Asymptotic theory for time series analysis

• Taniguchi Masanobu

  School of Fundamental Science and Engineering, Waseda University

Bibliographic Information

Other Title

• 時系列解析の漸近理論
• ジケイレツ カイセキ ノ ゼンキン リロン

Journal

• SUGAKU

  SUGAKU 62 (2), 194-218, 2010

  The Mathematical Society of Japan

Keywords

• time series analysis
• asymptotic estimation theory
• local asymptotic normality
• optimal estimation
• discriminant analysis
• shrinkage estimator
• empirical likelihood
• portfolio estimation
• financial engineering

Details

• CRID: 1390282680042594944
• NII Article ID: 10026792646
• NII Article ID: 130004558908
• NII Book ID: AN00125036
• DOI: 10.11429/sugaku.0622194
• ISSN: 18836127
• ISSN: 0039470X
• MRID: 2641971
• NDL BIB ID: 10688967
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I10688967
• Text Lang: ja
• Data Source:
  • JaLC
  • NDL
  • CiNii Articles
  • KAKEN