Grant: Discovery Grants Program - Individual
York University
$9,355.00
Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
EF 2021-22
Résumé
continuum of moments estimator; local trend; martingale hypothesis test; noncausal process; nonparametric test; semi-parametric efficiency bound; semi-parametric estimator; stationary martingale; stochastic process; vector autoregressive (VAR) Process
Programme
Discovery Grants Program - Individual
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
RGPIN-2017-05657
Name nom
Jasiak, Joann
Department département
Economics
Organization id
38
Institution établissement
York University
Province en
Ontario
Province fr
Ontario
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2021
Competition year année de concours
2017
Award amount
9355
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
Discovery grants programs
Group fr
Programmes de subventions à la découverte
Committee code
1508
Committee name en
Mathematics and Statistics
Committee name fr
Mathématiques et statistique
Area of application code
1205
Area of application group en
Advancement of knowledge
Area of application group fr
Avancement des connaissances
Area of application en
Mathematical sciences
Area of application fr
Sciences mathématiques
Research subject code
3002
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Time series analysis
Research subject fr
Analyse des séries chronologiques
Installment
inst:5
Partie
1
Nb partie
6
Application title
Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
Keyword
NSERC
Application summary
continuum of moments estimator; local trend; martingale hypothesis test; noncausal process; nonparametric test; semi-parametric efficiency bound; semi-parametric estimator; stationary martingale; stochastic process; vector autoregressive (VAR) Process
