The following pages link to Katsuto Tanaka (Q376703):
Displaying 26 items.
- Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704) (← links)
- Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
- Limiting power of unit-root tests in time-series regression (Q756339) (← links)
- On the distribution of quadratic functionals of the ordinary and fractional Brownian motions (Q947255) (← links)
- The sampling distributions of the predictor for an autoregressive model under misspecifications (Q1066595) (← links)
- Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative (Q1113597) (← links)
- Acknowledgment of priority concerning: Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative (Q1327858) (← links)
- Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055) (← links)
- LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS (Q2878819) (← links)
- DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
- Time Series Analysis (Q2979065) (← links)
- A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors (Q3212161) (← links)
- Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean (Q3324878) (← links)
- (Q3498083) (← links)
- (Q3616704) (← links)
- Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients (Q3664278) (← links)
- (Q3696348) (← links)
- (Q3703100) (← links)
- Analysis of time varying parameter models (Q3855066) (← links)
- (Q3969745) (← links)
- THE NONSTATIONARY FRACTIONAL UNIT ROOT (Q4512738) (← links)
- A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS (Q4807290) (← links)
- COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS (Q5243486) (← links)
- (Q5687551) (← links)
- Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation (Q6486645) (← links)
- Brownian motion, the Fredholm determinant, and time series analysis (Q6637557) (← links)
