Fujimori, Kou; Goto, Yuichi; Liu, Yan; Taniguchi, Masanobu Sparse principal component analysis for high-dimensional stationary time series. (English) Zbl 07782068 Scand. J. Stat. 50, No. 4, 1953-1983 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Fujimori} et al., Scand. J. Stat. 50, No. 4, 1953--1983 (2023; Zbl 07782068) Full Text: DOI arXiv
Goto, Yuichi; Suzuki, Kotone; Xu, Xiaofei; Taniguchi, Masanobu Tests for the existence of group effects and interactions for two-way models with dependent errors. (English) Zbl 07686007 Ann. Inst. Stat. Math. 75, No. 3, 511-532 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Goto} et al., Ann. Inst. Stat. Math. 75, No. 3, 511--532 (2023; Zbl 07686007) Full Text: DOI
Xu, Xiaofei; Li, Zhengze; Taniguchi, Masanobu Comparison between the exact likelihood and Whittle likelihood for moving average processes. (English) Zbl 07685862 Statistica 82, No. 1, 3-13 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Xu} et al., Statistica 82, No. 1, 3--13 (2022; Zbl 07685862) Full Text: DOI
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
Liu, Yan; Taniguchi, Masanobu Minimax estimation for time series models. (English) Zbl 1478.62261 Metron 79, No. 3, 353-359 (2021). MSC: 62M10 62C20 62P20 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{M. Taniguchi}, Metron 79, No. 3, 353--359 (2021; Zbl 1478.62261) Full Text: DOI
Akashi, Fumiya; Taniguchi, Masanobu; Tanida, Yoshiyuki Estimation of linear functional of large spectral density matrix and application to Whittle’s approach. (English) Zbl 1477.62232 Jpn. J. Stat. Data Sci. 4, No. 1, 449-474 (2021). MSC: 62M10 62H12 62M15 PDFBibTeX XMLCite \textit{F. Akashi} et al., Jpn. J. Stat. Data Sci. 4, No. 1, 449--474 (2021; Zbl 1477.62232) Full Text: DOI
Liu, Yan; Tanida, Yoshiyuki; Taniguchi, Masanobu Shrinkage estimation for multivariate time series. (English) Zbl 1477.62251 Stat. Inference Stoch. Process. 24, No. 3, 733-751 (2021). MSC: 62M10 62M15 62H12 60G10 62P20 PDFBibTeX XMLCite \textit{Y. Liu} et al., Stat. Inference Stoch. Process. 24, No. 3, 733--751 (2021; Zbl 1477.62251) Full Text: DOI
Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara; Amano, Tomoyuki Diagnostic methods in time series. (English) Zbl 1467.62003 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-16-2263-2/pbk; 978-981-16-2264-9/ebook). x, 106 p. (2021). MSC: 62-02 62M10 62J20 PDFBibTeX XMLCite \textit{F. Akashi} et al., Diagnostic methods in time series. Singapore: Springer (2021; Zbl 1467.62003) Full Text: DOI
Xue, Yujie; Taniguchi, Masanobu Modified LASSO estimators for time series regression models with dependent disturbances. (English) Zbl 1458.62148 Stat. Methods Appl. 29, No. 4, 845-869 (2020). MSC: 62M10 62J07 62E20 62F12 PDFBibTeX XMLCite \textit{Y. Xue} and \textit{M. Taniguchi}, Stat. Methods Appl. 29, No. 4, 845--869 (2020; Zbl 1458.62148) Full Text: DOI
Taniguchi, Masanobu; Kato, Shogo; Ogata, Hiroaki; Pewsey, Arthur Models for circular data from time series spectra. (English) Zbl 1454.37081 J. Time Ser. Anal. 41, No. 6, 808-829 (2020). MSC: 37M10 62H11 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., J. Time Ser. Anal. 41, No. 6, 808--829 (2020; Zbl 1454.37081) Full Text: DOI
