| Budget Amount *help |
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2013: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2010: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
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| Research Abstract |
An estimating function estimator was founded by Godambe and Hansen and it has been applied to various statistical models. In this research, we mainly showed the following results about this estimator.
(1)We applied the estimating function estimator to optimal portfolio estimation and derived its asymptotic normality.
(2)We applied the estimating function estimator to CHARN model, which is very general model, and showed the estimating function estimator is better than the conditional least squares estimator in the sense of efficiency, and derived the condition that the estimating function estimator becomes asymptotically efficient.
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