All ebooks by Masanobu Taniguchi in PDF and EPUB
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All ebooks by Masanobu Taniguchi in PDF and EPUB


3  Book(s)
Download this eBook Diagnostic Methods in Time Series
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Diagnostic Methods in Time Series


Fumiya Akashi , Tomoyuki Amano , Anna Clara Monti , Masanobu Taniguchi


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 cover systematic approaches and widely applicable results for nonstandard models including...

Publication date: 2021-06-08
Format: PDF, ePub
Publisher: Springer
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£54,99
Download this eBook Empirical Likelihood and Quantile Methods for Time Series
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Empirical Likelihood and Quantile Methods for Time Series


Fumiya Akashi , Yan Liu , Masanobu Taniguchi


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 point of view of efficiency but also from that of robustness and optimality by minimizing...

Publication date: 2018-12-05
Format: PDF, ePub
Publisher: Springer
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£49,99
Download this eBook Statistical Inference for Financial Engineering
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Statistical Inference for Financial Engineering


Tomoyuki Amano , Hiroaki Ogata , Hiroyuki Taniai , Masanobu Taniguchi


?This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g....

Publication date: 2014-03-26
Format: ePub
Publisher: Springer
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£44,99

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