Taniguchi, Masanobu
Libros de: Taniguchi, Masanobu
Mostrando 2 libros encontrados. (1 páginas).
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Empirical Likelihood and Quantile Methods for Time Series "Efficiency, Robustness, Optimality, and Prediction"
Akashi, Fumiya Liu, Yan Taniguchi, Masanobu
Springer Verlag (2018)
- EAN: 9789811001512
- Páginas: 136
- Fecha de edición: 2018
pvp.59,95 €
Disponible entre 3 y 7 días
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 ...
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Statistical Inference for Financial Engineering
Taniguchi, Masanobu
Springer Verlag (2014)
- EAN: 9783319034966
- Páginas: 128
- Fecha de edición: 2014
pvp.57,20 €
Disponible entre 11 y 20 dias
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. ...