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

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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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Validity of Edgeworth Expansions in Time Series Analysis,n required. Götze and Hipp(1983) showed that formal Edgeworth expansions are valid for sums of weakly dependent vectors. Durbin(1980a) and Taniguchi(1984) showed the validity of Edgeworth expansions of statistics derived from observations which are not necessarily independent and identically distrib

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Higher Order Asymptotic Sufficiency, Asymptotic Ancillarity in Time Series Analysis,y distributed, several works discussed the asymptotic sufficiency along the following directions. For an appropriate estimator . we define ., where . (.) is the Fisher information and L.(X.,.) ) is the derivative of the log-likelihood with respect to .. Then LeCam(1956) showed that t. is asymptotica

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Higher Order Investigations for Testing Theory in Time Series Analysis,othesis . . against the alternative .: .. For this problem we propose a class of tests S, which contains the likelihood ratio (LR), Wald (W), modified Wald (MW) and Rao (R) tests as special cases. Then we derive the . type asymptotic expansion of the distribution of . ∈ S up to order ., where . is t

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Higher Order Asymptotic Theory for Multivariate Time Series,y process with zero mean. For a partial realization {X(1),…, X(.)}, define the sample covariance matrix by.’. We are interested in the eigenvalues of . because they play a fundamental role in multivariate analysis. Then the asymptotic expansion for the distribution of functions of the eigenvalues of

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