Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that...
Published April 16th 2015 by Chapman and Hall/CRC
Bridging the gap between theory and practice for modern statistical model building, Introduction to General and Generalized Linear Models presents likelihood-based techniques for statistical modelling using various types of data. Implementations using R are provided throughout the text, although...
Published November 9th 2010 by CRC Press
With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the...
Published November 28th 2007 by Chapman and Hall/CRC