| Publication | Date of Publication | Type |
|---|
Characterizing interdependencies of multiple time series. Theory and applications
SpringerBriefs in Statistics | 2017-12-11 | Paper |
Inference on transformed stationary time series
Journal of Econometrics | 2016-07-18 | Paper |
A numerical method for factorizing the rational spectral density matrix
Journal of Time Series Analysis | 2011-11-26 | Paper |
A Modified Box-Cox Transformation in the Multivariate ARMA Model
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2008-02-11 | Paper |
Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2007-05-24 | Paper |
Fractional Invariance Principle
Journal of Time Series Analysis | 2006-05-24 | Paper |
Elimination of third-series effect and defining partial measures of causality
Journal of Time Series Analysis | 2001-12-12 | Paper |
Inference on one-way effect and evidence in Japanese macroeconomic data
Journal of Econometrics | 2001-03-29 | Paper |
A limit theory for long-range dependence and statistical inference on related models
The Annals of Statistics | 1997-05-19 | Paper |
The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence
Journal of Econometrics | 1997-01-14 | Paper |
| scientific article; zbMATH DE number 926561 (Why is no real title available?) | 1996-10-28 | Paper |
Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes
The Annals of Statistics | 1993-12-21 | Paper |
| scientific article; zbMATH DE number 7219 (Why is no real title available?) | 1992-06-25 | Paper |
The decomposition and measurement of the interdependency between second- order stationary processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1991-01-01 | Paper |
Information amount and higher-order efficiency in estimation
Annals of the Institute of Statistical Mathematics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4147294 (Why is no real title available?) | 1989-01-01 | Paper |
The bracketing condition for limit theorems on stationary linear processes
The Annals of Statistics | 1989-01-01 | Paper |
The second-order Fisher information
Biometrika | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4205803 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3958499 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3886925 (Why is no real title available?) | 1984-01-01 | Paper |
A central limit theorem for stationary processes and the parameter estimation of linear processes
The Annals of Statistics | 1982-01-01 | Paper |
Harmonizable stable processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3705711 (Why is no real title available?) | 1980-01-01 | Paper |
High-order efficiency in the estimation of linear processes
The Annals of Statistics | 1979-01-01 | Paper |
Robust linear extrapolations of second-order stationary processes
The Annals of Probability | 1978-01-01 | Paper |
Discrete-time stable processes and their certain properties
The Annals of Probability | 1978-01-01 | Paper |
On the Granger Condition for Non-Causality
Econometrica | 1977-01-01 | Paper |