Goto, Yuichi; Taniguchi, Masanobu Discriminant analysis based on binary time series. (English) Zbl 1442.62198 Metrika 83, No. 5, 569-595 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62M15 62H30 62G35 60G10 62P10 PDFBibTeX XMLCite \textit{Y. Goto} and \textit{M. Taniguchi}, Metrika 83, No. 5, 569--595 (2020; Zbl 1442.62198) Full Text: DOI
Liu, Yan; Xue, Yujie; Taniguchi, Masanobu Robust linear interpolation and extrapolation of stationary time series in \(L^p\). (English) Zbl 1455.62174 J. Time Ser. Anal. 41, No. 2, 229-248 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 60G25 60G10 93E10 65D05 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Time Ser. Anal. 41, No. 2, 229--248 (2020; Zbl 1455.62174) Full Text: DOI
Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara Robust causality test of infinite variance processes. (English) Zbl 1456.62175 J. Econom. 216, No. 1, 235-245 (2020). MSC: 62M10 62M15 62G10 62E20 62P20 PDFBibTeX XMLCite \textit{F. Akashi} et al., J. Econom. 216, No. 1, 235--245 (2020; Zbl 1456.62175) Full Text: DOI
Goto, Yuichi; Taniguchi, Masanobu Robustness of zero crossing estimator. (English) Zbl 1431.62379 J. Time Ser. Anal. 40, No. 5, 815-830 (2019). MSC: 62M10 62G20 62G35 PDFBibTeX XMLCite \textit{Y. Goto} and \textit{M. Taniguchi}, J. Time Ser. Anal. 40, No. 5, 815--830 (2019; Zbl 1431.62379) Full Text: DOI
Giraitis, Liudas; Taniguchi, Masanobu; Taqqu, Murad S. Estimation pitfalls when the noise is not i.i.d. (English) Zbl 1430.62044 Jpn. J. Stat. Data Sci. 1, No. 1, 59-80 (2018). MSC: 62E20 60F05 60G44 PDFBibTeX XMLCite \textit{L. Giraitis} et al., Jpn. J. Stat. Data Sci. 1, No. 1, 59--80 (2018; Zbl 1430.62044) Full Text: DOI Link
Liu, Yan; Akashi, Fumiya; Taniguchi, Masanobu Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. (English) Zbl 1418.62012 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-10-0151-2/pbk; 978-981-10-0152-9/ebook). x, 136 p. (2018). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62-02 62M10 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{Y. Liu} et al., Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. Singapore: Springer (2018; Zbl 1418.62012) Full Text: DOI
Nagahata, Hideaki; Taniguchi, Masanobu Analysis of variance for high-dimensional time series. (English) Zbl 1450.62114 Stat. Inference Stoch. Process. 21, No. 2, 455-468 (2018). MSC: 62M10 62F12 62J10 PDFBibTeX XMLCite \textit{H. Nagahata} and \textit{M. Taniguchi}, Stat. Inference Stoch. Process. 21, No. 2, 455--468 (2018; Zbl 1450.62114) Full Text: DOI
Monti, Anna Clara; Taniguchi, Masanobu Adjustments for a class of tests under nonstandard conditions. (English) Zbl 1394.62017 Stat. Sin. 28, No. 3, 1437-1458 (2018). MSC: 62F03 62E20 62F05 PDFBibTeX XMLCite \textit{A. C. Monti} and \textit{M. Taniguchi}, Stat. Sin. 28, No. 3, 1437--1458 (2018; Zbl 1394.62017) Full Text: DOI Link
Nagahata, Hideaki; Taniguchi, Masanobu Analysis of variance for multivariate time series. (English) Zbl 1416.62516 Metron 76, No. 1, 69-82 (2018). MSC: 62M10 62J10 62H12 PDFBibTeX XMLCite \textit{H. Nagahata} and \textit{M. Taniguchi}, Metron 76, No. 1, 69--82 (2018; Zbl 1416.62516) Full Text: DOI
Shiraishi, Hiroshi; Taniguchi, Masanobu; Yamashita, Takashi Higher-order asymptotic theory of shrinkage estimation for general statistical models. (English) Zbl 1499.62322 J. Multivariate Anal. 166, 198-211 (2018). MSC: 62M10 62H12 62J07 60G10 60G15 62P05 91G10 PDFBibTeX XMLCite \textit{H. Shiraishi} et al., J. Multivariate Anal. 166, 198--211 (2018; Zbl 1499.62322) Full Text: DOI
