| Publication | Date of Publication | Type |
|---|
Series ridge regression for spatial data on \(\mathbb{R}^d\)
Bernoulli | 2026-02-10 | Paper |
Estimation of large covariance matrices with mixed factor structures
The Econometrics Journal | 2025-06-24 | Paper |
Local polynomial trend regression for spatial data on \(\mathbb{R}^d\)
Bernoulli | 2024-08-20 | Paper |
| Local polynomial trend regression for spatial data on $\mathbb{R}^d$ | 2022-11-24 | Paper |
Discussion on competition for spatial statistics for large datasets
Journal of Agricultural, Biological and Environmental Statistics | 2022-10-18 | Paper |
Spatial analysis of subjective well-being in Japan
Japanese Journal of Statistics and Data Science | 2022-08-23 | Paper |
| scientific article; zbMATH DE number 7387569 (Why is no real title available?) | 2021-08-27 | Paper |
Generalized Nelson-Siegel term structure model: do the second slope and curvature factors improve the in-sample fit and out-of-sample forecasts?
Journal of Applied Statistics | 2020-11-04 | Paper |
Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy?
Journal of Applied Statistics | 2020-10-28 | Paper |
Evaluation of regional variations in healthcare utilization
Japanese Journal of Statistics and Data Science | 2020-08-26 | Paper |
Log-periodogram regression of two-dimensional intrinsically stationary random fields
Japanese Journal of Statistics and Data Science | 2020-08-26 | Paper |
Locally stationary spatio-temporal processes
Japanese Journal of Statistics and Data Science | 2019-10-18 | Paper |
| Statistical comparison between linear and nonlinear predictors | 2019-09-13 | Paper |
Continuous Auto-Regressive Moving Average Random Fields on Rn
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Term structure forecasting of government bond yields with latent and macroeconomic factors: do macroeconomic factors imply better out-of-sample forecasts?
Journal of Forecasting | 2018-10-11 | Paper |
Spatial autoregressive conditional heteroskedasticity models
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2018-08-08 | Paper |
Broadband semi-parametric estimation of long-memory time series by fractional exponential models
Journal of Time Series Analysis | 2014-06-16 | Paper |
Fourier analysis of irregularly spaced data on \(R^d\)
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2010-04-08 | Paper |
On nonparametric and semiparametric testing for multivariate linear time series
The Annals of Statistics | 2009-12-09 | Paper |
A test statistic for graphical modelling of multivariate time series
Biometrika | 2009-01-15 | Paper |
Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
Bernoulli | 2006-11-06 | Paper |
On testing for separable correlations of multivariate time series
Journal of Time Series Analysis | 2005-05-20 | Paper |
A diagnostic statistic for functional-coefficient autoregressive models
Communications in Statistics: Theory and Methods | 1999-03-04 | Paper |
A test of linearity against functional coefficient autoregressive models
Communications in Statistics: Theory and Methods | 1999-01-01 | Paper |
A NONPARAMETRIC TEST FOR NONLINEARITY BY THE WEIGHTED LEAST SQUARES METHOD
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 1998-11-15 | Paper |
