Goto, Y.; Kaneko, T.; Kojima, S.; Taniguchi, M. Likelihood ratio processes under nonstandard settings. (English) Zbl 07573883 Theory Probab. Appl. 67, No. 2, 246-260 (2022) and Teor. Veroyatn. Primen. 67, No. 2, 309-326 (2022). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{Y. Goto} et al., Theory Probab. Appl. 67, No. 2, 246--260 (2022; Zbl 07573883) Full Text: DOI
Tecuapetla-Gómez, Inder; Nussbaum, Michael On large deviations in testing simple hypotheses for locally stationary Gaussian processes. (English) Zbl 1333.62061 Stat. Inference Stoch. Process. 15, No. 3, 225-239 (2012). MSC: 62F05 60F10 60G15 60G10 62M15 PDFBibTeX XMLCite \textit{I. Tecuapetla-Gómez} and \textit{M. Nussbaum}, Stat. Inference Stoch. Process. 15, No. 3, 225--239 (2012; Zbl 1333.62061) Full Text: DOI
Hirukawa, Junichi; Sadakata, Mako Least squares estimators for unit root processes with locally stationary disturbance. (English) Zbl 1233.62155 Adv. Decis. Sci. 2012, Article ID 893497, 16 p. (2012). MSC: 62M10 91B84 62M09 60F17 60G50 PDFBibTeX XMLCite \textit{J. Hirukawa} and \textit{M. Sadakata}, Adv. Decis. Sci. 2012, Article ID 893497, 16 p. (2012; Zbl 1233.62155) Full Text: DOI
Shiraishi, Hiroshi; Taniguchi, Masanobu Statistical estimation of optimal portfolios for locally stationary returns of assets. (English) Zbl 1291.91245 Int. J. Theor. Appl. Finance 10, No. 1, 129-154 (2007). MSC: 91G70 91G10 62P05 62M09 PDFBibTeX XMLCite \textit{H. Shiraishi} and \textit{M. Taniguchi}, Int. J. Theor. Appl. Finance 10, No. 1, 129--154 (2007; Zbl 1291.91245) Full Text: DOI
Hirukawa, Junichi Cluster analysis for non-Gaussian locally stationary processes. (English) Zbl 1137.91595 Int. J. Theor. Appl. Finance 9, No. 1, 113-132 (2006). MSC: 91B84 91B82 PDFBibTeX XMLCite \textit{J. Hirukawa}, Int. J. Theor. Appl. Finance 9, No. 1, 113--132 (2006; Zbl 1137.91595) Full Text: DOI