No.777
“�Œv“Iƒ‚ƒfƒ‹‚Ì�\‘¢‚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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–Ú�@ŽŸ
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1. ˆê—l•ª•z‚Ì“Á’¥•t‚¯‚ÉŠî‚­“K�‡“xŒŸ’è(“�Œv“Iƒ‚ƒfƒ‹‚Ì�\‘¢‚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‚Ì•ê�”�„’è‚ÌŠî‘b(“�Œv“Iƒ‚ƒfƒ‹‚Ì�\‘¢‚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‹‚Ì�\‘¢‚ÌŒ¤‹†)---------------------------------------------------------------------102
�@�@�@�@�L“‡‘åŠw‘��‡‰ÈŠw•”�@�@�@ŠÔ�£ –Î�@(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‹‚Ì�\‘¢‚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‚Ì�„’è(“�Œv“Iƒ‚ƒfƒ‹‚Ì�\‘¢‚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‹‚Ì�\‘¢‚ÌŒ¤‹†)---------------------------------------------------------------------------169
�@�@�@�@“Œ‹ž—�‰È‘åŠw—��HŠw•” / �Óì�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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