The following pages link to Takayuki Shiohama (Q239828):
Displayed 12 items.
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
- Circular autocorrelation of stationary circular Markov processes (Q1687322) (← links)
- Sequential estimation for time series regression models (Q1877837) (← links)
- Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets (Q2011042) (← links)
- Estimation of finite mixture models of skew-symmetric circular distributions (Q2202039) (← links)
- Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations (Q2254285) (← links)
- (Q4453312) (← links)
- (Q4707356) (← links)
- Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units (Q5084919) (← links)
- Sequential estimation for a functional of the spectral density of a Gaussian stationary process (Q5960141) (← links)
- Identifiability of asymmetric circular and cylindrical distributions (Q6167547) (← links)