This book presents the fundamentals of stochastic thermodynamics, one of the most central subjects in non-equilibrium statistical mechanics. It also explores many recent advances, e.g., in informati……続きを見る
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……続きを見る
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 esti……続きを見る
