The following pages link to Masanobu Taniguchi (Q203673):
Displaying 50 items.
- Asymptotic theory of parameter estimation by a contrast function based on interpolation error (Q265669) (← links)
- Estimating function approach for CHARN models (Q475342) (← links)
- Discriminant analysis for dynamics of stable processes (Q537353) (← links)
- Preliminary test estimation for spectra (Q643220) (← links)
- Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes (Q688410) (← links)
- Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition (Q713830) (← links)
- Control variate method for stationary processes (Q738040) (← links)
- Statistical portfolio estimation under the utility function depending on exogenous variables (Q764799) (← links)
- Statistical estimation for CAPM with long-memory dependence (Q764801) (← links)
- Optimal portfolios with end-of-period target (Q764803) (← links)
- Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- James-Stein estimators for time series regression models (Q855910) (← links)
- Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
- An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Spectral analysis for intrinsic time processes (Q1038430) (← links)
- Berry-Esseen theorems for quadratic forms of Gaussian stationary processes (Q1062347) (← links)
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855) (← links)
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354) (← links)
- Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes (Q1112518) (← links)
- On selection of the order of the spectral density model for a stationary process (Q1150228) (← links)
- Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system (Q1163307) (← links)
- A central limit theorem for stationary processes and the parameter estimation of linear processes (Q1163831) (← links)
- Higher order asymptotic theory for time series analysis (Q1189362) (← links)
- Higher order asymptotic theory for discriminant analysis in exponential families of distributions (Q1319949) (← links)
- Statistical analysis of curved probability densities (Q1319953) (← links)
- Asymptotic theory of statistical inference for time series (Q1582806) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Analysis of variance for multivariate time series (Q1640652) (← links)
- Analysis of variance for high-dimensional time series (Q1656856) (← links)
- Asymptotic normality of quadratic forms of martingale differences (Q1687324) (← links)
- Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction (Q1722900) (← links)
- A new look at portmanteau tests (Q1744726) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← links)
- Prediction problems for square-transformed stationary processes (Q1810759) (← links)
- Walsh spectral analysis of multiple dyadic stationary processes and its applications (Q1820507) (← links)
- On the second order asymptotic efficiency of estimators of Gaussian ARMA processes (Q1838261) (← links)
- Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
- Sequential estimation for time series regression models (Q1877837) (← links)
- Discriminant analysis for locally stationary processes (Q1882941) (← links)
- Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators (Q1909459) (← links)
- Nonparametric approach for non-Gaussian vector stationary processes (Q1914689) (← links)
- Minimax estimation for time series models (Q2070661) (← links)
- Discriminant analysis based on binary time series (Q2189750) (← links)
- Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
- Shrinkage estimation for multivariate time series (Q2243561) (← links)
- Robust causality test of infinite variance processes (Q2305988) (← links)
- Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
- Statistical analysis of a class of factor time series models (Q2369521) (← links)
