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Tango: Music, Dance and Statistical Thinking by Anna Clara Monti; Pietro Scalera is a book available to read on EtoBox.

What is Tango: Music, Dance and Statistical Thinking about?

This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models.  Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes. The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodolo

Author

Anna Clara Monti; Pietro Scalera

Publisher

SPRINGER VERLAG, SINGAPOR

Published

2023

Language

EN

ISBN

9789819908028

Subjects

Mathematics, Stem