論文
公開件数:13件
No. 種別 査読の有無 標題 単著・共著区分 著者 誌名 巻号頁 出版日 ISSN DOI URL
1 一般論文

Statistical Estimation for CAPM with Long-Memory Dependence.


Advances in Decision Sciences
Volume 2012, Article ID 571034-
2012



2 一般論文

Optimal portfolios with end-of-period target.


Advances in Decision Sciences
Volume 2012, Article ID 703465-
2012



3 一般論文

Analysis of CL and Estimating Function Estimators for Financial Time Series Models.


Advances in science, technology and environmentology
B8, 57-65
2012



4 一般論文

Portmanteau検定の解析


経済理論
367, 19-32
2012



5 一般論文

Asymptotic Optimality of Estimating Function Estimator for CHARN Model.


Advances in Decision Sciences
Volume 2012, Article ID 515494-
2012



6 一般論文

Control variate method for stationary processes.


Journal of Econometrics
165/ No 1, 20-29
2011



7 一般論文

Local Whittle LIkelihood Estimators and Tests for non-Gaussian Linear Processes.


Statistical Inference for Stochastic Processes
13/ No 3, 163-174
2010



8 一般論文

Spectral analysis for intrinsic time processes.


Statistics and Probability Letters
79/ No 23, 2389-2396
2009



9 一般論文

Systematic Approach for Portmanteau Tests in View of Whittle Likelihood Ratio.


Journal of the Japan Statistical Society
39/ No 2, 177-192
2009



10 一般論文

Asymptotic efficiency of estimating function estimators for nonlinear time series models.


Journal of The Japan Statistical Society
39/ No 2, 209-231
2009



11 一般論文

Asymptotic efficiency of conditional least squares estimators for ARCH models.


Statistics and Probability Letters
78/ No 2, 179-185
2008



12 一般論文

Comparison of Whittle type portmanteau tests.


Scientiae Mathematicae Japonicae
68/ No 2, 247-254
2008



13 一般論文

Note on Asymptotics of Whittle estimators for square transformed ARCH($\infty$) models.


Scientiae Mathematicae Japonicae
65/ No 1, 43-51
2007