The following pages link to Muneya Matsui (Q292940):
Displayed 40 items.
- Fractional absolute moments of heavy tailed distributions (Q292942) (← links)
- Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions (Q632494) (← links)
- The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes (Q730749) (← links)
- Prediction in a non-homogeneous Poisson cluster model (Q743133) (← links)
- Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE (Q816600) (← links)
- Integral representations of one-dimensional projections for multivariate stable densities (Q1000564) (← links)
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach (Q1019484) (← links)
- On the exponentials of fractional Ornstein-Uhlenbeck processes (Q1039117) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions (Q1932223) (← links)
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Distance covariance for random fields (Q2145778) (← links)
- Distance covariance for discretized stochastic processes (Q2203622) (← links)
- Prediction of components in random sums (Q2397965) (← links)
- Estimation of the tail index for lattice-valued sequences (Q2443884) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- Generalized fractional Lévy processes with fractional Brownian motion limit (Q2786429) (← links)
- Prediction in a mixed Poisson cluster model (Q3186008) (← links)
- (Q3548326) (← links)
- Prediction in a Poisson cluster model (Q3578669) (← links)
- Prediction in a Poisson cluster model with multiple cluster processes (Q4576757) (← links)
- Distance covariance for stochastic processes (Q4578302) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (Q5078578) (← links)
- The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
- Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives (Q5201480) (← links)
- On the exponential process associated with a CARMA-type process (Q5410808) (← links)
- The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (Q5413855) (← links)
- Subexponentialiy of densities of infinitely divisible distributions (Q6165212) (← links)
- Log-convexity and the cycle index polynomials with relation to compound Poisson distributions (Q6277814) (← links)
- Arrival times of Cox process with independent increment with application to prediction problems (Q6288517) (← links)
- Trigonometrically approximated maximum likelihood estimation for stable law (Q6411207) (← links)
- Local subexponentiality and infinitely divisible distributions (Q6426523) (← links)
- Asymptotics of densities of first passage times for spectrally negative L\'evy processes (Q6429632) (← links)
- Self-normalized partial sums of heavy-tailed time series (Q6431393) (← links)
- Mle-equivariance, data transformations and invariant tests of fit (Q6442922) (← links)
- On convolution closure properties of subexponentiality approaching from densities (Q6449351) (← links)
- Fisher Information Matrix of General Stable Distributions Close to the Normal Distribution (Q6475173) (← links)
- Skewness and kurtosis as locally best invariant tests of normality (Q6477713) (← links)