Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Nao Mimoto"'
Publikováno v:
Research Papers in Statistical Inference for Time Series and Related Models ISBN: 9789819908028
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb2d351a72cd9c0fd3e1f4265118b62c
https://doi.org/10.1007/978-981-99-0803-5_11
https://doi.org/10.1007/978-981-99-0803-5_11
Publikováno v:
Metrika. 79:165-193
This paper addresses the problem of fitting a known distribution function to the marginal distribution of a stationary long memory moving average random field observed on increasing $$\nu $$ -dimensional “cubic” domains when its mean $$\mu $$ and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::63229f2cab41e3d11c760c29d79f5b33
https://doi.org/10.1007/s00184-015-0550-z
https://doi.org/10.1007/s00184-015-0550-z
Autor:
Nao Mimoto, Mariano A. Kappes, K McCallum, C. B. Clemons, Gerald W. Young, Sandeep Chawla, M Workman, J Zhao, Kevin L. Kreider, Joe H. Payer, Mariano Iannuzzi
Publikováno v:
CORROSION. 70:1114-1127
The objective of this work was to develop the foundation for an interactive corrosion risk management tool for assessing the probability of failure of equipment/infrastructure as a function of threats (such as pitting corrosion and coating degradatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be952f91af1c692c3707a159602e4077
https://doi.org/10.5006/1184
https://doi.org/10.5006/1184
Publikováno v:
Metrika. 78:119-143
This paper discusses some tests of lack-of-fit of a parametric regression model when errors form a long memory moving average process with the long memory parameter $$0
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0378caca796d3b16258858aa7ba02fb3
https://doi.org/10.1007/s00184-014-0492-x
https://doi.org/10.1007/s00184-014-0492-x
Publikováno v:
Metrika. 76:205-224
This paper addresses the problem of fitting a known density to the marginal error density of a stationary long memory moving average process when its mean is known and unknown. In the case of unknown mean, when mean is estimated by the sample mean, t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7bdb7d911b727d7754f3694545ff537c
https://doi.org/10.1007/s00184-012-0383-y
https://doi.org/10.1007/s00184-012-0383-y
Autor:
Nao Mimoto, Hira L. Koul
Publikováno v:
Metrika. 75:127-149
We prove asymptotic normality of a suitably standardized integrated square difference between a kernel type error density estimator based on residuals and the expected value of the error density estimator based on innovations in GARCH models. This re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2e0e8e2bde25ccf1f78acea07a9751b
https://doi.org/10.1007/s00184-010-0318-4
https://doi.org/10.1007/s00184-010-0318-4
Autor:
Ričardas Zitikis, Nao Mimoto
Publikováno v:
American Journal of Mathematical and Management Sciences. 29:229-261
SYNOPTIC ABSTRACTCzekanowski's proportional similarity index, which is the area of overlap of two density functions, has played a prominent role in anthropology, ecology, econometrics, engineering, health and other sciences. It has been shown that th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a58d36fc37120bcf8c7f9b0c396ae82
https://doi.org/10.1080/01966324.2009.10737758
https://doi.org/10.1080/01966324.2009.10737758
Autor:
Nao Mimoto
Publikováno v:
Statistics & Probability Letters. 78:915-923
The estimation and identification of the GARCH innovation density is an important task, leading to efficient parameter estimation. In this paper we derive the asymptotic distribution for the sup–norm of a kernel density estimator, and presents a go
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62cfef4fb1ea4c6ab31106b13dbd40fb
https://doi.org/10.1016/j.spl.2007.10.004
https://doi.org/10.1016/j.spl.2007.10.004
Autor:
Nao Mimoto, Ričardas Zitikis
Publikováno v:
JOURNAL OF THE JAPAN STATISTICAL SOCIETY. 38:187-205
Constructing tests for exponentiality has been an active and fruitful research area, with numerous applications in engineering, biology and other sciences concerned with life-time data. In the present paper, we construct and investigate powerful test
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dac33be164412033c591e9dd2240c887
https://doi.org/10.14490/jjss.38.187
https://doi.org/10.14490/jjss.38.187