The following pages link to Masanobu Taniguchi (Q203673):
Displaying 27 items.
- Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series (Q4640227) (← links)
- (Q4660424) (← links)
- THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL (Q4720614) (← links)
- (Q4834442) (← links)
- (Q4891958) (← links)
- PORTFOLIO ESTIMATION FOR SPECTRAL DENSITY OF CATEGORICAL TIME SERIES DATA (Q4975464) (← links)
- Diagnostic Methods in Time Series (Q4993560) (← links)
- Local Whittle likelihood approach for generalized divergence (Q5108977) (← links)
- Robust Linear Interpolation and Extrapolation of Stationary Time Series in <i>L</i><sup><i>p</i></sup> (Q5111843) (← links)
- Models for circular data from time series spectra (Q5135323) (← links)
- Robustness of Zero Crossing Estimator (Q5237532) (← links)
- (Q5317350) (← links)
- (Q5350358) (← links)
- AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION (Q5357573) (← links)
- Improved estimation for the autocovariances of a Gaussian stationary process (Q5423135) (← links)
- Optimal Statistical Inference in Financial Engineering (Q5431291) (← links)
- On large deviation asymptotics of some tests in time series (Q5943801) (← links)
- Estimating functions for nonlinear time series models (Q5960140) (← links)
- Sequential estimation for a functional of the spectral density of a Gaussian stationary process (Q5960141) (← links)
- (Q6045882) (← links)
- Tests for the existence of group effects and interactions for two-way models with dependent errors (Q6046056) (← links)
- Homogeneity tests for one-way models with dependent errors under correlated groups (Q6114848) (← links)
- Higher‐order asymptotics of minimax estimators for time series (Q6135343) (← links)
- Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
- Second-order robustness for time series inference (Q6155084) (← links)
- Shrinkage estimators of BLUE for time series regression models (Q6536685) (← links)
- Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling (Q6671932) (← links)
