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Empirical Likelihood and Quantile Methods for Time Series
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. This is the first book to consider the generalized empirical likelihood applied to time series models in frequency domain and also the estimation motivated by minimizing quantile prediction error without assumption of true model. It provides the reader with a new horizon for understanding the prediction problem that occurs in time series modeling and a contemporary approach of hypothesis testing by the gener...
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 approaches and widely applicable results for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest a...
Research Papers in Statistical Inference for Time Series and Related Models
This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation...
Takashi Shimura
Considered one of the finest performers in world cinema, Japanese actor Takashi Shimura (1905-1982) appeared in more than 300 stage, film and television roles during his five-decade career. He is best known for his frequent collaborations with Akira Kurosawa, including major roles in the landmark classics Rashomon (1950), Ikiru (1952) and Seven Samurai (1954), and for his memorable characterizations in Ishiro Honda's Godzilla (1954) and several Kaiju sequels. This is the first complete English-language account of Shimura's work. In addition to historical and critical coverage of Shimura's life and career, it includes an extensive filmography.
Long-Range Dependence and Self-Similarity
A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.
