Published by Shonen Gahosha
ISBN 10: 4785978724 ISBN 13: 9784785978723
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Paperback. Condition: New.
US$ 20.30
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Add to basketPaperback Shinsho. Condition: Brand New. 6.77x4.17x0.71 inches. In Stock.
Language: English
Published by The Hokuseido Press, 1938
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
gebundene Ausgabe. Condition: Gut. 261 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestossen; Seiten ungleich geschnitten; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 490.
Seller: Revaluation Books, Exeter, United Kingdom
US$ 21.53
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Add to basketPaperback Shinsho. Condition: Brand New. Japanese language. 6.85x4.57x0.71 inches. In Stock.
US$ 30.22
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Add to basketPaperback. Condition: Brand New. 213 pages. Japanese language. 7.48x5.28x0.79 inches. In Stock.
Published by Japan
Seller: Rare Book Cellar, Pomona, NY, U.S.A.
Softcover. First Edition; First Printing. Very Good+ in wrappers. Japanese import. ; 8vo 8" - 9" tall.
Published by Japan
ISBN 10: 4575823236 ISBN 13: 9784575823233
Seller: Rare Book Cellar, Pomona, NY, U.S.A.
Softcover. First Edition; First Printing. Very Good+ in wrappers. Japanese import. ; 8vo 8" - 9" tall.
Published by Japan
ISBN 10: 4575822841 ISBN 13: 9784575822847
Seller: Rare Book Cellar, Pomona, NY, U.S.A.
Softcover. First Edition; First Printing. Very Good+ in wrappers. Japanese import. ; 8vo 8" - 9" tall.
Publication Date: 1974
Seller: My Dead Aunt's Books, Hyattsville, MD, U.S.A.
Condition: Good. Unmarked hardcover in unclipped jacket. Some average wear and smudging to jacket. Boards are excellent. Markings in pen and marker on front cover flap. Pages are clean and binding is tight.
US$ 35.16
Quantity: 1 available
Add to basketTankobon Hardcover. Condition: Brand New. Japanese language. 8.27x5.83x0.39 inches. In Stock.
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New.
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. pp.
Language: English
Published by World Scientific Publishing Company, 2017
ISBN 10: 9813209704 ISBN 13: 9789813209701
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Language: English
Published by World Scientific Publishing Company, 2017
ISBN 10: 9813209704 ISBN 13: 9789813209701
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Language: Japanese
Published by ToÌkyoÌ : Kindaikagakusha, 2009., 2009
ISBN 10: 4764903733 ISBN 13: 9784764903739
Seller: Revaluation Books, Exeter, United Kingdom
US$ 45.09
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Add to basketTankobon Hardcover. Condition: Brand New. Japanese language. 8.27x5.91x0.71 inches. In Stock.
Seller: Revaluation Books, Exeter, United Kingdom
US$ 115.80
Quantity: 1 available
Add to basketPaperback. Condition: Brand New. 124 pages. 9.25x6.10x0.32 inches. In Stock.
Language: English
Published by World Scientific Publishing Company, 2017
ISBN 10: 9813209704 ISBN 13: 9789813209701
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
US$ 116.37
Quantity: Over 20 available
Add to basketCondition: New.
Language: English
Published by World Scientific Publishing Company, 2017
ISBN 10: 9813209704 ISBN 13: 9789813209701
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
US$ 120.00
Quantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
Condition: Bon. Merci, votre achat aide à financer des programmes de lutte contre l'illettrisme.
Condition: Très bon. Merci, votre achat aide à financer des programmes de lutte contre l'illettrisme.
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial econometrics.Considerable interest has been given to the estimation problem of integrated volatility and covariance by using high-frequency financial data. Although several new statistical estimation procedures have been proposed, each method has some desirable properties along with some shortcomings that call for improvement. For estimating integrated volatility, covariance, and the related statistics by using high-frequency financial data, the SIML method has been developed by Kunitomo and Sato to deal with possible micro-market noises.The authors show that the SIML estimator has reasonable finite sample properties as well as asymptotic properties in the standard cases. It is also shown that the SIML estimator has robust properties in the sense that it is consistent and asymptotically normal in the stable convergence sense when there are micro-market noises, micro-market (non-linear) adjustments, and round-off errors with the underlying (continuous time) stochastic process. Simulation results are reported in a systematic way as are some applications of the SIML method to the Nikkei-225 index, derived from the major stock index in Japan and the Japanese financial sector.
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - In this book, we explain the development of a new filtering method to estimate the hidden states of random variables for multiple non-stationary time series data. This method is particularly helpful in analyzing small-sample non-stationary macro-economic time series. The method is based on the frequency-domain application of the separating information maximum likelihood (SIML) method, which was proposed by Kunitomo, Sato, and Kurisu (Springer, 2018) for financial high-frequency time series. We solve the filtering problem of hidden random variables of trend-cycle, seasonal, and measurement-error components and propose a method to handle macro-economic time series. The asymptotic theory based on the frequency-domain analysis for non-stationary time series is developed with illustrative applications, including properties of the method of Muller and Watson (2018), and analyses of macro-economic data in Japan.Vast research has been carried out on the use of statistical time series analysis for macro-economic time series. One important feature of the series, which is different from standard statistical time series analysis, is that the observed time series is an apparent mixture of non-stationary and stationary components. We apply the SIML method for estimating the non-stationary errors-in-variables models. As well, we discuss the asymptotic and finite sample properties of the estimation of unknown parameters in the statistical models. Finally, we utilize their results to solve the filtering problem of hidden random variables and to show that they lead to new a way to handle macro-economic time series.
Seller: preigu, Osnabrück, Germany
Taschenbuch. Condition: Neu. Separating Information Maximum Likelihood Method for High-Frequency Financial Data | Naoto Kunitomo (u. a.) | Taschenbuch | viii | Englisch | 2018 | Springer Japan | EAN 9784431559283 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Seller: preigu, Osnabrück, Germany
Taschenbuch. Condition: Neu. The SIML Filtering Method for Noisy Non-stationary Economic Time Series | Naoto Kunitomo (u. a.) | Taschenbuch | SpringerBriefs in Statistics | x | Englisch | 2025 | Springer | EAN 9789819608812 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by World Scientific Publishing Co Pte Ltd, 1996
ISBN 10: 9810228171 ISBN 13: 9789810228170
Seller: Buchpark, Trebbin, Germany
Condition: Sehr gut. Zustand: Sehr gut | Seiten: 422 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.
Published by Ryobi Imagix, 1988
Seller: Sunny Day Bookstore, SINGAPORE, Singapore
Condition: Fine. Number of pages: 32p Size: 29 x 21cm Number of books: 1 book.
Published by Shigakusha, 1973
Seller: Sunny Day Bookstore, SINGAPORE, Singapore
Condition: Fine. Number of books: 2 books.
Published by Iwanami Shoten, 2002
Seller: Sunny Day Bookstore, SINGAPORE, Singapore
Condition: Fine. Number of pages: 267p Size: 21cm.
Published by Ryobi Imagix, china, 1988
Seller: Sunny Day Bookstore, SINGAPORE, Singapore
Condition: Fine. Number of pages: 32p Size: 29 x 21cm Number of books: 1.
Language: English
Published by World Scientific Pub Co Inc, 2017
ISBN 10: 9813209704 ISBN 13: 9789813209701
Seller: Revaluation Books, Exeter, United Kingdom
US$ 158.64
Quantity: 2 available
Add to basketHardcover. Condition: Brand New. 164 pages. 9.00x6.25x0.75 inches. In Stock.