Frequency domain empirical likelihood method for stochastic processes with infinite variance and its application to
discriminant analysis
Fumiya AKASHI
No.1 : C h a p t e r 1 .
C h a p t e r 2 . C h a p t e r 3 . C h a p t e r 4 . C h a p t e r 5 .
C h a p t e r 1
( 2 0 1 0 ) O w e n ( 1 9 8 8 )
C h a p t e r 2
( 2 0 1 0 )
( 1 ) ( 1 )
C h a p t e r 3
s e l f - n o r m a l i z i n g
n o r m a l i z e d p o w e r t r a n s f e r f u n c t i o n
No.3 C h a p t e r 4
n o r m a l i z e d p o w e r t r a n s f e r f u n c t i on
C h a p t e r 5
.1
2014 9
Fumiya Akashi. (2014). Empirical likelihood approach toward discriminant analysis for dynamics of stable processes. Statistical Methodology, volume 19, 25-43.
Fumiya Akashi, Yan Liu and Masanobu Taniguchi. (2014). An empirical likelihood approach for symmetric alpha-stable processes. To appear in Bernoulli.
Fumiya Akashi. (2013). An empirical likelihood approach for discriminant analysis of non-Gaussian vector stationary linear processes. Scientiae Mathematicae Japonicae Online, e-2013:645-660.
. LAN GMM
. 2014 ( 2014 3 ).
Fumiya Akashi. Frequency domain GMM approach to hypothesis testing and its optimality for alpha-stable linear processes. Nishi-Izu Seminar, Fujiya Hotel, Toi, Nishi-Izu, Mar. 2014.
Fumiya Akashi, Yan Liu and Masanobu Taniguchi. (2014). Empirical likelihood ratio for symmetric alpha-stable processes. Waseda International Symposium on ``Stable Process, Semimartingale, Finance & Pension Mathematics", Waseda University, Mar.
2014.
Fumiya Akashi. Nonparametric LAN approach for frequency domain GMM-type hypothesis testing. High Dimensional Statistical Analysis and Related Topics, Waseda University, Jan. 2014.
. .
2013 ( 2013 9 ).
Fumiya Akashi. An Empirical Likelihood Approach toward Discriminant Analysis for Non-Gaussian Vector Stationary Processes. Recent Advances in Statistical Theory and Applications for High Dimensional Data Analysis and Related Topics, Otaru University of Commerce, Sep. 2013.
. Empirical likelihood approach for discriminant analysis of stable linear processes.
( 2013 5 ).
