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Masanobu Taniguchi has written 5 work(s)

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Product Description: 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 prediction error...read more

Paperback:

9789811001512 | Springer Verlag, November 9, 2016, cover price $59.99 |

*About this edition:*This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.Hardcover:

9781466505605 | 1 edition (Chapman & Hall, July 15, 2014), cover price $119.95

Product Description: The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described...read more

Hardcover:

9780387950396 | Springer Verlag, September 1, 2000, cover price $229.00 |

*About this edition:*The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes.Paperback:

9781461270287 | Reprint edition (Springer Verlag, October 23, 2012), cover price $139.00 |

*About this edition:*The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes.Product Description: Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models...read more

Hardcover:

9781584885917 | 1 edition (Chapman & Hall, November 26, 2007), cover price $125.95 |

*About this edition:*Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field.Product Description: The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M...read more

Paperback:

9780387975467 | Springer Verlag, December 1, 1991, cover price $139.00 |

*About this edition:*The initial basis of this book was a series of my research papers, that I listed in References.
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