Research Papers in Statistical Inference for Time Series and Related Models

Essays in Honor of Masanobu Taniguchi

Häftad, Engelska, 2024

AvYan Liu,Junichi Hirukawa,Yoshihide Kakizawa

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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.

Produktinformation

Utgivningsdatum2024-06-02
Mått155 x 235 x 33 mm
Vikt908 g
FormatHäftad
SpråkEngelska
Antal sidor570
FörlagSpringer Verlag, Singapore
ISBN9789819908059

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Matematisk statistik inom Naturvetenskap och teknik

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.