Hiroaki Ogata

发表

Quantile-Based Inference for Elliptical Distributions

D. Veredas, Yves Dominicy, Hiroaki Ogata, 2010 .

Various Methods for Financial Engineering

Masanobu Taniguchi, Hiroaki Ogata, Tomoyuki Amano, 2014 .

Estimating function approach for CHARN Models

Masanobu Taniguchi, Masanobu Taniguchi, Hiroaki Ogata, 2010 .

Circular autocorrelation of stationary circular Markov processes

Toshihiro Abe, Hiroaki Ogata, Hiroyuki Taniai, 2017 .

Optimal Portfolios with End-of-Period Target

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

Empirical Likelihood Approaches for Financial Returns

Masanobu Taniguchi, Hiroaki Ogata, Tomoyuki Amano, 2014 .

Copula bounds for circular data

Hiroaki Ogata, 2022, 2206.10126.

Copula bounds for circular data

Hiroaki Ogata, 2022, 2206.10126.

Preliminary Test Estimation for Regression Models with Long-Memory Disturbance

Hiroshi Shiraishi, Masanobu Taniguchi, Hiroaki Ogata, 2009 .

Inference for vast dimensional elliptical distributions

Yves Dominicy, Hiroaki Ogata, David Veredas, 2012, Computational Statistics.

Circular autocorrelation of stationary circular Markov processes

Toshihiro Abe, Hiroaki Ogata, Hiroyuki Taniai, 2016, Statistical Inference for Stochastic Processes.

Models for circular data from time series spectra

A. Pewsey, Hiroaki Ogata, Shogo Kato, 2020, Journal of Time Series Analysis.

On estimating the tail index and the spectral measure of multivariate $$\alpha $$α-stable distributions

Adel Mohammadpour, Hiroaki Ogata, A. Mohammadpour, 2015 .

Estimation for multivariate stable distributions with generalized empirical likelihood

Hiroaki Ogata, Hiroaki Ogata, 2013 .

Marginal Quantiles for Stationary Processes

S. Hörmann, Yves Dominicy, Hiroaki Ogata, 2012 .

Empirical Likelihood Approach for Non-Gaussian Vector Stationary Processes and Its Application to Minimum Contrast Estimation

Hiroaki Ogata, M. Taniguchi, 2007 .

Estimation for Non-Gaussian Locally Stationary Processes with Empirical Likelihood Method

Hiroaki Ogata, Hiroaki Ogata, 2012, Adv. Decis. Sci..

Empirical Likelihood Approach for Non-Gaussian Locally Stationary Processes

Hiroaki Ogata, 2007 .

Some Techniques for ARCH Financial Time Series

Hiroaki Ogata, Tomoyuki Amano, Hiroyuki Taniai, 2014 .

A mixture transition distribution modeling for higher-order circular Markov processes

Hiroaki Ogata, Takayuki Shiohama, 2023, 2304.00874.

On sample marginal quantiles for stationary processes

S. Hörmann, Yves Dominicy, Hiroaki Ogata, 2013 .

Features of Financial Data

Hiroaki Ogata, Masanobu Taniguchi, Tomoyuki Amano, 2014 .

Title Estimation for Multivariate Stable Distributions (Statistical Information in Inference and Its Related Topics)

Hiroaki Ogata, Hiroaki Ogata, 2011 .

Empirical Likelihood Estimation for a Class of Stable Processes

Hiroaki Ogata, 2010 .

EMPIRICAL LIKELIHOOD APPROACH FOR NON GAUSSIAN STATIONARY PROCESSES

Hiroaki Ogata, 2005 .

On estimating the tail index and the spectral measure of multivariate α -stable distributions

Hiroaki Ogata, A. Mohammadpour, M. Mohammadi, 2015 .