| Publication | Date of Publication | Type |
|---|
Representation theorems in finite prediction, with applications
Sugaku Expositions | 2024-02-21 | Paper |
Explicit formulas for the inverses of Toeplitz matrices, with applications
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2023-12-02 | Paper |
| Approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes | 2023-04-02 | Paper |
Closed-form expression for finite predictor coefficients of multivariate ARMA processes
Journal of Multivariate Analysis | 2020-02-05 | Paper |
Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle
Journal of Mathematical Analysis and Applications | 2018-05-31 | Paper |
Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes
Bernoulli | 2017-09-21 | Paper |
Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes
Bernoulli | 2017-09-21 | Paper |
Rigidity for matrix-valued Hardy functions
Integral Equations and Operator Theory | 2016-03-09 | Paper |
The intersection of past and future for multivariate stationary processes
Proceedings of the American Mathematical Society | 2016-03-03 | Paper |
A Vasicek-type short rate model with memory effect
Stochastic Analysis and Applications | 2015-12-21 | Paper |
Prediction of fractional processes with long-range dependence
Hokkaido Mathematical Journal | 2012-06-29 | Paper |
Prediction of fractional processes with long-range dependence
Hokkaido Mathematical Journal | 2012-06-29 | Paper |
An explicit representation of Verblunsky coefficients
Statistics & Probability Letters | 2012-05-18 | Paper |
Duals of random vectors and processes with applications to prediction problems with missing values
Statistics & Probability Letters | 2009-07-24 | Paper |
| Dynamic risk diversification and insurance premium principles | 2009-06-09 | Paper |
Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
Statistics & Probability Letters | 2008-11-25 | Paper |
AR and MA representation of partial autocorrelation functions, with applications
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-04-03 | Paper |
| Remark on optimal investment in a market with memory | 2007-12-16 | Paper |
| Optimal intertemporal risk allocation applied to insurance pricing | 2007-11-07 | Paper |
Prediction of Fractional Brownian Motion-Type Processes
Stochastic Analysis and Applications | 2007-06-27 | Paper |
Binary market models with memory
Statistics & Probability Letters | 2007-03-15 | Paper |
Optimal long-term investment model with memory
Applied Mathematics and Optimization | 2007-03-12 | Paper |
A prediction problem in $L^2 (w)$
Proceedings of the American Mathematical Society | 2007-02-01 | Paper |
Linear filtering of systems with memory and application to finance
Journal of Applied Mathematics and Stochastic Analysis | 2006-08-28 | Paper |
Linear filtering of systems with memory and application to finance
Journal of Applied Mathematics and Stochastic Analysis | 2006-08-28 | Paper |
Explicit representation of finite predictor coefficients and its applications
The Annals of Statistics | 2006-08-03 | Paper |
Financial Markets with Memory I: Dynamic Models
Stochastic Analysis and Applications | 2005-05-23 | Paper |
Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
Stochastic Analysis and Applications | 2005-05-23 | Paper |
Prediction of fractional Brownian motion with Hurst index less than 1/2
Bulletin of the Australian Mathematical Society | 2005-01-31 | Paper |
Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing.
Journal of Multivariate Analysis | 2004-03-14 | Paper |
On the worst conditional expectation.
Journal of Mathematical Analysis and Applications | 2003-11-16 | Paper |
Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes.
The Annals of Applied Probability | 2003-05-06 | Paper |
| scientific article; zbMATH DE number 1775606 (Why is no real title available?) | 2002-08-04 | Paper |
Asymptotics for prediction errors of stationary processes with reflection positivity
Journal of Mathematical Analysis and Applications | 2002-02-03 | Paper |
| On the asymptotic behavior of the prediction error of a stationary process | 2002-01-24 | Paper |
Extension of the Drasin-Shea-Jordan theorem
Journal of the Mathematical Society of Japan | 2001-07-22 | Paper |
Tauberian and Mercerian theorems for systems of kernels
Journal of Mathematical Analysis and Applications | 2001-07-04 | Paper |
Asymptotics for the partial autocorrelation function of a stationary process
Journal d'Analyse Mathématique | 2001-03-19 | Paper |
Abelian, Tauberian, and Mercerian theorems for arithmetic sums.
Journal of Mathematical Analysis and Applications | 2001-03-13 | Paper |
Ratio Mercerian Theorems with Applications to Hankel and Fourier Transforms
Proceedings of the London Mathematical Society | 2000-06-22 | Paper |
Abel-Tauber theorems for Hankel and Fourier transforms and a problem of Boas
Hokkaido Mathematical Journal | 2000-01-31 | Paper |
| scientific article; zbMATH DE number 1076945 (Why is no real title available?) | 1998-06-23 | Paper |
Regularly varying correlation functions and KMO-Langevin equations
Hokkaido Mathematical Journal | 1998-03-19 | Paper |
| scientific article; zbMATH DE number 856924 (Why is no real title available?) | 1996-08-26 | Paper |
The theory of KM2O-Langevin equations and applications to data analysis (II): Causal analysis (1)
Nagoya Mathematical Journal | 1994-10-13 | Paper |
| scientific article; zbMATH DE number 597380 (Why is no real title available?) | 1994-09-20 | Paper |
| scientific article; zbMATH DE number 91476 (Why is no real title available?) | 1993-01-16 | Paper |
The Alder-Wainwright effect for stationary processes with reflection positivity. II
Osaka Journal of Mathematics | 1992-09-27 | Paper |
The Alder-Wainwright effect for stationary processes with reflection positivity
Journal of the Mathematical Society of Japan | 1992-06-27 | Paper |
Path integral for diffusion equations
Hokkaido Mathematical Journal | 1986-01-01 | Paper |
