| Budget Amount *help |
¥4,940,000 (Direct Cost: ¥3,800,000、Indirect Cost: ¥1,140,000)
Fiscal Year 2015: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2014: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2013: ¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000)
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| Outline of Final Research Achievements |
Long-memory processes, known as a time series model that retains far past influences strongly, are observed in various fields of science and engineering. It is the so-called Hurst parameter that determines their probabilistic properties, so that its estimation is of fundamental importance. In evaluating the estimator, the asymptotic distribution of the estimator is essential. Often the distributions are not classical Gaussian distribution. In that case, the statistical evaluation will be complicated. However, the estimators in wavelet domain are able to turn the distribution to Gaussian, due to correlation decomposition of wavelet in time-frequency space. In this project, we have given the overall story of the covariance decay evaluation.
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