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Bootstrapping Stationary ARMA-GARCH Models
Bootstrap technique is a useful tool for assessing uncertainty in statistical estimation and thus it is widely applied for risk management. Bootstrap is without doubt a promising technique, however, it is not applicable to all time series models. A wrong application could lead to a false decision to take too much risk. Kenichi Shimizu investigates the limit of the two standard bootstrap techniques, the residual and the wild bootstrap, when these are applied to the conditionally heteroscedastic models, such as the ARCH and GARCH models. The author shows that the wild bootstrap usually does not work well when one estimates conditional heteroscedasticity of Engle’s ARCH or Bollerslev’s GARCH models while the residual bootstrap works without problems. Simulation studies from the application of the proposed bootstrap methods are demonstrated together with the theoretical investigation.
Mysteries of Wine
“Since the taste of leftover wine gets worse and worse after opening the bottle, you must drink up the wine in the bottle after opening it” “You should combine Burgundy lamb dishes when you take this certain wine”….Are these “useful” instructions really correct? Kenichi Shimizu is not only a Doctor of Microbiology, but also a world-class consultant on brewing technology. This book is an introductory book that solves general questions about wine from a scientist's point of view. Various positive effects of wine on human health have recently come up in the conversation. “Red wine is helpful for anti-aging” “Red wine can protect us from heart diseases” “Red wine can prevent dementia”….Numerous health-friendly substances have been found in wine indeed, but there is too much misinformation. This book also unravels the truth of various discourses in media such as TV, magazines or the internet on the health benefits of wine. ※『ワインの秘密』を英訳し、電子書籍として配信いたします。 【PHP研究所】
Auger- and X-Ray Photoelectron Spectroscopy in Materials Science
To anyone who is interested in surface chemical analysis of materials on the nanometer scale, this book is prepared to give appropriate information. Based on typical application examples in materials science, a concise approach to all aspects of quantitative analysis of surfaces and thin films with AES and XPS is provided. Starting from basic principles which are step by step developed into practically useful equations, extensive guidance is given to graduate students as well as to experienced researchers. Key chapters are those on quantitative surface analysis and on quantitative depth profiling, including recent developments in topics such as surface excitation parameter and backscattering...
New Horizons of Applied Scanning Electron Microscopy
In modern scanning electron microscopy, sample surface preparation is of key importance, just as it is in transmission electron microscopy. With the procedures for sample surface preparation provided in the present book, the enormous potential of advanced scanning electron microscopes can be realized fully. This will take the reader to an entirely new level of scanning electron microscopy and finely-detailed images never seen before.
Topological Phases of Matter and Quantum Computation
This volume contains the proceedings of the AMS Special Session on Topological Phases of Matter and Quantum Computation, held from September 24–25, 2016, at Bowdoin College, Brunswick, Maine. Topological quantum computing has exploded in popularity in recent years. Sitting at the triple point between mathematics, physics, and computer science, it has the potential to revolutionize sub-disciplines in these fields. The academic importance of this field has been recognized in physics through the 2016 Nobel Prize. In mathematics, some of the 1990 Fields Medals were awarded for developments in topics that nowadays are fundamental tools for the study of topological quantum computation. Moreover,...
