Intro
Foreword
Preface
Photos of Masanobu Taniguchi
Biography of Masanobu Taniguchi
Publications of Masanobu Taniguchi
Students of Masanobu Taniguchi
Contents
Contributors
1 Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models
1.1 Introduction
1.2 Settings
1.2.1 Model and Spatial Median
1.2.2 Self-weighted and Smoothed GEL Function
1.3 Main Results
1.4 Finite Sample Performance
1.5 Proofs
1.5.1 Some Approximations
1.5.2 Proofs of Theorems 1.1 and 1.2
References

3.3.1 Case 1: Corpus-Specific Common Words
3.3.2 Case 2: Important Words Appear Rarely in Corpus
3.3.3 Case 3: ``Close'' Topics
3.4 Real Data Application
3.5 Conclusion
References
4 A Simple Isotropic Correlation Family in mathbbR3 with Long-Range Dependence and Flexible Smoothness
4.1 Introduction
4.1.1 A Spectral Representation
4.2 A New Correlation Family
4.3 Properties
4.4 Comparison With a Matérn Sub-family
4.5 Other Correlation Families With Long-Range Dependence
4.5.1 The Generalized Cauchy Family
4.5.2 The Confluent Hypergeometric Family

4.6 Discussion
References
5 Portmanteau Tests for Semiparametric Nonlinear Conditionally Heteroscedastic Time Series Models
5.1 Introduction
5.2 Model and Preliminaries
5.2.1 Asymptotic Distribution of the QML Estimator
5.2.2 Asymptotic Distribution of the Residuals Empirical Autocorrelations
5.3 Different Portmanteau Goodness-of-Fit Tests
5.3.1 Portmanteau Test Statistics
5.3.2 Bahadur Asymptotic Relative Efficiency
5.3.3 Nonlinear Transformations of the Residuals
5.4 Illustrations
5.4.1 Computation of Bahadur's Slopes in a Particular Example