03827nam 22006255 450 991048315750332120250402100246.0981-16-2264-710.1007/978-981-16-2264-9(CKB)4100000011954465(DE-He213)978-981-16-2264-9(MiAaPQ)EBC6639207(Au-PeEL)EBL6639207(OCoLC)1256242018(PPN)258061316(EXLCZ)99410000001195446520210608d2021 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierDiagnostic Methods in Time Series /by Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano1st ed. 2021.Singapore :Springer Nature Singapore :Imprint: Springer,2021.1 online resource (X, 108 p. 17 illus., 10 illus. in color.)JSS Research Series in Statistics,2364-0065981-16-2263-9 Includes bibliographical references and index.Chapter 1. Elements of Stochastic Processes -- Chapter 2. Systematic approach for portmanteau tests in view of Whittle likelihood ratio -- Chapter 3. A new look at portmanteau test -- Chapter 4. Adjustments for a class of tests under nonstandard conditions -- Chapter 5. Adjustments for variance component tests in ANOVA models -- Chapter 6. Robust causality test of infinite variance processes.This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics.JSS Research Series in Statistics,2364-0065StatisticsStatisticsTime-series analysisStatistical Theory and MethodsApplied StatisticsStatistics in Business, Management, Economics, Finance, InsuranceTime Series AnalysisStatistics.Statistics.Time-series analysis.Statistical Theory and Methods.Applied Statistics.Statistics in Business, Management, Economics, Finance, Insurance.Time Series Analysis.519.55Akashi Fumiya767971MiAaPQMiAaPQMiAaPQBOOK9910483157503321Diagnostic Methods in Time Series1905068UNINA04342nam 22006255 450 991073370850332120251113191940.0981-16-4737-210.1007/978-981-16-4737-6(MiAaPQ)EBC6838801(Au-PeEL)EBL6838801(CKB)20275194300041(OCoLC)1291318731(PPN)26217491X(DE-He213)978-981-16-4737-6(EXLCZ)992027519430004120211125d2021 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierGame Theory and Networks New Perspectives and Directions /edited by Surajit Borkotokey, Rajnish Kumar, Diganta Mukherjee, K. S. Mallikarjuna Rao, Sudipta Sarangi1st ed. 2021.Singapore :Springer Nature Singapore :Imprint: Springer,2021.1 online resource (372 pages)Indian Statistical Institute Series,2523-3122Print version: Borkotokey, Surajit Game Theory and Networks Singapore : Springer Singapore Pte. Limited,c2021 9789811647369 Includes bibliographical references and index.Agnieszka Rusinowska: On Different Ranking Methods -- Manipushpak Mitra and Suresh Mutuswami: No-Envy Allocations for Queueing Problems with Multiple Identical Machines -- Amarjyoti Mahanta: On Imitation Learning -- Soumendu Sarkar: Assembly Problems -- Sudipta Sarangi: Social Preferences and the Provision of Public Goods -- Robert P. Gilles: Building Social Networks under Constraints -- Sinan Ertemal and Rajnish Kumar: Rationing Rules under Uncertain Claims: A Survey -- Sujata Gowala and Surajit Borkotokey: A Class of Egalitarian Shapley Values -- Parishmita Boruah: New Characterizations of the Discounted Shapley Values -- Maria Zdimalova: Analysis of Biological Data by Graph Theory Approach -- S. Gokulraj and A. Chandrashekaran: Linear Games and Complementarity Problems -- Anindya Chakravarty, Anirban Chakraborty and Suryansh Upamanyu: A Complex Network View of the Economy -- Souvik Roy, Soumyarup Sadhukhany, and Arunava Sen: Recent Results on Strategy-Proofness of Random Social Choice Functions.This book is a collection of selected papers presented at the consecutively held international conferences on “Game Theory and Networks”, organized by the Department of Mathematics, Dibrugarh University, India, in collaboration with the Economics Department of Queen’s University, Belfast, UK, during September 6–9, 2019 and September, 13–15 2018. The book includes chapters on network measures and network formation, application of network theory to contagion, biological data and finance and macroeconomics as expository articles. The book also contains chapters on fair allocation in the context of queuing, rationing and cooperative games with transferable utilities for engaged researchers. A few survey chapters on non-cooperative game theory, evolutionary game theory, mechanism design and social choice theory are also incorporated to cater to the needs of the beginners in the field. This book discusses the use of game theoretic tools and network models across disciplines: mathematics, statistics, economics, computer science, political science, sociology and psychology. It aims at providing a suitable learning experience to beginners on the basics of cooperative games, networks and mechanism design, as well as recent developments to research scholars having the basic knowledge of these topics.Indian Statistical Institute Series,2523-3122Game theoryQueuing theoryProbabilitiesGraph theoryGame TheoryQueueing TheoryGraph Theory in ProbabilityGame theory.Queuing theory.Probabilities.Graph theory.Game Theory.Queueing Theory.Graph Theory in Probability.519.3Borkotokey S.MiAaPQMiAaPQMiAaPQBOOK9910733708503321Game theory and networks2910219UNINA