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22 produkter
Asymptotic Theory of Statistical Inference for Time Series
Av Masanobu Taniguchi, Yoshihide Kakizawa
Inbunden, 2000
1861 kr
Lägg i varukorg
There has been much demand for the statistical analysis of dependent ob servations in many fields, for example, economics, engineering and the nat ural sciences. A model that describes the probability structure of a se ries of dependent observations is called a stochastic process. The primary …
Higher Order Asymptotic Theory for Time Series Analysis
Häftad, 1991
552 kr
Lägg i varukorg
The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of …
Statistical Portfolio Estimation
Av Masanobu Taniguchi, Hiroshi Shiraishi m. fl.
Häftad, 2021
1017 kr
Lägg i varukorg
The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are …
Optimal Statistical Inference in Financial Engineering
Av Kenichiro Tamaki, Junichi Hirukawa m. fl.
E-bok, 2007
2967 kr
Lägg i varukorg
Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering …
Statistical Portfolio Estimation
Av Takashi Yamashita, Hiroko Kato Solvang m. fl.
E-bok, 2017
1195 kr
Lägg i varukorg
The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are …
Optimal Statistical Inference in Financial Engineering
Av Kenichiro Tamaki, Junichi Hirukawa m. fl.
E-bok, 2007
2976 kr
Lägg i varukorg
Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering …
Asymptotic Theory of Statistical Inference for Time Series
Av Yoshihide Kakizawa, Masanobu Taniguchi
E-bok, 2012
2428 kr
Lägg i varukorg
There has been much demand for the statistical analysis of dependent ob servations in many fields, for example, economics, engineering and the nat ural sciences. A model that describes the probability structure of a se ries of dependent observations is called a stochastic process. The primary …
Higher Order Asymptotic Theory for Time Series Analysis
E-bok, 2012
734 kr
Lägg i varukorg
The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book''s existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of …
Asymptotic Theory of Statistical Inference for Time Series
Av Masanobu Taniguchi, Yoshihide Kakizawa
Häftad, 2012
1861 kr
Lägg i varukorg
There has been much demand for the statistical analysis of dependent ob servations in many fields, for example, economics, engineering and the nat ural sciences. A model that describes the probability structure of a se ries of dependent observations is called a stochastic process. The primary …
Statistical Portfolio Estimation
Av Masanobu Taniguchi, Hiroshi Shiraishi m. fl.
Inbunden, 2017
2144 kr
Lägg i varukorg
The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are …
Statistical Portfolio Estimation
Av Takashi Yamashita, Hiroko Kato Solvang m. fl.
E-bok, 2017
1160 kr
Lägg i varukorg
The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are …
Optimal Statistical Inference in Financial Engineering
Av Masanobu Taniguchi, Junichi Hirukawa m. fl.
Inbunden, 2007
2842 kr
Lägg i varukorg
Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering …
Statistical Inference for Financial Engineering
Av Masanobu Taniguchi, Tomoyuki Amano m. fl.
Häftad, 2014
551 kr
Lägg i varukorg
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, …
Statistical Inference for Financial Engineering
Av Hiroyuki Taniai, Hiroaki Ogata m. fl.
E-bok, 2014
734 kr
Lägg i varukorg
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, …
Empirical Likelihood and Quantile Methods for Time Series
Efficiency, Robustness, Optimality, and Prediction
Av Yan Liu, Fumiya Akashi m. fl.
Häftad, 2018
607 kr
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This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite variance processes, not only from the point of view of efficiency but also from that of robustness and optimality by minimizing prediction error. This is …
Empirical Likelihood and Quantile Methods for Time Series
Efficiency, Robustness, Optimality, and Prediction
Av Masanobu Taniguchi, Fumiya Akashi m. fl.
E-bok, 2018
815 kr
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This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite variance processes, not only from the point of view of efficiency but also from that of robustness and optimality by minimizing prediction error. This is …
Diagnostic Methods in Time Series
Av Fumiya Akashi, Masanobu Taniguchi m. fl.
Häftad, 2021
716 kr
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This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. …
Diagnostic Methods in Time Series
Av Tomoyuki Amano, Anna Clara Monti m. fl.
E-bok, 2021
868 kr
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This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. …
Econometrics, Finance, and Time Series Analysis
Av Masanobu Taniguchi, Diane Pierret m. fl.
Häftad, 2026
551 kr
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This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is efficient and robust, and leads to a new perspective. A measure of …
Econometrics, Finance, and Time Series Analysis
Av Yujie Xue, Gautam Tripathi m. fl.
E-bok, 2026
755 kr
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This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is efficient and robust, and leads to a new perspective. A measure of …
ANOVA with Dependent Errors
Av Yuichi Goto, Hideaki Nagahata m. fl.
Häftad, 2023
551 kr
Lägg i varukorg
This book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical method for IID data proposed by R.A. Fisher to investigate factors and interactions of phenomena. In contrast, the methods developed in this book …
ANOVA with Dependent Errors
Av Xiaofei Xu, Anna Clara Monti m. fl.
E-bok, 2023
710 kr
Lägg i varukorg
This book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical method for IID data proposed by R.A. Fisher to investigate factors and interactions of phenomena. In contrast, the methods developed in this book …
