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Disambiguation of "Taniguchi, Masanobu"

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Asymptotic efficiency of conditional least squares estimators for ARCH models

, and . Statistics & Probability Letters, 78 (2): 179--185 (Feb 1, 2008)

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Masanobu Nishimura

Yasaburo Taniguchi

Masanobu Nishimura

 

Other publications of authors with the same name

Testing Composite Hypotheses for Locally Stationary Processes, and . Journal of Time Series Analysis, 24 (4): 483--504 (182 07 2003)doi: 10.1111/1467-9892.00317.LAN theorem for non-Gaussian locally stationary processes and its applications, and . Journal of Statistical Planning and Inference, 136 (3): 640--688 (Mar 1, 2006)Non-regular estimation theory for piecewise continuous spectral densities. Stochastic Processes and their Applications, 118 (2): 153--170 (February 2008)Sequential estimation for time series regression models, and . Journal of Statistical Planning and Inference, 123 (2): 295--312 (Jul 1, 2004)Statistical Estimation for CAPM with Long-Memory Dependence., , and . Adv. Decis. Sci., (2012)Statistical Estimation of Portfolios for Dependent Financial Returns., , , , , and . Adv. Decis. Sci., (2012)Asymptotics of rank order statistics for ARCH residual empirical processes, and . Stochastic Processes and their Applications, 104 (2): 301--324 (April 2003)Minimum alpha-divergence estimation for arch models, and . Journal of Time Series Analysis, 27 (1): 19--39 (Jan 1, 2006)doi: 10.1111/j.1467-9892.2005.00444.x.Nonparametric approach for discriminant analysis in time series, and . Journal of Nonparametric Statistics, 5 (1): 91--101 (1995)Higher order asymptotic option valuation for non-Gaussian dependent returns, and . Journal of Statistical Planning and Inference, 137 (3): 1043--1058 (Mar 1, 2007)