| Publication | Date of Publication | Type |
|---|
Log-periodogram regression of two-dimensional intrinsically stationary random fields
Japanese Journal of Statistics and Data Science | 2020-08-26 | Paper |
Locally stationary spatio-temporal processes
Japanese Journal of Statistics and Data Science | 2019-10-18 | Paper |
From time series analysis to spatio-temporal statistical analysis
Journal of the Japan Statistical Society | 2013-11-26 | Paper |
Covariance tapering for prediction of large spatial data sets in transformed random fields
Annals of the Institute of Statistical Mathematics | 2013-11-11 | Paper |
Fourier analysis of irregularly spaced data on \(R^d\)
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2010-04-08 | Paper |
On nonparametric and semiparametric testing for multivariate linear time series
The Annals of Statistics | 2009-12-09 | Paper |
Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
Bernoulli | 2006-11-06 | Paper |
On testing for separable correlations of multivariate time series
Journal of Time Series Analysis | 2005-05-20 | Paper |
Determination of cointegrating rank in fractional systems.
Journal of Econometrics | 2003-02-17 | Paper |
Estimation of the autocorrelation function of a stationary time series with missing observations
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
PARAMETER ESTIMATION OF UNIT ROOT PROCESSES WITH MISSING OBSERVATIONS
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2001-01-11 | Paper |
scientific article; zbMATH DE number 1154125 (Why is no real title available?)
| 1998-05-25 | Paper |
scientific article; zbMATH DE number 218722 (Why is no real title available?)
| 1993-06-29 | Paper |
Asymptotic properties of the LSE in a regression model with long-memory stationary errors
The Annals of Statistics | 1991-01-01 | Paper |
A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES
Journal of Time Series Analysis | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4178494 (Why is no real title available?)
| 1989-01-01 | Paper |
On estimation of a regression model with long-memory stationary errors
The Annals of Statistics | 1988-01-01 | Paper |
On an autoregressive model with time-dependent coefficients
Annals of the Institute of Statistical Mathematics | 1986-01-01 | Paper |
ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS
Journal of Time Series Analysis | 1985-01-01 | Paper |
ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
Australian Journal of Statistics | 1985-01-01 | Paper |
Estimation of the degree of differencing of an ARIMA process
Annals of the Institute of Statistical Mathematics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3686624 (Why is no real title available?)
| 1980-01-01 | Paper |
On prediction of integrated moving average processes
Annals of the Institute of Statistical Mathematics | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3753901 (Why is no real title available?)
| 1979-01-01 | Paper |
