Research Papers in Statistical Inference for Time Series and Related Models

Edited by Yan Liu (), Junichi Hirukawa () and Yoshihide Kakizawa ()

in Springer Books from Springer

Date: 2023
ISBN: 978-981-99-0803-5
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Chapters in this book:

Ch Chapter 1 Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models

Fumiya Akashi

Ch Chapter 10 Asymptotic Expansions for Several GEL-Based Test Statistics and Hybrid Bartlett-Type Correction with Bootstrap

Yoshihide Kakizawa

Ch Chapter 11 An Analog of the Bickel–Rosenblatt Test for Error Density in the Linear Regression Model

Fuxia Cheng, Hira L. Koul, Nao Mimoto and Narayana Balakrishna

Ch Chapter 12 A Minimum Contrast Estimation for Spectral Densities of Multivariate Time Series

Yan Liu

Ch Chapter 13 Generalized Linear Spectral Models for Locally Stationary Processes

Tommaso Proietti, Alessandra Luati and Enzo D’Innocenzo

Ch Chapter 14 Tango: Music, Dance and Statistical Thinking

Anna Clara Monti and Pietro Scalera

Ch Chapter 15 Z-Process Method for Change Point Problems in Time Series

Ilia Negri

Ch Chapter 16 Copula Bounds for Circular Data

Hiroaki Ogata

Ch Chapter 17 Topological Data Analysis for Directed Dependence Networks of Multivariate Time Series Data

Anass El Yaagoubi and Hernando Ombao

Ch Chapter 18 Orthogonal Impulse Response Analysis in Presence of Time-Varying Covariance

Valentin Patilea and Hamdi Raïssi

Ch Chapter 19 Robustness Aspects of Optimal Transport

Elvezio Ronchetti

Ch Chapter 2 Excess Mean of Power Estimator of Extreme Value Index

Ngai Hang Chan, Yuxin Li and Tony Sit

Ch Chapter 20 Estimating Finite-Time Ruin Probability of Surplus with Long Memory via Malliavin Calculus

Shota Nakamura and Yasutaka Shimizu

Ch Chapter 21 Complex-Valued Time Series Models and Their Relations to Directional Statistics

Takayuki Shiohama

Ch Chapter 22 Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative Lévy Process

Yasutaka Shimizu and Hiroshi Shiraishi

Ch Chapter 23 Local Signal Detection for Categorical Time Series

David S. Stoffer

Ch Chapter 24 Topological Inference on Electroencephalography

Yuan Wang

Ch Chapter 25 UMVU Estimation for Time Series

Xiaofei Xu, Masanobu Taniguchi and Naoya Murata

Ch Chapter 26 A New Generalized Estimator for AR(1) Model Which Improves MLE Uniformly

Yujie Xue and Masanobu Taniguchi

Ch Chapter 3 Exclusive Topic Model

Hao Lei, Kailiang Liu and Ying Chen

Ch Chapter 4 A Simple Isotropic Correlation Family in $${\mathbb R}^3$$ R 3 with Long-Range Dependence and Flexible Smoothness

Victor De Oliveira

Ch Chapter 5 Portmanteau Tests for Semiparametric Nonlinear Conditionally Heteroscedastic Time Series Models

Christian Francq, Thomas Verdebout and Jean-Michel Zakoian

Ch Chapter 6 Parameter Estimation of Standard AR(1) and MA(1) Models Driven by a Non-I.I.D. Noise

Violetta Dalla, Liudas Giraitis and Murad S. Taqqu

Ch Chapter 7 Tests for a Structural Break for Nonnegative Integer-Valued Time Series

Yuichi Goto

Ch Chapter 8 M-Estimation in GARCH Models in the Absence of Higher-Order Moments

Marc Hallin, Hang Liu and Kanchan Mukherjee

Ch Chapter 9 Rank Tests for Randomness Against Time-Varying MA Alternative

Junichi Hirukawa and Shunsuke Sakai

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-981-99-0803-5

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DOI: 10.1007/978-981-99-0803-5

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