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