Genshiro Kitagawa: 2 books
by Yoko Tanokura, Genshiro Kitagawa
Language: English
Release Date: January 7, 2016
Language: English
Release Date: January 7, 2016
This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index...
Time Series Modeling for Analysis and Control
Advanced Autopilot and Monitoring Systems
Language: English
Release Date: March 19, 2015
This book presents multivariate time series methods for the analysis and optimal control of feedback systems. Although ships’ autopilot systems are considered through the entire book, the methods set forth in this book can be applied to many other complicated, large, or noisy feedback control systems...