| Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2008: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
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| Research Abstract |
Mainly, we have derived the following devices concerning statistical analyses for the stochastic process models : (1) how to estimate the parameters and construct their approximate confidence regions, when the model exhibits heteroskedasticity ; (2) sets of sufficient conditions for the long-term stability of the models ; (3) an easy-to-implement and precise method for estimating the mean structure, when the model is of pure-jump type ; (4) test statistics for the noise normality, enabling us to avoid a serious model misspecification. All of these results can serve as tool for an efficient and quantitative exploitation of underlying information.
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