No.777
“Œv“Iƒ‚ƒfƒ‹‚̍\‘¢‚ÌŒ¤‹†
Structure of the Statistical Model
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1991/11/20`1991/11/22
Ô•½@¹•¶
AKAHIRA MASAFUMI
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–ځ@ŽŸ
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1. ˆê—l•ª•z‚Ì“Á’¥•t‚¯‚ÉŠî‚­“K‡“xŒŸ’è(“Œv“Iƒ‚ƒfƒ‹‚̍\‘¢‚ÌŒ¤‹†)--------------------------------------------------------------------1
@@@@‘åã‘åŠwŠî‘bHŠw•” / ‘åã‘åŠw‹³—{•”@@@‹´–{ —²³ / ”’Šø TŒá@(Hashimoto, Takamasa / Shirahata, Shingo)
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2. Nonparametric Recursive Estimators of Probability Densities and Their Derivatives------------------------------------------------12
@@@@VŠƒ‘åŠw—Šw•”@@@ˆéŠL ‰pˆê@(Isogai, Eiichi)
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3. On the sequential sampling plans-------------------------------------------------------------------------------------------------29
@@@@’}”g‘åŠw”ŠwŒn / ’}”g‘åŠw”ŠwŒn@@@¬’r Œ’ˆê / Ô•½ ¹•¶@(Koike, Ken-ichi / Akahira, Masafumi)
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4. VALIDITY OF THE BOX-COX TRANSFORMATION OF THE EXPONENTIAL DISPERSION MODEL WITH POWER VARIANCE FUNCTION--------------------------45
@@@@L“‡‘åŠw‘‡‰ÈŠw•”@@@¼ˆä —´‰f@(NISHII, Ryuei)
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5. The Structure of the Model through Some Estimation Procedure---------------------------------------------------------------------51
@@@@’}”g‘åŠw”ŠwŒn@@@Ô•½ ¹•¶@(Akahira, Masafumi)
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6. Applications of the Malliavin calculus to higher order statistical inference-----------------------------------------------------68
@@@@The Institute of Statistical Mathematics@@@YOSHIDA, Nakahiro
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7. ŠgŽU‰ß’ö‚̕ꐔ„’è‚ÌŠî‘b(“Œv“Iƒ‚ƒfƒ‹‚̍\‘¢‚ÌŒ¤‹†)-------------------------------------------------------------------------------84
@@@@“Œv”—Œ¤‹†Š@@@‹g“c –¾L@(Yoshida, N.)
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8. “¯©–â‘è:•s“™¶‹NŠm—¦‚Ì’a¶“ú–â‘è(“Œv“Iƒ‚ƒfƒ‹‚̍\‘¢‚ÌŒ¤‹†)---------------------------------------------------------------------102
@@@@L“‡‘åŠw‘‡‰ÈŠw•”@@@ŠÔ£ –΁@(MASE, Shigeru)
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9. A NOTE ON MISSPECIFIED ARMA MODEL FITTINGS--------------------------------------------------------------------------------------126
@@@@Senshu University / Tokyo Institute of Technology@@@“c’† –« / “¡ˆä Œõº@(Tanaka, Minoru / Huzii, Mituaki)
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10. –Þ“xŠÖ”‚̈öŽq•ª‰ð‚Æ”÷•ª\‘¢(“Œv“Iƒ‚ƒfƒ‹‚̍\‘¢‚ÌŒ¤‹†)-------------------------------------------------------------------------139
@@@@‘åã‘åŠwŠî‘bHŠwŒ¤‹†‰È / ‘åã‘åŠwŠî‘bHŠwŒ¤‹†‰È@@@ŒF’J ‰x¶ / ˆîŠ_ é¶@(Kumagai, Etsuo / Inagaki, Nobuo)
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11. ŽO’iŠK•W–{’Šo–@‚É‚æ‚éŠú‘Ò’l‚̐„’è(“Œv“Iƒ‚ƒfƒ‹‚̍\‘¢‚ÌŒ¤‹†)-------------------------------------------------------------------147
@@@@Department of Mathematical Engineering and Information Physics, University of Tokyo@@@–{“c •q—Y@(Honda, Toshio)
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12. ƒƒCƒuƒ‹•ª•z‚̊挒—\‘ª‹æŠÔ(“Œv“Iƒ‚ƒfƒ‹‚̍\‘¢‚ÌŒ¤‹†)---------------------------------------------------------------------------169
@@@@“Œ‹ž—‰È‘åŠw—HŠw•” / Ã“ìH‰È‘åŠwHŠw•” / “Œ‹ž—‰È‘åŠw—HŠw•”@@@¬’J Fˆê / Îì •Ži / “c‹{ ‚‹I@(Kotani, Kouichi / Ishikawa, Takeshi / Tamiya, Takanori)
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