| Publication | Date of Publication | Type |
|---|
| Statistical analysis of baseball data | 2009-07-06 | Paper |
APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS
Econometric Theory | 2003-05-18 | Paper |
INDEPENDENCE OF DOUBLE WIENER INTEGRALS
Econometric Theory | 2003-05-18 | Paper |
Unit root seasonal autoregressive models with a polynomial trend of higher degree
Econometric Theory | 2001-12-05 | Paper |
ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE
Econometric Theory | 2001-04-09 | Paper |
ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS
Econometric Theory | 2001-03-29 | Paper |
Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors
Econometric Reviews | 1996-06-06 | Paper |
| scientific article; zbMATH DE number 804221 (Why is no real title available?) | 1996-01-15 | Paper |
Local asymptotic distribution related to the AR(1) model with dependent errors
Journal of Econometrics | 1995-02-16 | Paper |
Acknowledgment of priority concerning: Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
The Annals of Statistics | 1994-09-13 | Paper |
Coincidence of two failure rate models
Communications in Statistics: Theory and Methods | 1994-01-20 | Paper |
| scientific article; zbMATH DE number 169642 (Why is no real title available?) | 1993-05-16 | Paper |
A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors
Econometrica | 1990-01-01 | Paper |
Limiting power of unit-root tests in time-series regression
Journal of Econometrics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4161893 (Why is no real title available?) | 1989-01-01 | Paper |
Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
The Annals of Statistics | 1988-01-01 | Paper |
On Aki's nonparametric test for symmetry
Annals of the Institute of Statistical Mathematics | 1987-01-01 | Paper |
On a condition for the log-rank test to be a locally optimal rank test
Journal of Statistical Planning and Inference | 1986-01-01 | Paper |
Transformations preserving normality and Wishart-ness
Journal of Multivariate Analysis | 1986-01-01 | Paper |
On the maximum number of balancing subsets
Journal of Mathematical Economics | 1984-01-01 | Paper |
Estimation in proportional hazard and log-linear models
Journal of Statistical Planning and Inference | 1984-01-01 | Paper |
Joint moments of the number of \(+\) runs and the number of \(+\) signs in a random sequence
Annals of the Institute of Statistical Mathematics | 1983-01-01 | Paper |
Asymptotic expansions for the sum of the series used in sequential analysis
Journal of Statistical Computation and Simulation | 1983-01-01 | Paper |
On the functional equation \(f(p+qx+rf(x))=a+bx+cf(x)\)
Aequationes Mathematicae | 1974-01-01 | Paper |
Absolute and incomplete moments of the multivariate normal distribution
Biometrika | 1961-01-01 | Paper |
Absolute moments in 3-dimensional normal distribution
Annals of the Institute of Statistical Mathematics | 1952-01-01 | Paper |
Absolute moments in 2-dimensional normal distribution
Annals of the Institute of Statistical Mathematics | 1951-01-01 | Paper |
Note on the moments of the transformed correlation
Annals of the Institute of Statistical Mathematics | 1951-01-01 | Paper |
On a relation between exponential law and Poisson's law
Annals of the Institute of Statistical Mathematics | 1950-01-01 | Paper |
