| Budget Amount *help |
¥5,070,000 (Direct Cost: ¥3,900,000、Indirect Cost: ¥1,170,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2013: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2012: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
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| Outline of Final Research Achievements |
In this research, assuming online observations of stochastic sequence, I established a sequential testing procedure for the detection of the existence of non-stationary state such as bubble in financial time series and a sequential change-point detection procedure for the detection of the change in a parameter in financial time series. I also developed a sequential testing procedure and a sequential change-point detection for the criticality of branching process, which is important in epidemiology and population statistics. In each case, some mathematical optimality and a method for numerical computation are developed.
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