Kosuke Oya

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Characterizing interdependencies of multiple time series. Theory and applications
SpringerBriefs in Statistics
2017-12-11Paper
scientific article; zbMATH DE number 6431341 (Why is no real title available?)2015-04-27Paper
Bias-corrected realized variance under dependent microstructure noise
Mathematics and Computers in Simulation
2011-06-17Paper
Statistical properties of covariance estimator of microstructure noise: dependence, rare jumps and endogeneity2010-01-13Paper
Properties of estimators of count data model with endogenous switching
Mathematics and Computers in Simulation
2005-08-05Paper
Test of random effects with incomplete panel data.
Mathematics and Computers in Simulation
2004-03-14Paper
On the model selection criteria for demand system: Theil's minimum entropy measure and its modification
Mathematics and Computers in Simulation
2002-09-03Paper
Wald,LM and LR test statistics of linear hypothese in a strutural equation model
Econometric Reviews
1998-12-14Paper
Dickey-Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series
Journal of Time Series Analysis
1998-08-09Paper
Limited information estimation and testing subject to linear constraints
Journal of Statistical Planning and Inference
1997-11-23Paper


Research outcomes over time


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