Katsuto Tanaka

Available identifiers

zbMath Open tanaka.katsutoMaRDI QIDQ376703

List of research outcomes

Publication	Date of Publication	Type
Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process	2020-08-25	Paper
COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS	2019-11-18	Paper
Time Series Analysis	2017-05-02	Paper
Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process	2015-10-05	Paper
DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION	2014-11-14	Paper
LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS	2014-09-05	Paper
Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process	2013-11-19	Paper
https://portal.mardi4nfdi.de/entity/Q3616704	2009-03-26	Paper
On the distribution of quadratic functionals of the ordinary and fractional Brownian motions	2008-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q3498083	2008-05-28	Paper
A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS	2003-05-18	Paper
THE NONSTATIONARY FRACTIONAL UNIT ROOT	2002-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q5687551	1996-12-15	Paper
Acknowledgment of priority concerning: Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative	1994-09-13	Paper
Limiting power of unit-root tests in time-series regression	1990-01-01	Paper
A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors	1990-01-01	Paper
Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3703100	1986-01-01	Paper
The sampling distributions of the predictor for an autoregressive model under misspecifications	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3696348	1984-01-01	Paper
Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean	1983-01-01	Paper
Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3969745	1983-01-01	Paper
Analysis of time varying parameter models	1979-01-01	Paper

Research outcomes over time

Doctoral students

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