Tomoyuki Amano

Available identifiers

zbMath Open amano.tomoyukiMaRDI QIDQ454456

List of research outcomes

Publication	Date of Publication	Type
Diagnostic methods in time series	2021-06-15	Paper
Control variate method for stationary processes	2016-08-12	Paper
Statistical inference for financial engineering	2014-04-01	Paper
Asymptotic optimality of estimating function estimator for CHARN model	2012-10-08	Paper
Asymptotic efficiency of estimating function estimators for nonlinear time series models	2012-10-04	Paper
Systematic approach for portmanteau tests in view of the Whittle likelihood ratio	2012-10-04	Paper
Statistical estimation for CAPM with long-memory dependence	2012-03-14	Paper
Optimal portfolios with end-of-period target	2012-03-14	Paper
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes	2011-04-08	Paper
Spectral analysis for intrinsic time processes	2009-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q3621471	2009-04-21	Paper
Asymptotic efficiency of conditional least squares estimators for ARCH models	2008-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q5442467	2008-02-22	Paper

Research outcomes over time

This page was built for person: Tomoyuki Amano