Masaki Narukawa

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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
Efficient tapered local Whittle estimation of multivariate fractional processes
Journal of Statistical Planning and Inference
2021-11-10Paper
Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models
Journal of Nonparametric Statistics
2016-06-10Paper
Broadband semi-parametric estimation of long-memory time series by fractional exponential models
Journal of Time Series Analysis
2014-06-16Paper
On semiparametric testing of I(\(d\)) by FEXP models
Communications in Statistics: Theory and Methods
2013-06-13Paper
Global semiparametric estimation of long-memory signal plus noise processes
JOURNAL OF THE JAPAN STATISTICAL SOCIETY
2013-02-14Paper


Research outcomes over time


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