Takayuki Shiohama

Available identifiers

Publication	Date of Publication	Type
Identifiability of asymmetric circular and cylindrical distributions	2023-08-07	Paper
Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units	2022-06-29	Paper
Estimation of finite mixture models of skew-symmetric circular distributions	2020-09-17	Paper
Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets	2019-11-28	Paper
Circular autocorrelation of stationary circular Markov processes	2017-12-22	Paper
Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations	2015-02-04	Paper
Statistically efficient construction of \(a\)-risk-minimizing portfolio	2012-08-14	Paper
Model and variable selection procedures for semiparametric time series regression	2010-12-01	Paper
Sequential estimation for time series regression models	2004-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q4453312	2004-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q4707356	2003-10-21	Paper
Sequential estimation for a functional of the spectral density of a Gaussian stationary process	2002-04-11	Paper

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