLA AND ROBERTA VARRIALE 35.1 INTRODUCTION 384
35.2 DATA 385
35.3 THE MULTILEVEL LATENT CLASS ANALYSIS 386
35.4 EMPIRICAL APPLICATION 388
35.5 CONCLUSIONS 391
REFERENCES 392
IMAGE 9
CONTENTS XVII
36 THE LONGEVITY PATTERN IN EMILIA ROMAGNA, ITALY: A
SPATIO-TEMPORAL ANALYSIS 395
GIULIA ROLI, ROSSELLA MIGLIO, ROSELLA RETTAROLI, AND ALESSANDRA SAMOGGIA
36.1 INTRODUCTION 395
36.2 AREA, DATA, AND INDICATORS 396
36.3 METHODS 397
36.4 MODEL COMPARISON 398
36.5 RESULTS AND DISCUSSION 399
36.6 CONCLUSIONS 403
REFERENCES 404
37 MATERIAL DEPRIVATION AND INCIDENCE OF LUNG CANCER: A CENSUS BLOCK
ANALYSIS 407
LAURA GRISOTTO, DOLORES CATELAN, AND ANNIBALE BIGGERI 37.1 INTRODUCTION
408
37.2 DATA 408
37.3 METHODS 409
37.4 RESULTS 411
37.5 DISCUSSION AND CONCLUSIONS 414
REFERENCES 415
38 MINING ADMINISTRATIVE HEALTH DATABASES FOR EPIDEMIOLOGICAL PURPOSES:
A CASE STUDY ON ACUTE MYOCARDIAL INFARCTIONS DIAGNOSES 417
FRANCESCA LEVA, ANNA MARIA PAGANONI, AND PIERCESARE SECCHI 38.1
INTRODUCTION 417
38.2 DATA MINING DISCHARGE DATA ON ACUTE MYOCARDIAL INFARCTIONS 418 38.3
CONCLUSIONS AND FURTHER DEVELOPMENTS 424
REFERENCES 425
PART VI ECONOMIC STATISTICS AND ECONOMETRICS
39 FRACTIONAL INTEGRATION MODELS FOR ITALIAN ELECTRICITY ZONAL PRICES .
. . 4 2 9 ANGELICA GIANFREDA AND LUIGI GROSSI 39.1 INTRODUCTION AND
LITERATURE REVIEW 429
39.2 THE ITALIAN ZONAL MARKET: STRUCTURE, TECHNOLOGIES, CONCENTRATION,
AND CONGESTIONS 431
39.3 MODEL SPECIFICATIONS AND EMPIRICAL RESULTS 435
39.4 CONCLUSIONS 439
REFERENCES 439
40 A GENERALIZED COMPOSITE INDEX BASED ON THE NON-SUBSTITUTABILITY OF
INDIVIDUAL INDICATORS 441
MATTEO MAZZIOTTA AND ADRIANO PARETO 40.1 INTRODUCTION 441
40.2 STEPS TOWARDS THE SYNTHESIS OF INDICATORS 442
IMAGE 10
XVIII
CONTENTS
40.3 THE COMPOSITE INDEX 443
40.4 AN APPLICATION TO REAL DATA 446
40.5 CONCLUDING REMARKS 453
REFERENCES 453
41 EVALUATING THE EFFICIENCY OF THE ITALIAN UNIVERSITY EDUCATIONAL
PROCESSES THROUGH FRONTIER PRODUCTION METHODS 455 LUIGI BIGGERI, TIZIANA
LAURETI, AND LUCA SECONDI 41.1 INTRODUCTION 455
41.2 FROM PARTIAL EFFICIENCY INDICATORS TO COMPARABLE TECHNICAL
EFFICIENCY INDICATORS 456
41.3 DATA AND MODEL SPECIFICATION 458
41.4 ESTIMATION RESULTS 459
41.5 COMPARABLE EFFICIENCY INDICATORS VERSUS USUAL INDICATORS 463 41.6
CONCLUDING REMARKS 464
REFERENCES 464
42 MODELING AND FORECASTING REALIZED RANGE VOLATILITY 467
MASSIMILIANO CAPORIN AND GABRIEL G. VELO 42.1 INTRODUCTION 468
42.2 DATA AND CORRECTION PROCEDURE 469
42.3 MODELS FOR THE OBSERVED VOLATILITY SEQUENCES 471
42.4 ESTIMATION AND FORECAST RESULTS 472
42.5 CONCLUSIONS AND FUTURE STEPS 476
REFERENCES 477
43 CLUSTERS AND EQUIVALENCE SCALES 479
GUSTAVO DE SANDS AND MAURO MALTAGLIATI 43.1 EQUIVALENCE SCALES: A DEAD
END? 479
43.2 A POSSIBLE SOLUTION: CLUSTERS 481
43.3 ESTIMATING THE VARIANCE OF OUR EQUIVALENCE SCALE 482
43.4 AN EMPIRICAL APPLICATION TO ITALIAN DATA ON CONSUMPTION 483 43.5
MAIN RESULTS 484
43.6 DISCUSSION 487
REFERENCES 488
44 THE DETERMINANTS OF INCOME DYNAMICS 489
GUSTAVO DE SANTIS AND GIAMBATTISTA SALINARI 44.1 HOUSEHOLD INCOME
DYNAMICS AND THE PROBLEM OF HETEROSCEDASTICITY 489
44.2 GIBRAT S MODEL: TRADITIONAL AND MODIFIED VERSION 490