Liu, Yan; Tamura, Yurie; Taniguchi, Masanobu Asymptotic theory of test statistic for sphericity of high-dimensional time series. (English) Zbl 1416.62299 J. Time Ser. Anal. 39, No. 3, 402-416 (2018). MSC: 62H15 62M10 62E20 62P05 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Time Ser. Anal. 39, No. 3, 402--416 (2018; Zbl 1416.62299) Full Text: DOI
Akashi, Fumiya; Odashima, Hiroaki; Taniguchi, Masanobu; Monti, Anna Clara A new look at portmanteau tests. (English) Zbl 1387.62023 Sankhyā, Ser. A 80, No. 1, 121-137 (2018). MSC: 62F03 62F05 62M10 PDFBibTeX XMLCite \textit{F. Akashi} et al., Sankhyā, Ser. A 80, No. 1, 121--137 (2018; Zbl 1387.62023) Full Text: DOI
Taniguchi, Masanobu; Shiraishi, Hiroshi; Hirukawa, Junichi; Solvang, Hiroko Kato; Yamashita, Takashi Statistical portfolio estimation. (English) Zbl 1369.91003 Boca Raton, FL: CRC Press (ISBN 978-1-4665-0560-5/hbk; 978-1-4665-0561-2/ebook). x, 377 p. (2018). MSC: 91-01 91G70 91G10 62P05 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., Statistical portfolio estimation. Boca Raton, FL: CRC Press (2018; Zbl 1369.91003) Full Text: Link
Liu, Yan; Nagahata, Hideaki; Uchiyama, Hirotaka; Taniguchi, Masanobu Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities. (English) Zbl 1462.62541 Commun. Stat., Simulation Comput. 46, No. 10, 8014-8027 (2017). MSC: 62M10 62H30 PDFBibTeX XMLCite \textit{Y. Liu} et al., Commun. Stat., Simulation Comput. 46, No. 10, 8014--8027 (2017; Zbl 1462.62541) Full Text: DOI
Giraitis, Liudas; Taniguchi, Masanobu; Taqqu, Murad S. Asymptotic normality of quadratic forms of martingale differences. (English) Zbl 06821278 Stat. Inference Stoch. Process. 20, No. 3, 315-327 (2017). MSC: 62E20 60F05 PDFBibTeX XMLCite \textit{L. Giraitis} et al., Stat. Inference Stoch. Process. 20, No. 3, 315--327 (2017; Zbl 06821278) Full Text: DOI
Chen, Cathy W. S.; Hsu, Yi-Tung; Taniguchi, Masanobu Discriminant analysis by quantile regression with application on the climate change problem. (English) Zbl 1391.62268 J. Stat. Plann. Inference 187, 17-27 (2017). MSC: 62P12 62M10 62G08 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., J. Stat. Plann. Inference 187, 17--27 (2017; Zbl 1391.62268) Full Text: DOI
Solvang, Hiroko Kato; Taniguchi, Masanobu Portfolio estimation for spectral density of categorical time series data. (English) Zbl 1368.62250 Far East J. Theor. Stat. 53, No. 1, 19-33 (2017). MSC: 62M15 62P05 62P10 PDFBibTeX XMLCite \textit{H. K. Solvang} and \textit{M. Taniguchi}, Far East J. Theor. Stat. 53, No. 1, 19--33 (2017; Zbl 1368.62250) Full Text: DOI Link
Taniguchi, Masanobu; Amano, Tomoyuki; Ogata, Hiroaki; Taniai, Hiroyuki Statistical inference for financial engineering. (English) Zbl 1285.62003 SpringerBriefs in Statistics. Cham: Springer (ISBN 978-3-319-03496-6/pbk; 978-3-319-03497-3/ebook). x, 118 p. (2014). MSC: 62-01 62P05 62M10 91-01 91B84 91G70 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., Statistical inference for financial engineering. Cham: Springer (2014; Zbl 1285.62003) Full Text: DOI
Taniguchi, Masanobu; Hirukawa, Junichi Generalized information criterion. (English) Zbl 1300.62082 J. Time Ser. Anal. 33, No. 2, 287-297 (2012). MSC: 62M10 62B10 62M99 62F99 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{J. Hirukawa}, J. Time Ser. Anal. 33, No. 2, 287--297 (2012; Zbl 1300.62082) Full Text: DOI
