Författare: Tomoyuki Amano

Stöd
Dr. Masanobu Taniguchi is a professor at Waseda University. His work focuses on time series, general asymptotic theory and econometrics and he is a fellow of the Institute of Mathematical Statistics (USA). Dr. Tomoyuki Amano received his Ph D from Waseda University, Japan and is now an associate professor at the Faculty of Economics, Wakayama University, Japan. His research interests are in financial time series and function estimators for time series. Dr. Hiroaki Ogata is an assistant professor at the School of International Liberal Studies, Waseda University. He is currently researching empirical likelihood estimation methods in time series analysis, as well as in stable distributions. Dr. Hiroyuki Taniai completed his Ph D at Université Libre de Bruxelles and is now a research associate at the School of International Liberal Studies, Waseda University. His research interests include semiparametric inference, quantile regression and their applications in finance.




2 E-böcker av Tomoyuki Amano

Masanobu Taniguchi & Tomoyuki Amano: Statistical Inference for Financial Engineering
​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 t …
PDF
Engelska
€53.49
Fumiya Akashi & Masanobu Taniguchi: Diagnostic Methods in Time Series
This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic ap …
PDF
Engelska
€69.54