44.3 SHIW DATA 492
44.4 A REGRESSION ANALYSIS OF INCOME DYNAMICS 494
44.5 INCOME DYNAMICS FROM GIBRAT S PERSPECTIVE 496
44.6 CONCLUSIONS 497
REFERENCES 498
IMAGE 11
CONTENTS XIX
45 BENCHMARKING AND MOVEMENT PRESERVATION:
EVIDENCES FROM REAL-LIFE AND SIMULATED SERIES 499
TOMMASO DI FONZO AND MARCO MARINI 45.1 INTRODUCTION 500
45.2 TWO BENCHMARKING PROCEDURES 500
45.3 EVIDENCES FROM ARTIFICIAL AND REAL TIME SERIES 503
45.4 THE SIMULATION EXERCISE 505
APPENDIX. NON-SINGULARITY OF THE COEFFICIENT MATRIX OF SYSTEM (45.2) 508
REFERENCES 509
46 CUMULATION OF POVERTY MEASURES TO MEET NEW POLICY NEEDS 511 VIJAY
VERMA, FRANCESCA GAGLIARDI, AND CATERINA FERRETTI 46.1 CONTEXT AND SCOPE
511
46.2 CUMULATION OVER WAVES IN A ROTATIONAL PANEL DESIGN 513
46.3 GAIN IN PRECISION FROM CUMULATION OVER SURVEY WAVES 514
46.4 VARIANCE AND DESIGN EFFECTS 517
46.5 ILLUSTRATIVE APPLICATIONS OF CUMULATION AT THE REGIONAL LEVEL 519
REFERENCES 521
47 LONG MEMORY IN INTEGRATED AND REALIZED VARIANCE 523
EDUARDO ROSSI AND PAOLO SANTUCCI DE MAGISTRIS 47.1 INTRODUCTION 523
47.2 LONG MEMORY IN INTEGRATED VARIANCE 524
47.3 THE DISCRETIZATION ERROR 525
47.4 CONCLUSIONS 528
REFERENCES 529
|
| any_adam_object | 1 |
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| bvnumber | BV041352185 |
| ctrlnum | (OCoLC)859017920 (DE-599)DNB1027871798 |
| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Soziologie Mathematik Wirtschaftswissenschaften |
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| genre | (DE-588)1071861417 Konferenzschrift 2010 Padua gnd-content |
| genre_facet | Konferenzschrift 2010 Padua |
| id | DE-604.BV041352185 |
| illustrated | Illustrated |
| indexdate | 2024-12-24T03:54:33Z |
| institution | BVB |
| isbn | 9783642355875 9783642355882 3642355870 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-026800739 |
| oclc_num | 859017920 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | XIX, 532 S. graph. Darst. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Springer |
| record_format | marc |
| series2 | Studies in theoretical and applied statistics |
| spellingShingle | Advances in theoretical and applied statistics Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)1071861417 |
| title | Advances in theoretical and applied statistics |
| title_auth | Advances in theoretical and applied statistics |
| title_exact_search | Advances in theoretical and applied statistics |
| title_full | Advances in theoretical and applied statistics Nicola Torelli ... (eds.) |
| title_fullStr | Advances in theoretical and applied statistics Nicola Torelli ... (eds.) |
| title_full_unstemmed | Advances in theoretical and applied statistics Nicola Torelli ... (eds.) |
| title_short | Advances in theoretical and applied statistics |
| title_sort | advances in theoretical and applied statistics |
| topic | Statistik (DE-588)4056995-0 gnd |
| topic_facet | Statistik Konferenzschrift 2010 Padua |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=4179913&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026800739&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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