The following pages link to Hiroaki Ogata (Q444215):
Displaying 16 items.
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216) (← links)
- Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood (Q454470) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Optimal portfolios with end-of-period target (Q764803) (← links)
- Circular autocorrelation of stationary circular Markov processes (Q1687322) (← links)
- On sample marginal quantiles for stationary processes (Q1933695) (← links)
- Inference for vast dimensional elliptical distributions (Q2259103) (← links)
- On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400) (← links)
- Statistical inference for financial engineering (Q2442894) (← links)
- (Q3552955) (← links)
- Preliminary Test Estimation for Regression Models with Long-Memory Disturbance (Q3645038) (← links)
- Models for circular data from time series spectra (Q5135323) (← 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)
- (Q5471534) (← links)
