This book provides methods and applications of latent class analysis, and the following topics are taken up in the focus of discussion: basic latent structure models in a framework of generalized li……続きを見る
This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the met……続きを見る
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a livel……続きを見る
This book reconsiders statistical methods from the point of view of entropy, and introduces entropy-based approaches for data analysis. Further, it interprets basic statistical methods, such as the ……続きを見る
Praise for the first edition:
[This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. … [It] is a valuable book, especially……続きを見る
This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain. Detecting causal d……続きを見る
