Research Papers in Statistical Inference for Time Series and Related Models Essays in Honor of Masanobu Taniguchi /

This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integ...

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書誌詳細
団体著者:	SpringerLink (Online service)
その他の著者:	Liu, Yan (編集者), Hirukawa, Junichi (編集者), Kakizawa, Yoshihide (編集者)
フォーマット:	電子媒体 eBook
言語:	英語
出版事項:	Singapore : Springer Nature Singapore : Imprint: Springer, 2023.
版:	1st ed. 2023.
主題:	Time-series analysis. Mathematical statistics. Nonparametric statistics. Time Series Analysis. Parametric Inference. Non-parametric Inference. Mathematical Statistics.
オンライン･アクセス:	https://doi.org/10.1007/978-981-99-0803-5
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

目次:

Chapter 1. Frequency domain empirical likelihood method for infinite variance models
Chapter 2. Diagnostic testing for time series
Chapter 3. Statistical Inference for Glaucoma Detection
Chapter 4. On Hysteretic Vector Autoregressive Model with Applications
Chapter 5. Probabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression
Chapter 6. Exact topological inference on resting-state brain networks
Chapter 7. An Introduction to Geostatistics
Chapter 8. Relevant change points in high dimensional time series
Chapter 9. Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models
Chapter 10. Standard testing procedures for white noise and heteroskedasticity
Chapter 11. Estimation of Trigonometric Moments for Circular Binary Series
Chapter 12. Time series analysis with unsupervised learning
Chapter 13. Recovering the market volatility shocks in high-dimensional time series
Chapter14. Asymptotic properties of mildly explosive processes with locally stationary disturbance
Chapter 15. Multi-Asset Empirical Martingale Price Estimators for Financial Derivatives
Chapter 16. Consistent Order Selection for ARFIMA Processes
Chapter 17. Recursive asymmetric kernel density estimation for nonnegative data
Chapter 18. Fitting an error distribution in some heteroscedastic time series models
Chapter 19. Symbolic Interval-Valued Data Analysis for Time Series Based on Auto-Interval-Regressive Models
Chapter 20. ROBUST LINEAR INTERPOLATION AND EXTRAPOLATION OF STATIONARY TIME SERIES
Chapter 21. Non Gaussian models for fMRI data
Chapter 22. Robust inference for ordinal response models
Chapter 23. Change point problems for diffusion processes and time series models
Chapter 24. Empirical likelihood approach for time series
Chapter 25. Exploring the Dependence Structure Between Oscillatory Activities in Multivariate Time Series
Chapter 26. Projection-based nonparametric goodness-of-fit testing with functional data.

Research Papers in Statistical Inference for Time Series and Related Models Essays in Honor of Masanobu Taniguchi /

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