| Publication | Date of Publication | Type |
|---|
Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling
STATISTICA SINICA | 2025-01-27 | Paper |
Shrinkage estimators of BLUE for time series regression models
Journal of Multivariate Analysis | 2024-05-13 | Paper |
Second-order robustness for time series inference
Statistical Inference for Stochastic Processes | 2024-02-16 | Paper |
Sparse principal component analysis for high‐dimensional stationary time series
Scandinavian Journal of Statistics | 2024-01-02 | Paper |
Higher‐order asymptotics of minimax estimators for time series
Journal of Time Series Analysis | 2023-08-24 | Paper |
Homogeneity tests for one-way models with dependent errors under correlated groups
Test | 2023-07-12 | Paper |
Comparison between the exact likelihood and Whittle likelihood for moving average processes
| 2023-05-15 | Paper |
Tests for the existence of group effects and interactions for two-way models with dependent errors
Annals of the Institute of Statistical Mathematics | 2023-05-15 | Paper |
Minimax estimation for time series models
Metron | 2022-01-24 | Paper |
Estimation of linear functional of large spectral density matrix and application to Whittle's approach
Japanese Journal of Statistics and Data Science | 2021-12-17 | Paper |
Shrinkage estimation for multivariate time series
Statistical Inference for Stochastic Processes | 2021-11-11 | Paper |
Diagnostic methods in time series
SpringerBriefs in Statistics | 2021-06-15 | Paper |
Modified LASSO estimators for time series regression models with dependent disturbances
Statistical Methods and Applications | 2021-01-22 | Paper |
Models for circular data from time series spectra
Journal of Time Series Analysis | 2020-11-20 | Paper |
Discriminant analysis based on binary time series
Metrika | 2020-06-16 | Paper |
Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
Journal of Time Series Analysis | 2020-05-27 | Paper |
Local Whittle likelihood approach for generalized divergence
Scandinavian Journal of Statistics | 2020-05-07 | Paper |
Robust causality test of infinite variance processes
Journal of Econometrics | 2020-03-20 | Paper |
Estimation pitfalls when the noise is not i.i.d.
Japanese Journal of Statistics and Data Science | 2019-10-18 | Paper |
Robustness of Zero Crossing Estimator
Journal of Time Series Analysis | 2019-10-18 | Paper |
Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction
SpringerBriefs in Statistics | 2019-02-18 | Paper |
Higher order asymptotic theory for minimum contrast estimators of spectral parameters of stationary processes
Econometric Theory | 2018-12-21 | Paper |
Analysis of variance for high-dimensional time series
Statistical Inference for Stochastic Processes | 2018-08-10 | Paper |
Adjustments for a class of tests under nonstandard conditions
STATISTICA SINICA | 2018-07-06 | Paper |
Analysis of variance for multivariate time series
Metron | 2018-06-14 | Paper |
Higher-order asymptotic theory of shrinkage estimation for general statistical models
Journal of Multivariate Analysis | 2018-05-17 | Paper |
Asymptotic theory of test statistic for sphericity of high-dimensional time series
Journal of Time Series Analysis | 2018-05-16 | Paper |
A new look at portmanteau tests
Sankhyā. Series A | 2018-04-19 | Paper |
Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities
Communications in Statistics. Simulation and Computation | 2018-02-12 | Paper |
Asymptotic normality of quadratic forms of martingale differences
Statistical Inference for Stochastic Processes | 2017-12-22 | Paper |
Discriminant analysis by quantile regression with application on the climate change problem
Journal of Statistical Planning and Inference | 2017-09-28 | Paper |
An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2017-09-11 | Paper |
scientific article; zbMATH DE number 6766521 (Why is no real title available?)
