Muneya Matsui

Available identifiers

zbMath Open matsui.muneyaMaRDI QIDQ292940

List of research outcomes

Publication	Date of Publication	Type
On convolution closure properties of subexponentiality approaching from densities	2023-08-31	Paper
Mle-equivariance, data transformations and invariant tests of fit	2023-07-07	Paper
Subexponentialiy of densities of infinitely divisible distributions	2023-07-04	Paper
Self-normalized partial sums of heavy-tailed time series	2023-03-30	Paper
Asymptotics of densities of first passage times for spectrally negative L\'evy processes	2023-03-15	Paper
Local subexponentiality and infinitely divisible distributions	2023-02-15	Paper
Trigonometrically approximated maximum likelihood estimation for stable law	2022-09-19	Paper
Tails of bivariate stochastic recurrence equation with triangular matrices	2022-06-20	Paper
Distance covariance for random fields	2022-06-20	Paper
Asymptotics of maximum likelihood estimation for stable law with continuous parameterization	2022-05-23	Paper
CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH	2022-03-21	Paper
Tail indices for \(AX+B\) recursion with triangular matrices	2021-11-17	Paper
Distance covariance for discretized stochastic processes	2020-10-07	Paper
The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process	2019-09-23	Paper
Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes	2019-01-30	Paper
Distance covariance for stochastic processes	2018-08-08	Paper
Prediction in a Poisson cluster model with multiple cluster processes	2018-07-10	Paper
Applications of distance correlation to time series	2018-03-27	Paper
Prediction of components in random sums	2017-08-14	Paper
Arrival times of Cox process with independent increment with application to prediction problems	2017-07-01	Paper
Log-convexity and the cycle index polynomials with relation to compound Poisson distributions	2016-09-22	Paper
Prediction in a mixed Poisson cluster model	2016-08-08	Paper
Fractional absolute moments of heavy tailed distributions	2016-06-09	Paper
Generalized fractional Lévy processes with fractional Brownian motion limit	2016-02-12	Paper
Prediction in a non-homogeneous Poisson cluster model	2014-09-22	Paper
The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials	2014-05-02	Paper
On the exponential process associated with a CARMA-type process	2014-04-17	Paper
Estimation of the tail index for lattice-valued sequences	2014-04-08	Paper
Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions	2013-01-17	Paper
Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions	2011-03-25	Paper
Prediction in a Poisson cluster model	2010-07-20	Paper
On the exponentials of fractional Ornstein-Uhlenbeck processes	2009-11-20	Paper
The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes	2009-09-30	Paper
Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach	2009-06-02	Paper
Integral representations of one-dimensional projections for multivariate stable densities	2009-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q3548326	2008-12-11	Paper
Skewness and kurtosis as locally best invariant tests of normality	2006-08-20	Paper
Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives	2006-04-19	Paper
Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE	2006-03-09	Paper
Fisher Information Matrix of General Stable Distributions Close to the Normal Distribution	2005-02-26	Paper

Research outcomes over time

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