Sequential analysis for economic time series and its applications - Detection of financial bubbles
Grant-in-Aid for Challenging Research (Exploratory)
Medium-sized Section 7:Economics, business administration, and related fields
Kyoto University
Yoshihiko Nishiyama
From 28 Jun. 2019, To 31 Mar. 2023, Project Closed
逐次検定;単位根;criticality;DDSブラウン運動;ベッセル過程;時系列;ラプラス変換;逐次解析;単位根検定;臨界性検定;criticality test;自己回帰モデル;分枝過程;時系列モデル