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Titlebook: Higher Order Asymptotic Theory for Time Series Analysis; Masanobu Taniguchi Book 1991 Springer-Verlag Berlin Heidelberg 1991 Covariance ma

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发表于 2025-3-21 16:46:46 | 显示全部楼层 |阅读模式
书目名称Higher Order Asymptotic Theory for Time Series Analysis
编辑Masanobu Taniguchi
视频videohttp://file.papertrans.cn/427/426971/426971.mp4
丛书名称Lecture Notes in Statistics
图书封面Titlebook: Higher Order Asymptotic Theory for Time Series Analysis;  Masanobu Taniguchi Book 1991 Springer-Verlag Berlin Heidelberg 1991 Covariance ma
描述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 efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate time series analysis seems an important topic. In 1986 I visited Center for Mul­ tivariate Analysis, University of Pittsburgh. I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. I am very grateful to the late Professor P.R. Krishnaiah for his cooperation and kindness. In Japan my research was mainly performed in Hiroshima University. There is a research group of statisticians who are interested in the asymptotic expansions in statistics. Throughout this book I often used the asymptotic expansi
出版日期Book 1991
关键词Covariance matrix; Estimator; Likelihood; Time series; Variance; correlation
版次1
doihttps://doi.org/10.1007/978-1-4612-3154-7
isbn_softcover978-0-387-97546-7
isbn_ebook978-1-4612-3154-7Series ISSN 0930-0325 Series E-ISSN 2197-7186
issn_series 0930-0325
copyrightSpringer-Verlag Berlin Heidelberg 1991
The information of publication is updating

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发表于 2025-3-21 23:18:05 | 显示全部楼层
Book 1991Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third
发表于 2025-3-22 02:19:31 | 显示全部楼层
Higher Order Investigations for Testing Theory in Time Series Analysis,he sample size. We also derive the . type asymptotic expansion of the distribution of . under the sequence of alternatives..Then we compare the local powers of the LR, W, MW and R tests on the basis of their asymptotic expansions.
发表于 2025-3-22 08:02:22 | 显示全部楼层
Higher Order Asymptotic Theory for Multivariate Time Series, . will be given. In Section 6.2 we shall derive the asymptotic expansions for certain functions of the sample canonical correlations in multivariate time series. The contents of this chapter are mainly based on Taniguchi and Krishnaiah(1987).
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Validity of Edgeworth Expansions in Time Series Analysis,maximum likelihood estimator and the quasi-maximum likelihood estimator as special cases. Consider a Gaussian ARMA process with unknown parameter ., and let . be the generalized maximum likelihood estimator of .. Then we derive the Edgeworth expansion of the distribution of . up to third order, and prove its validity.
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ple sensor information in an efficient manner to detect and possi­ bly estimate the signals and their parameters present in the scene. The advantages of using an array in place of a single receiver have extended its applicability into many fields including radar, sonar, com­ munications, astronomy,
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Masanobu Taniguchin­ fluenced by programming languages and systems. More‘s Army Theory was the basis for NIAL and APL2 and Mullin‘s A Mathematics of A rmys(MOA) , is being used as an algebra of arrays in functional and A-calculus based pro­ gramming languages. MOA was influenced by Iverson‘s initial and extended alge
发表于 2025-3-23 02:19:41 | 显示全部楼层
Masanobu Taniguchiurn activated via phosphorylation by MAPKK kinases (MAPKKKs). The cells ensure the specificity of signaling in these cascades by employing a variety of scaffolding proteins that bind matching MAPKKKs, MAPKKs, and MAPKs. All four vertebrate arrestin subtypes bind JNK3, but only arrestin-3 serves as a
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Masanobu Taniguchi bind to only very few receptors, i.e., rhodopsin and the color opsins, respectively. In contrast, the ubiquitously expressed nonvisual variants β-arrestin1 and 2 bind to a large number of receptors in a fairly nonspecific manner. This binding requires two triggers, agonist activation and receptor p
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