Hiroshi Shiraishi

Available identifiers

zbMath Open shiraishi.hiroshiMaRDI QIDQ444213

List of research outcomes

Publication	Date of Publication	Type
Estimating the effective reproduction number of COVID-19 via the chain ladder method	2025-01-22	Paper
Time series quantile regression using random forests	2024-11-20	Paper
Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative L\'{e}vy Process	2022-09-13	Paper
https://portal.mardi4nfdi.de/entity/Q5011462	2021-08-27	Paper
https://portal.mardi4nfdi.de/entity/Q5011445	2021-08-27	Paper
Local asymptotic normality and efficient estimation for multivariate \(\mathrm{GINAR}(p)\) models	2020-04-23	Paper
Review of statistical actuarial risk modelling	2019-06-27	Paper
Semiparametric estimation in the optimal dividend barrier for the classical risk model	2018-12-14	Paper
Higher-order asymptotic theory of shrinkage estimation for general statistical models	2018-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q5350358	2017-08-29	Paper
Resampling procedure in estimation of optimal portfolios for time-varying ARCH processes	2013-07-12	Paper
A simulation approach to statistical estimation of multiperiod optimal portfolios	2012-08-14	Paper
Optimal portfolios with end-of-period target	2012-03-14	Paper
Statistical testing for asymptotic no-arbitrage in financial markets	2010-09-16	Paper
Cluster analysis for stable processes	2010-08-19	Paper
Preliminary Test Estimation for Regression Models with Long-Memory Disturbance	2009-11-16	Paper
Improved estimation for the autocovariances of a Gaussian stationary process	2007-10-31	Paper
STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS	2007-06-05	Paper
Statistical estimation of optimal portfolios for Gaussian dependent returns of assets	2006-06-14	Paper

Research outcomes over time

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