Hiroaki Ogata

Available identifiers

Publication	Date of Publication	Type
Copula bounds for circular data	2022-06-21	Paper
Models for circular data from time series spectra	2020-11-20	Paper
Circular autocorrelation of stationary circular Markov processes	2017-12-22	Paper
An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation	2017-09-11	Paper
Estimation for multivariate stable distributions with generalized empirical likelihood	2017-05-12	Paper
On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions	2015-07-01	Paper
Inference for vast dimensional elliptical distributions	2015-02-27	Paper
Estimating function approach for CHARN models	2014-11-26	Paper
Statistical inference for financial engineering	2014-04-01	Paper
On sample marginal quantiles for stationary processes	2013-01-25	Paper
Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood	2012-10-08	Paper
Estimation for non-Gaussian locally stationary processes with empirical likelihood method	2012-08-14	Paper
Optimal portfolios with end-of-period target	2012-03-14	Paper
Cressie-Read power-divergence statistics for non-Gaussian vector stationary processes	2010-04-22	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
Empirical likelihood approach for non Gaussian stationary processes	2006-06-14	Paper

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