| 书目名称 | Research Papers in Statistical Inference for Time Series and Related Models | | 副标题 | Essays in Honor of M | | 编辑 | Yan Liu,Junichi Hirukawa,Yoshihide Kakizawa | | 视频video | | | 概述 | Includes contributions by distinguished researchers in the field to this valuable collection.Comprises a compilation of methodologies for a wide variety of statistical models based on profound theory. | | 图书封面 |  | | 描述 | .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, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes..The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodol | | 出版日期 | Book 2023 | | 关键词 | Time Series Analysis; Statistical Inference; Asymptotic Theory; Estimation Theory; Statistical Hypothesi | | 版次 | 1 | | doi | https://doi.org/10.1007/978-981-99-0803-5 | | isbn_softcover | 978-981-99-0805-9 | | isbn_ebook | 978-981-99-0803-5 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
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发表于 2025-3-21 19:03:14