| 2017-08-29 | Paper |
Portfolio estimation for spectral density of categorical time series data
Far East Journal of Theoretical Statistics | 2017-08-07 | Paper |
Control variate method for stationary processes
Journal of Econometrics | 2016-08-12 | Paper |
Asymptotic theory of parameter estimation by a contrast function based on interpolation error
Statistical Inference for Stochastic Processes | 2016-04-04 | Paper |
An empirical likelihood approach for symmetric \(\alpha\)-stable processes
Bernoulli | 2015-10-30 | Paper |
Estimating function approach for CHARN models
Metron | 2014-11-26 | Paper |
Generalized information criterion
Journal of Time Series Analysis | 2014-11-20 | Paper |
Statistical inference for financial engineering
SpringerBriefs in Statistics | 2014-04-01 | Paper |
Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition
Statistical Methodology | 2012-10-19 | Paper |
Systematic approach for portmanteau tests in view of the Whittle likelihood ratio
Journal of the Japan Statistical Society | 2012-10-04 | Paper |
Jackknifed Whittle estimators
Statistica Sinica | 2012-08-24 | Paper |
Statistical portfolio estimation under the utility function depending on exogenous variables
Advances in Decision Sciences | 2012-03-14 | Paper |
Statistical estimation for CAPM with long-memory dependence
Advances in Decision Sciences | 2012-03-14 | Paper |
Optimal portfolios with end-of-period target
Advances in Decision Sciences | 2012-03-14 | Paper |
Preliminary test estimation for spectra
Statistics \& Probability Letters | 2011-10-28 | Paper |
Discriminant analysis for dynamics of stable processes
Statistical Methodology | 2011-05-20 | Paper |
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes
Statistical Inference for Stochastic Processes | 2011-04-08 | Paper |
Statistical testing for asymptotic no-arbitrage in financial markets
Journal of Statistics: Advances in Theory and Applications | 2010-09-16 | Paper |
Cluster analysis for stable processes
Communications in Statistics: Theory and Methods | 2010-08-19 | Paper |
Cressie-Read power-divergence statistics for non-Gaussian vector stationary processes
| 2010-04-22 | Paper |
Spectral analysis for intrinsic time processes
Statistics \& Probability Letters | 2009-11-18 | Paper |
Preliminary Test Estimation for Regression Models with Long-Memory Disturbance
Communications in Statistics: Theory and Methods | 2009-11-16 | Paper |
The Stein–James estimator for short- and long-memory Gaussian processes
Biometrika | 2009-01-29 | Paper |
Statistical estimation errors of VaR under ARCH returns
Journal of Statistical Planning and Inference | 2008-09-29 | Paper |
Asymptotic efficiency of conditional least squares estimators for ARCH models
Statistics \& Probability Letters | 2008-03-12 | Paper |
Non-regular estimation theory for piecewise continuous spectral densities
Stochastic Processes and their Applications | 2008-02-06 | Paper |
Optimal Statistical Inference in Financial Engineering
| 2007-12-07 | Paper |
Improved estimation for the autocovariances of a Gaussian stationary process
Statistics | 2007-10-31 | Paper |
STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS
International Journal of Theoretical and Applied Finance | 2007-06-05 | Paper |
Minimum alpha-divergence estimation for arch models
Journal of Time Series Analysis | 2007-05-29 | Paper |
Higher order asymptotic option valuation for non-Gaussian dependent returns
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
James-Stein estimators for time series regression models
Journal of Multivariate Analysis | 2006-12-07 | Paper |
Statistical analysis of a class of factor time series models
Journal of Statistical Planning and Inference | 2006-05-22 | Paper |
LAN theorem for non-Gaussian locally stationary processes and its applications
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
scientific article; zbMATH DE number 2206042 (Why is no real title available?)
| 2005-09-16 | Paper |
scientific article; zbMATH DE number 2148871 (Why is no real title available?)
| 2005-03-21 | Paper |
Discriminant analysis for locally stationary processes
Journal of Multivariate Analysis | 2004-10-01 | Paper |
Sequential estimation for time series regression models
Journal of Statistical Planning and Inference | 2004-08-19 | Paper |
Testing Composite Hypotheses for Locally Stationary Processes
Journal of Time Series Analysis | 2004-03-16 | Paper |
scientific article; zbMATH DE number 2051038 (Why is no real title available?)
