Budget Amount *help |
¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2015: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2014: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2013: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
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Outline of Final Research Achievements |
We consider some problems of statistical inference for jump stochastic processes with local time. In this research, we find the local time estimator has good asymptotic properties (consistency and asymptotic normality) in estimation problem for stationary density. As preliminary study for model selection for jump processes, we consider the similar problem in the case of discretely observed diffusion processes.
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