{"title":"A Short Introduction to Statistics of Stochastic Processes","authors":"Y. Nishiyama","doi":"10.1201/9781315117768-4","DOIUrl":"https://doi.org/10.1201/9781315117768-4","url":null,"abstract":"","PeriodicalId":429918,"journal":{"name":"Martingale Methods in Statistics","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131394707","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optimal Inference in Finite-Dimensional LAN Models","authors":"Y. Nishiyama","doi":"10.1201/9781315117768-12","DOIUrl":"https://doi.org/10.1201/9781315117768-12","url":null,"abstract":"","PeriodicalId":429918,"journal":{"name":"Martingale Methods in Statistics","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114383908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Tools of Semimartingales","authors":"Y. Nishiyama","doi":"10.1201/9781315117768-8","DOIUrl":"https://doi.org/10.1201/9781315117768-8","url":null,"abstract":"","PeriodicalId":429918,"journal":{"name":"Martingale Methods in Statistics","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121975470","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Tools for Asymptotic Statistics","authors":"Y. Nishiyama","doi":"10.1201/9781315117768-10","DOIUrl":"https://doi.org/10.1201/9781315117768-10","url":null,"abstract":"","PeriodicalId":429918,"journal":{"name":"Martingale Methods in Statistics","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132360945","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Z-Process Method for Change Point Problems","authors":"I. Negri, Y. Nishiyama","doi":"10.1201/9781315117768-13","DOIUrl":"https://doi.org/10.1201/9781315117768-13","url":null,"abstract":"The aim of this paper is to develop a general, unified approach, based on some partial estimation functions which we call \"Z-process\", to the change point problems. The method proposed can be applied not only to ergodic models but also to some models where the Fisher information matrix is random. Applications to some concrete models, including especially a parametric model for volatilities of diffusion processes are presented. Simulations for randomly time-transformed Brownian bridge process appearing as the limit of the proposed test statistics are performed with computer intensive use.","PeriodicalId":429918,"journal":{"name":"Martingale Methods in Statistics","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129272471","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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