研究業績リスト
図書
Diagnostic Methods in Time Series.
公開済 06/2021
図書
Statistical Inference for Financial Engineering
公開済 04/2014
ジャーナル論文 - rm_published_papers: Others
Statistical Estimation for CAPM with Long-Memory Dependence
公開済 2012
Advances in Decision Sciences, 2012, Article ID 571034
ジャーナル論文 - rm_published_papers: Others
Asymptotic Optimality of Estimating Function Estimator for CHARN Model
公開済 2012
Advances in Decision Sciences, 2012, Article ID 515494
ジャーナル論文 - rm_published_papers: Others
Optimal portfolios with end-of-period target
公開済 2012
Advances in Decision Sciences, 2012, Article ID 703465
ジャーナル論文 - rm_published_papers: Others
Control variate method for stationary processes
公開済 2011
Journal of Econometrics, 165, 1, 20 - 29
ジャーナル論文 - rm_published_papers: Others
Local Whittle LIkelihood Estimators and Tests for non-Gaussian Linear Processes
公開済 2010
Statistical Inference for Stochastic Processes, 13, 3, 163 - 174
ジャーナル論文 - rm_published_papers: Others
Systematic Approach for Portmanteau Tests in View of Whittle Likelihood Ratio
公開済 2009
Journal of the Japan Statistical Society, 39, 2, 177 - 192
ジャーナル論文 - rm_published_papers: Others
Spectral analysis for intrinsic time processes
公開済 2009
Statistics and Probability Letters, 79, 23, 2389 - 2396
ジャーナル論文 - rm_published_papers: Others
Asymptotic efficiency of estimating function estimators for nonlinear time series models
公開済 2009
Journal of The Japan Statistical Society, 39, 2, 209 - 231