Tomoyuki Amano

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Diagnostic methods in time series SpringerBriefs in Statistics	2021-06-15	Paper
Control variate method for stationary processes Journal of Econometrics	2016-08-12	Paper
Statistical inference for financial engineering SpringerBriefs in Statistics	2014-04-01	Paper
Asymptotic optimality of estimating function estimator for CHARN model Advances in Decision Sciences	2012-10-08	Paper
Asymptotic efficiency of estimating function estimators for nonlinear time series models Journal of the Japan Statistical Society	2012-10-04	Paper
Systematic approach for portmanteau tests in view of the Whittle likelihood ratio Journal of the Japan Statistical Society	2012-10-04	Paper
Statistical estimation for CAPM with long-memory dependence Advances in Decision Sciences	2012-03-14	Paper
Optimal portfolios with end-of-period target Advances in Decision Sciences	2012-03-14	Paper
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes Statistical Inference for Stochastic Processes	2011-04-08	Paper
Spectral analysis for intrinsic time processes Statistics & Probability Letters	2009-11-18	Paper
scientific article; zbMATH DE number 5545439 (Why is no real title available?)	2009-04-21	Paper
Asymptotic efficiency of conditional least squares estimators for ARCH models Statistics & Probability Letters	2008-03-12	Paper
scientific article; zbMATH DE number 5239095 (Why is no real title available?)	2008-02-22	Paper

Research outcomes over time

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