| 2004-03-07 | Paper |
Prediction problems for square-transformed stationary processes
Statistical Inference for Stochastic Processes | 2003-06-09 | Paper |
Asymptotics of tests for a unit root in autoregression
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
On large deviation asymptotics of some tests in time series
Journal of Statistical Planning and Inference | 2002-04-25 | Paper |
Estimating functions for nonlinear time series models
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
Sequential estimation for a functional of the spectral density of a Gaussian stationary process
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
Stochastic regression model with dependent disturbances
Journal of Time Series Analysis | 2001-09-16 | Paper |
AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2001-07-03 | Paper |
ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE
Econometric Theory | 2001-06-05 | Paper |
Local asymptotic normality for regression models with long-memory disturbance
The Annals of Statistics | 2001-03-20 | Paper |
Asymptotic theory of statistical inference for time series
Springer Series in Statistics | 2000-10-16 | Paper |
Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2000-02-20 | Paper |
Discrimination and Clustering for Multivariate Time Series
| 1998-08-09 | Paper |
Nonparametric approach for discriminant analysis in time series
Journal of Nonparametric Statistics | 1997-11-04 | Paper |
scientific article; zbMATH DE number 1048011 (Why is no real title available?)
| 1997-10-19 | Paper |
scientific article; zbMATH DE number 1057886 (Why is no real title available?)
| 1997-09-04 | Paper |
scientific article; zbMATH DE number 926562 (Why is no real title available?)
| 1997-03-10 | Paper |
Nonparametric approach for non-Gaussian vector stationary processes
Journal of Multivariate Analysis | 1996-08-05 | Paper |
Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
Annals of the Institute of Statistical Mathematics | 1996-06-24 | Paper |
scientific article; zbMATH DE number 759394 (Why is no real title available?)
| 1995-08-21 | Paper |
DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES
Journal of Time Series Analysis | 1994-09-08 | Paper |
ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS
Journal of Time Series Analysis | 1994-09-08 | Paper |
Statistical analysis of curved probability densities
Journal of Multivariate Analysis | 1994-04-21 | Paper |
Higher order asymptotic theory for discriminant analysis in exponential families of distributions
Journal of Multivariate Analysis | 1994-04-21 | Paper |
NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS
Journal of Time Series Analysis | 1994-02-02 | Paper |
Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes
The Annals of Statistics | 1993-12-21 | Paper |
An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives
International Statistical Review / Revue Internationale de Statistique | 1993-02-04 | Paper |
Higher order asymptotic theory for time series analysis
Lecture Notes in Statistics | 1992-09-18 | Paper |
scientific article; zbMATH DE number 19726 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 7219 (Why is no real title available?)
| 1992-06-25 | Paper |
Third-order asymptotic properties of a class of test statistics under a local alternative
Journal of Multivariate Analysis | 1991-01-01 | Paper |
HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES
Journal of Time Series Analysis | 1991-01-01 | Paper |
scientific article; zbMATH DE number 4178489 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4143230 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4096643 (Why is no real title available?)
| 1988-01-01 | Paper |
Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes
Journal of Multivariate Analysis | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4078584 (Why is no real title available?)
| 1987-01-01 | Paper |
Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
Journal of Multivariate Analysis | 1987-01-01 | Paper |
Walsh spectral analysis of multiple dyadic stationary processes and its applications
Stochastic Processes and their Applications | 1987-01-01 | Paper |
THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL
Journal of Time Series Analysis | 1987-01-01 | Paper |
Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
Journal of Multivariate Analysis | 1986-01-01 | Paper |
Berry-Esseen theorems for quadratic forms of Gaussian stationary processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3926032 (Why is no real title available?)
| 1985-01-01 | Paper |
VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES
Journal of Time Series Analysis | 1984-01-01 | Paper |
On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
The Annals of Statistics | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3793269 (Why is no real title available?)
| 1982-01-01 | Paper |
A central limit theorem for stationary processes and the parameter estimation of linear processes
The Annals of Statistics | 1982-01-01 | Paper |
On estimation of the integrals of the fourth order cumulant spectral density
Biometrika | 1982-01-01 | Paper |
Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
Journal of Econometrics | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3713045 (Why is no real title available?)
| 1981-01-01 | Paper |
ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES
Journal of Time Series Analysis | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3694444 (Why is no real title available?)
| 1980-01-01 | Paper |
On estimation of the integrals of certain functions of spectral density
Journal of Applied Probability | 1980-01-01 | Paper |
On selection of the order of the spectral density model for a stationary process
Annals of the Institute of Statistical Mathematics | 1980-01-01 | Paper |
On estimation of parameters of Gaussian stationary processes
Journal of Applied Probability | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3600858 (Why is no real title available?)
| 1978-01-01 | Paper |
