Statistical inference of transformed non-stationary time series models and its applications to economic analysis.
Statistical inference of transformed non-stationary time series models and its applications to economic analysis.
变换非平稳时间序列模型的统计推断及其在经济分析中的应用。
批准号：
22730175
负责人：
TERASAKA Takahiro
金额：
$1.58万
依托单位国家：
日本
项目类别：
Grant-in-Aid for Young Scientists (B)
财政年份：
2010
资助国家：
日本
项目状态：
已结题
起止时间：
2010 至 2012
中文摘要
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英文摘要
I propose a new estimation procedure of the modified Box-Cox transformed stationary autoregressive-moving average models and examine the performance of the algorithm. The order selection is mostly successful and proposed estimation procedure works very well. I apply this model to the Japanese stock market data.
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会议论文
Statistical inference on transformed time series and its application to the labour market and macroeconomic data
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批准号：19730155
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项目类别：Grant-in-Aid for Young Scientists (B)
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资助金额：$0.95万
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财政年份：2007
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负责人：TERASAKA Takahiro
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依托单位：
海外基金
