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Research Papers in Statistical Inference for Time Series and Related Models
Editor
Listed:
- Yan Liu(Waseda University, Faculty of Science and Engineering)Junichi Hirukawa(Niigata University, Faculty of Science)Yoshihide Kakizawa(Hokkaido University, Faculty of Economics and Business)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), 2023. "Research Papers in Statistical Inference for Time Series and Related Models," Springer Books, Springer, number 978-981-99-0803-5, March.
Handle: RePEc:spr:sprbok:978-981-99-0803-5
DOI: 10.1007/978-981-99-0803-5
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Book Chapters
The following chapters of this book are listed in IDEAS- Fumiya Akashi, 2023. "Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 1-23, Springer.
- Ngai Hang Chan & Yuxin Li & Tony Sit, 2023. "Excess Mean of Power Estimator of Extreme Value Index," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 25-82, Springer.
- Hao Lei & Kailiang Liu & Ying Chen, 2023. "Exclusive Topic Model," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 83-109, Springer.
- Victor De Oliveira, 2023. "A Simple Isotropic Correlation Family in $${\mathbb R}^3$$ R 3 with Long-Range Dependence and Flexible Smoothness," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 111-122, Springer.
- Christian Francq & Thomas Verdebout & Jean-Michel Zakoian, 2023. "Portmanteau Tests for Semiparametric Nonlinear Conditionally Heteroscedastic Time Series Models," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 123-153, Springer.
- Violetta Dalla & Liudas Giraitis & Murad S. Taqqu, 2023. "Parameter Estimation of Standard AR(1) and MA(1) Models Driven by a Non-I.I.D. Noise," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 155-172, Springer.
- Yuichi Goto, 2023. "Tests for a Structural Break for Nonnegative Integer-Valued Time Series," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 173-194, Springer.
- Marc Hallin & Hang Liu & Kanchan Mukherjee, 2023. "M-Estimation in GARCH Models in the Absence of Higher-Order Moments," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 195-219, Springer.
- Junichi Hirukawa & Shunsuke Sakai, 2023. "Rank Tests for Randomness Against Time-Varying MA Alternative," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 221-245, Springer.
- Yoshihide Kakizawa, 2023. "Asymptotic Expansions for Several GEL-Based Test Statistics and Hybrid Bartlett-Type Correction with Bootstrap," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 247-289, Springer.
- Fuxia Cheng & Hira L. Koul & Nao Mimoto & Narayana Balakrishna, 2023. "An Analog of the Bickel–Rosenblatt Test for Error Density in the Linear Regression Model," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 291-323, Springer.
- Yan Liu, 2023. "A Minimum Contrast Estimation for Spectral Densities of Multivariate Time Series," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 325-342, Springer.
- Tommaso Proietti & Alessandra Luati & Enzo D’Innocenzo, 2023. "Generalized Linear Spectral Models for Locally Stationary Processes," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 343-368, Springer.
- Anna Clara Monti & Pietro Scalera, 2023. "Tango: Music, Dance and Statistical Thinking," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 369-380, Springer.
- Ilia Negri, 2023. "Z-Process Method for Change Point Problems in Time Series," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 381-388, Springer.
- Hiroaki Ogata, 2023. "Copula Bounds for Circular Data," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 389-402, Springer.
- Anass El Yaagoubi & Hernando Ombao, 2023. "Topological Data Analysis for Directed Dependence Networks of Multivariate Time Series Data," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 403-417, Springer.
- Valentin Patilea & Hamdi Raïssi, 2023. "Orthogonal Impulse Response Analysis in Presence of Time-Varying Covariance," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 419-443, Springer.
- Elvezio Ronchetti, 2023. "Robustness Aspects of Optimal Transport," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 445-453, Springer.
- Shota Nakamura & Yasutaka Shimizu, 2023. "Estimating Finite-Time Ruin Probability of Surplus with Long Memory via Malliavin Calculus," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 455-474, Springer.
- Takayuki Shiohama, 2023. "Complex-Valued Time Series Models and Their Relations to Directional Statistics," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 475-496, Springer.
- Yasutaka Shimizu & Hiroshi Shiraishi, 2023. "Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative Lévy Process," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 497-517, Springer.
- David S. Stoffer, 2023. "Local Signal Detection for Categorical Time Series," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 519-538, Springer.
- Yuan Wang, 2023. "Topological Inference on Electroencephalography," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 539-553, Springer.
- Xiaofei Xu & Masanobu Taniguchi & Naoya Murata, 2023. "UMVU Estimation for Time Series," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 555-564, Springer.
- Yujie Xue & Masanobu Taniguchi, 2023. "A New Generalized Estimator for AR(1) Model Which Improves MLE Uniformly," Springer Books, in: Yan Liu & Junichi Hirukawa & Yoshihide Kakizawa (ed.), Research Papers in Statistical Inference for Time Series and Related Models, chapter 0, pages 565-570, Springer.
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