The following pages link to Masanobu Taniguchi (Q203673):
Displaying 50 items.
- Discriminant analysis by quantile regression with application on the climate change problem (Q2407065) (← links)
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
- Statistical inference for financial engineering (Q2442894) (← links)
- Non-regular estimation theory for piecewise continuous spectral densities (Q2469494) (← links)
- Asymptotic efficiency of conditional least squares estimators for ARCH models (Q2476827) (← links)
- LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642) (← links)
- Stochastic regression model with dependent disturbances (Q2740103) (← links)
- Statistical testing for asymptotic no-arbitrage in financial markets (Q2786041) (← links)
- Jackknifed Whittle estimators (Q2905120) (← links)
- Systematic approach for portmanteau tests in view of the Whittle likelihood ratio (Q2919539) (← links)
- Generalized information criterion (Q2930889) (← links)
- Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities (Q3133070) (← links)
- NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS (Q3141190) (← links)
- HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES (Q3200434) (← links)
- (Q3201444) (← links)
- On estimation of parameters of Gaussian stationary processes (Q3207822) (← links)
- VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES (Q3217481) (← links)
- Minimum alpha-divergence estimation for arch models (Q3440738) (← links)
- STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (Q3444868) (← links)
- (Q3473943) (← links)
- (Q3552955) (← links)
- Cluster Analysis for Stable Processes (Q3585265) (← links)
- The Stein–James estimator for short- and long-memory Gaussian processes (Q3597975) (← links)
- Preliminary Test Estimation for Regression Models with Long-Memory Disturbance (Q3645038) (← links)
- (Q3700637) (← links)
- (Q3809091) (← links)
- (Q3823034) (← links)
- Discrimination and Clustering for Multivariate Time Series (Q3839607) (← links)
- On estimation of the integrals of certain functions of spectral density (Q3865319) (← links)
- (Q3888400) (← links)
- (Q3903918) (← links)
- On estimation of the integrals of the fourth order cumulant spectral density (Q3942258) (← links)
- ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES (Q3969743) (← links)
- (Q3969744) (← links)
- Higher-order asymptotic theory of time-series analysis (Q3970298) (← links)
- (Q3979225) (← links)
- An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives (Q4024541) (← links)
- (Q4167342) (← links)
- Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes (Q4247979) (← links)
- DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES (Q4299031) (← links)
- ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS (Q4299037) (← links)
- Nonparametric approach for discriminant analysis in time series (Q4345889) (← links)
- (Q4348093) (← links)
- (Q4352955) (← links)
- (Q4453312) (← links)
- Testing Composite Hypotheses for Locally Stationary Processes (Q4455662) (← links)
- AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS (Q4506012) (← links)
- ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE (Q4512675) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES (Q4562546) (← links)
- Adjustments for a class of tests under nonstandard conditions (Q4571216) (← links)
