Copula-Based Markov Models for Time Series

Li-Hsien Sun, Xin-Wei Huang, Mohammed S Alqawba, Jong-Min Kim, Takeshi Emura

• Paperback | Engels | JSS Research Series in Statistics
• This book provides statistical methodologies for time series data, focusing on copula-based Markov chain models for serially correlated time series. I... Lees meer

Asymptotic Statistics in Insurance Risk Theory

Yasutaka Shimizu

• Paperback | Engels | JSS Research Series in Statistics
• This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the G... Lees meer

Nonlinear Principal Component Analysis and Its Applications

Yuichi Mori, Masahiro Kuroda, Naomichi Makino

• Paperback | Engels | JSS Research Series in Statistics
• This book expounds the principle and related applications of nonlinear principal component analysis (PCA), which is useful method to analyze mixed mea... Lees meer

Statistical Estimation for Truncated Exponential Families

Masafumi Akahira

• Paperback | Engels | JSS Research Series in Statistics
• This book presents new findings on nonregular statistical estimation. Unlike other books on this topic, its major emphasis is on helping readers under... Lees meer

Survival Analysis with Correlated Endpoints

Takeshi Emura, Shigeyuki Matsui, Virginie Rondeau

• Paperback | Engels | JSS Research Series in Statistics
• This book introduces readers to advanced statistical methods for analyzing survival data involving correlated endpoints. In particular, it describes s... Lees meer

Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree

Yoshifumi Muroi

• Paperback | Engels | JSS Research Series in Statistics
• This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin cal... Lees meer

Multiple Comparisons for Bernoulli Data

Taka-Aki Shiraishi

• Paperback | Engels | JSS Research Series in Statistics
• This book focuses on multiple comparisons of proportions in multi-sample models with Bernoulli responses. First, the author explains the one-sample an... Lees meer

Stochastic Volatility and Realized Stochastic Volatility Models

Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe

• Paperback | Engels | JSS Research Series in Statistics
• This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulation... Lees meer

Empirical Likelihood and Quantile Methods for Time Series

Yan Liu, Fumiya Akashi, Masanobu Taniguchi

• Paperback | Engels | JSS Research Series in Statistics
• This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite varianc... Lees meer

Asymmetric Kernel Smoothing

Masayuki Hirukawa

• Paperback | Engels | JSS Research Series in Statistics
• Provides an accessible collection of recently developed nonparametric smoothing techniques for estimation and testing procedures Explores the statisti... Lees meer

Pioneering Works on Distribution Theory

• Paperback | Engels | JSS Research Series in Statistics
• This book highlights the forefront of research on statistical distribution theory, with a focus on unconventional random quantities, and on phenomena ... Lees meer

Diagnostic Methods in Time Series

Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano

• Paperback | Engels | JSS Research Series in Statistics
• This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tes... Lees meer

Pioneering Works on Extreme Value Theory

• Paperback | Engels | JSS Research Series in Statistics
• This book presents the state of the art in extreme value theory, with a collection of articles related to a seminal paper on the bivariate extreme val... Lees meer