Wyniki wyszukiwania:

Frontiers in Quantum Field Theory is published in honor of Prof Keiji Kikkawa's 60th birthday. It deals with modern quantum field theory in the context of several exciting recent developments, many of them inspired or influenced by Prof Kikkawa's work, which include dualities in string theory and field theory, matrix models and noncritical strings, lower dimensional quantum gravity, topological and superconformal field theory.

In this book, we explain the development of a new filtering method to estimate the hidden states of random variables for multiple non-stationary time series data. This method is particularly helpful in analyzing small-sample non-stationary macro-economic time series. The method is based on the frequency-domain application of the separating information maximum likelihood (SIML) method, which was proposed by Kunitomo, Sato, and Kurisu (Springer, 2018) for financial high-frequency time series. We solve the filtering problem of hidden random variables of trend-cycle, seasonal, and...

This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial econometrics.
Considerable interest has been given to the estimation problem of integrated volatility and covariance by using high-frequency financial data. Although several new statistical estimation procedures have been proposed, each method has some desirable properties along with some shortcomings that call for improvement. For estimating integrated volatility, covariance, and the related statistics by using high-frequency financial data, the SIML...

A review of developments in theoretical and experimental physics which took place at a symposium in Osaka, Japan in 1996. The subjects covered in this volume are field theory, string theory, quantum cosmology, solid state physics, physics of complex systems, biophysics, and related topics.

Nuclear planetary science has come to play an important role in our understanding of the origin and evolution of the planetary bodies in our solar system. A newly established branch of planetary science, its study aids in humankind's exploration of the pr