LIBROS DEL AUTOR: masanobu taniguchi

10 resultados para LIBROS DEL AUTOR: masanobu taniguchi

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  • ANOVA with Dependent Errors
    Hideaki Nagahata / Masanobu Taniguchi / Yuichi Goto
    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 apply to time series data. Testing theory of the homogeneity of groups is presented...
    Disponible

    61,88 €

  • ANOVA with Dependent Errors
    Hideaki Nagahata / Masanobu Taniguchi / Yuichi Goto
    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 apply to time series data. Testing theory of the homogeneity of groups is presented...
    Disponible

    48,71 €

  • Statistical Portfolio Estimation
    Hiroshi Shiraishi / Junichi Hirukawa / Masanobu Taniguchi
    This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced, including non-Gaussian stationary processes, nonlinear processes, nonstationary processes, and the book provides a framework for statistical inference using local asymptotic normality. < ...
    Disponible

    119,78 €

  • Diagnostic Methods in Time Series
    Anna Clara Monti / Fumiya Akashi / Masanobu Taniguchi
    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. The book begins by introducing a unified view of a portmanteau-type test based o...
    Disponible

    48,65 €

  • Diagnostic Methods in Time Series
    Anna Clara Monti / Fumiya Akashi / Masanobu Taniguchi
    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. The book begins by introducing a unified view of a portmanteau-type test based o...
    Disponible

    86,51 €

  • Empirical Likelihood and Quantile Methods for Time Series
    Fumiya Akashi / Masanobu Taniguchi / Yan Liu
    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 the first book to consider the generalized empirical likelihood applied to time ser...
    Disponible

    74,31 €

  • Statistical Inference for Financial Engineering
    Hiroaki Ogata / Masanobu Taniguchi / Tomoyuki Amano
    ​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, non-linear processes, long-memory processes, locally stationary processes etc. are introd...
    Disponible

    68,10 €

  • Asymptotic Theory of Statistical Inference for Time Series
    Masanobu Taniguchi / Yoshihide Kakizawa
    The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic proces...
    Disponible

    205,84 €

  • Asymptotic Theory of Statistical Inference for Time Series
    Masanobu Taniguchi / Yoshihide Kakizawa
    The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic proces...
    Disponible

    204,48 €

  • Higher Order Asymptotic Theory for Time Series Analysis
    Masanobu Taniguchi
    ...
    Disponible

    66,84 €