Taniguchi, Masanobu; Tamaki, Kenichiro; DiCiccio, Thomas J.; Monti, Anna Clara Jackknifed Whittle estimators. (English) Zbl 06072108 Stat. Sin. 22, No. 3, 1287-1304 (2012). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Taniguchi} et al., Stat. Sin. 22, No. 3, 1287--1304 (2012; Zbl 06072108)
Shiraishi, Hiroshi; Ogata, Hiroaki; Amano, Tomoyuki; Patilea, Valentin; Veredas, David; Taniguchi, Masanobu Optimal portfolios with end-of-period target. (English) Zbl 1233.91252 Adv. Decis. Sci. 2012, Article ID 703465, 13 p. (2012). MSC: 91G10 91G70 62M10 62P05 PDFBibTeX XMLCite \textit{H. Shiraishi} et al., Adv. Decis. Sci. 2012, Article ID 703465, 13 p. (2012; Zbl 1233.91252) Full Text: DOI Link
Amano, Tomoyuki; Taniguchi, Masanobu Control variate method for stationary processes. (English) Zbl 1441.62581 J. Econom. 165, No. 1, 20-29 (2011). MSC: 62P20 PDFBibTeX XMLCite \textit{T. Amano} and \textit{M. Taniguchi}, J. Econom. 165, No. 1, 20--29 (2011; Zbl 1441.62581) Full Text: DOI
Maeyama, Yusuke; Tamaki, Kenichiro; Taniguchi, Masanobu Preliminary test estimation for spectra. (English) Zbl 1227.62078 Stat. Probab. Lett. 81, No. 11, 1580-1587 (2011). MSC: 62M15 62M10 62G05 62F12 62H12 PDFBibTeX XMLCite \textit{Y. Maeyama} et al., Stat. Probab. Lett. 81, No. 11, 1580--1587 (2011; Zbl 1227.62078) Full Text: DOI
Ogata, Hiroaki; Taniguchi, Masanobu An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation. (English) Zbl 1373.62452 Aust. N. Z. J. Stat. 52, No. 4, 451-468 (2010). MSC: 62M10 62G05 62M15 PDFBibTeX XMLCite \textit{H. Ogata} and \textit{M. Taniguchi}, Aust. N. Z. J. Stat. 52, No. 4, 451--468 (2010; Zbl 1373.62452) Full Text: DOI
Kanai, Hiroomi; Ogata, Hiroaki; Taniguchi, Masanobu Estimating function approach for CHARN models. (English) Zbl 1301.62036 Metron 68, No. 1, 1-21 (2010). MSC: 62G05 62G20 62M10 PDFBibTeX XMLCite \textit{H. Kanai} et al., Metron 68, No. 1, 1--21 (2010; Zbl 1301.62036) Full Text: DOI
Naito, Tomohito; Asai, Kohei; Amano, Tomoyuki; Taniguchi, Masanobu Local Whittle likelihood estimators and tests for non-Gaussian stationary processes. (English) Zbl 1209.62207 Stat. Inference Stoch. Process. 13, No. 3, 163-174 (2010). MSC: 62M15 62M09 62M07 62E20 62M10 PDFBibTeX XMLCite \textit{T. Naito} et al., Stat. Inference Stoch. Process. 13, No. 3, 163--174 (2010; Zbl 1209.62207) Full Text: DOI
Hatai, Ippei; Shiraishi, Hiroshi; Taniguchi, Masanobu Statistical testing for asymptotic no-arbitrage in financial markets. (English) Zbl 1197.91199 J. Stat., Adv. Theory Appl. 3, No. 1, 27-42 (2010). MSC: 91G70 62M10 62P05 PDFBibTeX XMLCite \textit{I. Hatai} et al., J. Stat., Adv. Theory Appl. 3, No. 1, 27--42 (2010; Zbl 1197.91199) Full Text: Link
Watanabe, Tsutomu; Shiraishi, Hiroshi; Taniguchi, Masanobu Cluster analysis for stable processes. (English) Zbl 1318.62220 Commun. Stat., Theory Methods 39, No. 8-9, 1630-1642 (2010). MSC: 62H30 60G52 62P05 91B84 PDFBibTeX XMLCite \textit{T. Watanabe} et al., Commun. Stat., Theory Methods 39, No. 8--9, 1630--1642 (2010; Zbl 1318.62220) Full Text: DOI
