Masanobu Taniguchi

发表

Higher-order asymptotic theory of shrinkage estimation for general statistical models

Hiroshi Shiraishi, Masanobu Taniguchi, Takashi Yamashita, 2018, J. Multivar. Anal..

Optimal Statistical Inference in Financial Engineering

Masanobu Taniguchi, 2011, International Encyclopedia of Statistical Science.

Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities

Yan Liu, Masanobu Taniguchi, Hideaki Nagahata, 2017, Commun. Stat. Simul. Comput..

Asymptotic Theory of Estimation and Testing for Stochastic Processes

Masanobu Taniguchi, Yoshihide Kakizawa, 2000 .

Statistical analysis for multiplicatively modulated nonlinear autoregressive model and its applications to electrophysiological signal analysis in humans

Manabu Honda, Hiroko Kato, Masanobu Taniguchi, 2006, IEEE Transactions on Signal Processing.

Features of Financial Data

Hiroaki Ogata, Masanobu Taniguchi, Tomoyuki Amano, 2014 .

Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables

Kenta Hamada, Masanobu Taniguchi, Wei Ye Dong, 2012, Adv. Decis. Sci..

Input dependent misclassification costs for cost-sensitive classifiers

Masanobu Taniguchi, Michal Skubacz, Jaakko Hollmn, 2000 .

Statistical Estimation for CAPM with Long-Memory Dependence

Tsuyoshi Kato, Masanobu Taniguchi, Tomoyuki Amano, 2012, Adv. Decis. Sci..

Chapter 7: Numerical Examples

Hiroko Kato Solvang, Hiroshi Shiraishi, Masanobu Taniguchi, 2017 .

Rank-based Inference for Multivariate Nonlinear and Long-memory Time Series Models

Masanobu Taniguchi, Marc Hallin, Junichi Hirukawa, 2010 .

Introduction to Statistical Financial Engineering

Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki, 2007 .

Statistical Estimation of Portfolios for Dependent Financial Returns

Cathy W. S. Chen, Hiroshi Shiraishi, Masanobu Taniguchi, 2012, Adv. Decis. Sci..

Chapter 8: Theoretical Foundations and Technicalities

Hiroko Kato Solvang, Hiroshi Shiraishi, Masanobu Taniguchi, 2017 .

Optimal Portfolios with End-of-Period Target

Hiroaki Ogata, Hiroshi Shiraishi, Masanobu Taniguchi, 2012, Adv. Decis. Sci..

Diagnostic Methods in Time Series

Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano, 2021 .

Shrinkage estimation for multivariate time series

Masanobu Taniguchi, Yan Liu, Yoshiyuki Tanida, 2021, Statistical Inference for Stochastic Processes.

Statistical Inference for Local Granger Causality

Hernando Ombao, Masanobu Taniguchi, Yan Liu, 2021, 2103.00209.

Adjustments for Variance Component Tests in ANOVA Models

Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano, 2021 .

Minimax estimation for time series models

Masanobu Taniguchi, Yan Liu, 2021, METRON.

Systematic Approach for Portmanteau Tests

Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano, 2021 .

Sparse principal component analysis for high‐dimensional stationary time series

Masanobu Taniguchi, Yan Liu, Yuichi Goto, 2021, Scandinavian Journal of Statistics.

Statistical analysis of curved probability densities

Masanobu Taniguchi, Yoshihide Watanabe, 1994 .

Correction: A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes

Yuzo Hosoya, Masanobu Taniguchi, Masanobu Taniguchi, 1993 .

James-Stein estimators for time series regression models

Masanobu Taniguchi, Motohiro Senda, M. Taniguchi, 2006 .

Discrimination and Clustering for Multivariate Time Series

Robert H. Shumway, Masanobu Taniguchi, Yoshihide Kakizawa, 1998 .

Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series

Masanobu Taniguchi, M. Taniguchi, 1987 .

DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES

Masanobu Taniguchi, Guoqiang Zhang, 1994 .

Third-order asymptotic properties of a class of test statistics under a local alternative

Masanobu Taniguchi, Masanobu Taniguchi, M. Taniguchi, 1991 .

On the Second Order Asymptotic Efficiency of Estimators of Gaussian ARMA Processes

Masanobu Taniguchi, Masanobu Taniguchi, M. Taniguchi, 1983 .

Estimating Functions for Nonlinear Time Series Models

Masanobu Taniguchi, S. Ajay Chandra, Masanobu Taniguchi, 2001 .

Asymptotic efficiency of conditional least squares estimators for ARCH models

Masanobu Taniguchi, Tomoyuki Amano, 2008 .

ON ESTIMATION OF THE INTEGRALS OF CERTAIN FUNCTIONS OF SPECTRAL DENSITY

Masanobu Taniguchi, 1980 .

Elements of Stochastic Processes

Masanobu Taniguchi, Yoshihide Kakizawa, Masanobu Taniguchi, 2000 .

GENERALIZED INFORMATION CRITERIA IN MODEL SELECTION FOR LOCALLY STATIONARY PROCESSES

Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki, 2008 .

Asymptotic theory for ARCH-SM models: Lan and residual empirical processes

Masanobu Taniguchi, Sangyeol Lee, Sangyeol Lee, 2005 .

Minimum Contrast Estimation for Spectral Densities of Stationary Processes

Masanobu Taniguchi, Masanobu Taniguchi, M. Taniguchi, 1987 .

VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES

Masanobu Taniguchi, M. Taniguchi, 1984 .

Asymptotic Theory of Statistical Inference for Time Series

Masanobu Taniguchi, Yoshihide Kakizawa, Masanobu Taniguchi, 2000 .

On estimation of parameters of Gaussian stationary processes

Masanobu Taniguchi, 1979 .

Estimating function approach for CHARN Models

Masanobu Taniguchi, Masanobu Taniguchi, Hiroaki Ogata, 2010 .

On selection of the order of the spectral density model for a stationary process

Masanobu Taniguchi, M. Taniguchi, 1980 .