Published papers
Number of published data : 13
No. Classification Refereed paper Title Authorship Author Journal Volume/issue/page Publication date ISSN DOI URL
1 Paper
Yes
Statistical Estimation for CAPM with Long-Memory Dependence.


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



2 Paper
Yes
Optimal portfolios with end-of-period target.


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



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


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



4 Paper
No
Portmanteau検定の解析


経済理論
367, 19-32
2012



5 Paper
Yes
Asymptotic Optimality of Estimating Function Estimator for CHARN Model.


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



6 Paper
Yes
Control variate method for stationary processes.


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



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


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



8 Paper
Yes
Spectral analysis for intrinsic time processes.


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



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


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



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


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



11 Paper
Yes
Asymptotic efficiency of conditional least squares estimators for ARCH models.


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



12 Paper
Yes
Comparison of Whittle type portmanteau tests.


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



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


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