| Budget Amount *help |
¥2,340,000 (Direct Cost: ¥1,800,000、Indirect Cost: ¥540,000)
Fiscal Year 2016: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2015: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Outline of Final Research Achievements |
We introduce the wavelet-based approximated maximum likelihood estimators for the parameters of the long-memory processes with missing data, and explore the statistical property of these estimators. In our study, by approximating the wavelet coefficients of the processes with missing data as white noise processes in each level and by removing the coefficients including missing data, we propose the wavelet-based approximated maximum likelihood estimators. We show that these estimators are not affected by missing data and have the same statistical property as the wavelet-based approximated maximum likelihood estimators for long-memory processes which are complete data.
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