Hisashi Tanizaki

Available identifiers

zbMath Open tanizaki.hisashiMaRDI QIDQ195225

List of research outcomes

Publication	Date of Publication	Type
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms	2017-11-09	Paper
On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods	2006-03-28	Paper
Exact Distributions of <i>R<sup>2</sup></i> and Adjusted <i>R<sup>2</sup></i> in a Linear Regression Model with Multivariate <i>t</i> Error Terms	2005-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q4821960	2004-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q4817645	2004-09-15	Paper
https://portal.mardi4nfdi.de/entity/Q4705955	2003-09-02	Paper
https://portal.mardi4nfdi.de/entity/Q4416768	2003-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q4409940	2003-07-01	Paper
Note on the Sampling Distribution for the Metropolis-Hastings Algorithm	2003-04-07	Paper
POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL	2002-07-28	Paper
Nonlinear and non-gaussian state estimation: A quasi-optimal estimator	2002-07-28	Paper
Nonlinear and non-Gaussian state space modeling using sampling techniques	2002-04-11	Paper
Estimation of unknown parameters in nonlinear and non-Gaussian state-space models	2001-11-19	Paper
Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.	2001-08-20	Paper
Bias correction of OLSE in the regression model with lagged dependent variables.	2000-10-26	Paper
On the nonlinear and nonnormal filter using rejection sampling	2000-10-17	Paper
Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration	2000-07-11	Paper
On markov chain monte carlo methods for nonlinear and non-gaussian state-space models	2000-07-09	Paper
Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations	1999-02-09	Paper
Nonlinear and nonnormal filters using Monte Carlo methods	1998-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q4351323	1997-10-01	Paper
Nonlinear filters based on taylor series expansions∗	1997-05-19	Paper
On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties	1996-11-20	Paper
https://portal.mardi4nfdi.de/entity/Q4714150	1996-10-30	Paper
Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique	1996-01-15	Paper
Nonlinear filters. Estimation and applications	1993-11-21	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hisashi Tanizaki