| Budget Amount *help |
¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Fiscal Year 2016: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Fiscal Year 2015: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Outline of Final Research Achievements |
(1) In joint work with M. Pourahmadi, Inoue and Kasahara completed the work to extend the new method in prediction theory to multivariate processes.
(2) In joint work with Shingo Moriuchi and Yusuke Nakamura, A. Inoue introduced a new short rate model which has several good properties. This is an application of a framework introduced by A. Inoue and others, which admits the use of stochastic analysis in non-Markovian set up.
(3) The ARMA processes are one of the most important models in discrete-time stationary processes. In joint work, A. Inoue and Y. Kasahara derived closed-form Matrix expressions for partial autocorrelation functions and finite prediction errors of univariate ARMA processes.
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