AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS
スポンサーリンク
概要
著者
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Taniguchi Masanobu
Department Of Applied Mathematics School Of Fundamental Science And Engineering Waseda University
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Masanobu Taniguchi
Department Of Mathematical Science Faculty Of Engineering Science Osaka University
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Tsuga Norihisa
Department of Mathematical Science, Faculty of Engineering Science, Osaka University
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Puri Madan
Department of Mathematics, Indiana University
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Puri Madan
Department Of Mathematics Indiana University
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Tsuga Norihisa
Department Of Mathematical Science Faculty Of Engineering Science Osaka University
関連論文
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- GENERALIZED INFORMATION CRITERIA IN MODEL SELECTION FOR LOCALLY STATIONARY PROCESSES(CELEBRATION VOLUME FOR AKAIKE)
- DYNAMIC PORTFOLIO OPTIMIZATION USING GENERALIZED DYNAMIC CONDITIONAL HETEROSKEDASTIC FACTOR MODELS
- RANK-BASED INFERENCE FOR MULTIVARIATE NONLINEAR AND LONG-MEMORY TIME SERIES MODELS
- AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS
- GENERALIZED INFORMATION CRITERIA IN MODEL SELECTION FOR LOCALLY STATIONARY PROCESSES
- GENERALIZED INFORMATION CRITERIA IN MODEL SELECTION FOR LOCALLY STATIONARY PROCESSES