Takayuki Shiohama

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!

Publication	Date of Publication	Type
Identifiability of asymmetric circular and cylindrical distributions Sankhyā. Series A	2023-08-07	Paper
Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units Communications in Statistics. Simulation and Computation	2022-06-29	Paper
Estimation of finite mixture models of skew-symmetric circular distributions Metrika	2020-09-17	Paper
Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets Asia-Pacific Financial Markets	2019-11-28	Paper
Circular autocorrelation of stationary circular Markov processes Statistical Inference for Stochastic Processes	2017-12-22	Paper
Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations Asia-Pacific Financial Markets	2015-02-04	Paper
Statistically efficient construction of \(a\)-risk-minimizing portfolio Advances in Decision Sciences	2012-08-14	Paper
Model and variable selection procedures for semiparametric time series regression Journal of Probability and Statistics	2010-12-01	Paper
Sequential estimation for time series regression models Journal of Statistical Planning and Inference	2004-08-19	Paper
scientific article; zbMATH DE number 2051038 (Why is no real title available?)	2004-03-07	Paper
scientific article; zbMATH DE number 1925813 (Why is no real title available?)	2003-10-21	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

Research outcomes over time

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