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Statistical Portfolio Estimation
The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced, including non-Gaussian stationary processes, nonlinear processes, non-stationary processes, and the book provides a framework for statistical inference using local asymptotic normality (LAN). The approach is generalized for portfolio estimation, so that many important problems can be covered. This book can primarily be used as a reference by researchers from statistics, mathematics, finance, econometrics, and genomics. It can also be used as a textbook by senior undergraduate and graduate students in these fields.
Diagnostic Methods in Time Series
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 a...
Optimal Statistical Inference in Financial Engineering
Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively des
Index of Patents Issued from the United States Patent and Trademark Office
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Progress in the Chemistry of Organic Natural Products 109
This volume comprises three reviews. The first describes isolation, structure determination, syntheses, and biochemistry of the low molecular weight compounds of the secretion of exocrine glands of termies with emphasis to pheromones and defensive compounds. The second review describes recent studies on isolation and structure elucidation of bioactive compounds involved in the life cycle and determination of the molecular mechanisms of the developmental events observed in higher plants. The third contribution reports on the current body of knowledge of African propolis, with a particular emphasis on its chemistry and biological activity.
Official Gazette of the United States Patent and Trademark Office
description not available right now.
Index of Patents Issued from the United States Patent Office
pt. 1. List of patentees.--pt. 2. Index to subjects of inventions.
