Sökt på: Böcker av Masanobu Taniguchi
totalt 17 träffar
Optimal Statistical Inference in Financial Engineering
Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is …
Higher Order Asymptotic Theory for Time Series Analysis
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 Theory of Statistical Inference for Time Series
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 …
Higher Order Asymptotic Theory for Time Series Analysis
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 …
Empirical Likelihood and Quantile Methods for Time Series
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 …
ANOVA with Dependent Errors
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 …
Statistical Inference for Financial Engineering
?This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In …
Statistical Inference for Financial Engineering
?This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In …
Statistical Portfolio Estimation
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 …
Empirical Likelihood and Quantile Methods for Time Series
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 …
Diagnostic Methods in Time Series
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 …
Statistical Portfolio Estimation
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 …