Similar Search Results

Sequential optimizing strategy in multi-dimensional bounded forecasting games

Kumon, Masayuki; Takemura, Akimichi; Takeuchi, Kei - In: Stochastic Processes and their Applications 121 (2011) 1, pp. 155-183

We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001) [10]. By studying the asymptotic behavior of its capital process, we prove a generalization of the strong law of large...

Persistent link: https://www.econbiz.de/10008873968

New Procedures for Testing Whether Stock Price Processes are Martingales

Takeuchi, Kei; Takemura, Akimichi; Kumon, Masayuki - In: Computational Economics 37 (2011) 1, pp. 67-88

Persistent link: https://www.econbiz.de/10008776294

On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game

Kumon, Masayuki; Takemura, Akimichi - In: Annals of the Institute of Statistical Mathematics 60 (2008) 4, pp. 801-812

Persistent link: https://www.econbiz.de/10005184634

Identification of non-minimum phase transfer function using higher-order spectrum

Kumon, Masayuki - In: Annals of the Institute of Statistical Mathematics 44 (1992) 2, pp. 239-260

Persistent link: https://www.econbiz.de/10005169196

ON ASYMPTOTIC DEFICIENCY OF ESTIMATORS IN POOLED SAMPLES IN THE PRESENCE OF NUISANCE PARAMETERS

Akahira, Masafumi; Takeuchi, Kei - In: Statistics & Decisions 1 (1982) 1, pp. 17-38

Persistent link: https://www.econbiz.de/10014621448

Information Inequalities in a Family of Uniform Distributions

Akahira, Masafumi; Takeuchi, Kei - In: Annals of the Institute of Statistical Mathematics 53 (2001) 3, pp. 427-435

Persistent link: https://www.econbiz.de/10005391520

Higher order asymptotics in estimation for two-sided Weibull type distributions

Akahira, Masafumi; Takeuchi, Kei - In: Annals of the Institute of Statistical Mathematics 41 (1989) 4, pp. 725-752

Persistent link: https://www.econbiz.de/10005395616

Bootstrap method and empirical process

Akahira, Masafumi; Takeuchi, Kei - In: Annals of the Institute of Statistical Mathematics 43 (1991) 2, pp. 297-310

Persistent link: https://www.econbiz.de/10005395714

Exact Sampling Moments of the Ordinary Least Squares, Instrumental Variable, and Two-Stage Least Squares Estimators.

Takeuchi, Kei - In: International Economic Review 11 (1970) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10005400764

Extension of Edgeworth type expansion of the distribution of the sums of I.I.D. random variables in non-regular cases

Takeuchi, Kei; Akahira, Masafumi - In: Annals of the Institute of Statistical Mathematics 29 (1977) 1, pp. 397-406

Persistent link: https://www.econbiz.de/10005760355