Taniguchi, Masanobu; Amano, Tomoyuki Systematic approach for portmanteau tests in view of the Whittle likelihood ratio. (English) Zbl 1248.62157 J. Jpn. Stat. Soc. 39, No. 2, 177-192 (2009). MSC: 62M10 62M15 62F12 65C60 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{T. Amano}, J. Jpn. Stat. Soc. 39, No. 2, 177--192 (2009; Zbl 1248.62157) Full Text: DOI Link
Nishikawa, Motoyoshi; Taniguchi, Masanobu Discriminant analysis for dynamics of stable processes. (English) Zbl 1220.62085 Stat. Methodol. 6, No. 1, 82-96 (2009). MSC: 62H30 62P05 62M99 62M10 65C60 PDFBibTeX XMLCite \textit{M. Nishikawa} and \textit{M. Taniguchi}, Stat. Methodol. 6, No. 1, 82--96 (2009; Zbl 1220.62085) Full Text: DOI
Ogata, Hiroaki; Taniguchi, Masanobu Cressie-Read power-divergence statistics for non-Gaussian vector stationary processes. (English) Zbl 1198.62106 Scand. J. Stat. 36, No. 1, 141-156 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G10 62F03 62E20 PDFBibTeX XMLCite \textit{H. Ogata} and \textit{M. Taniguchi}, Scand. J. Stat. 36, No. 1, 141--156 (2009; Zbl 1198.62106)
Ishioka, Takahide; Kawamura, Shunsuke; Amano, Tomoyuki; Taniguchi, Masanobu Spectral analysis for intrinsic time processes. (English) Zbl 1175.62100 Stat. Probab. Lett. 79, No. 23, 2389-2396 (2009). MSC: 62M15 62F12 91B24 62P05 PDFBibTeX XMLCite \textit{T. Ishioka} et al., Stat. Probab. Lett. 79, No. 23, 2389--2396 (2009; Zbl 1175.62100) Full Text: DOI
Taniguchi, Masanobu; Ogata, Hiroaki; Shiraishi, Hiroshi Preliminary test estimation for regression models with long-memory disturbance. (English) Zbl 1175.62098 Commun. Stat., Theory Methods 38, No. 16-17, 3213-3224 (2009). MSC: 62M10 62M15 62F12 62F30 65C60 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., Commun. Stat., Theory Methods 38, No. 16--17, 3213--3224 (2009; Zbl 1175.62098) Full Text: DOI
Solvang, Hiroko Kato; Taniguchi, Masanobu; Nakatani, Tomohiro; Amano, Shigeaki Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition. (English) Zbl 1248.91090 Stat. Methodol. 5, No. 3, 187-208 (2008). MSC: 91E40 68T10 62M10 PDFBibTeX XMLCite \textit{H. K. Solvang} et al., Stat. Methodol. 5, No. 3, 187--208 (2008; Zbl 1248.91090) Full Text: DOI
Taniai, Hiroyuki; Taniguchi, Masanobu Statistical estimation errors of VaR under ARCH returns. (English) Zbl 1152.62061 J. Stat. Plann. Inference 138, No. 11, 3568-3577 (2008). MSC: 62M10 62P05 65C60 91B30 PDFBibTeX XMLCite \textit{H. Taniai} and \textit{M. Taniguchi}, J. Stat. Plann. Inference 138, No. 11, 3568--3577 (2008; Zbl 1152.62061) Full Text: DOI
Amano, Tomoyuki; Taniguchi, Masanobu Asymptotic efficiency of conditional least squares estimators for ARCH models. (English) Zbl 1290.62067 Stat. Probab. Lett. 78, No. 2, 179-185 (2008). MSC: 62M10 62F10 62F12 62M09 PDFBibTeX XMLCite \textit{T. Amano} and \textit{M. Taniguchi}, Stat. Probab. Lett. 78, No. 2, 179--185 (2008; Zbl 1290.62067) Full Text: DOI
Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro Optimal statistical inference in financial engineering. (English) Zbl 1152.62074 Boca Raton, FL: Chapman & Hall/CRC (ISBN 978-1-58488-591-7/hbk; 978-1-4200-1103-6/ebook). xii, 366 p. (2008). Reviewer: Dmitry Ostrouchov (Odessa) MSC: 62-02 62P05 62M10 62H30 62M15 62G05 91G20 91G70 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., Optimal statistical inference in financial engineering. Boca Raton, FL: Chapman \& Hall/CRC (2008; Zbl 1152.62074) Full Text: DOI
Taniguchi, Masanobu; Shiraishi, Hiroshi; Ogata, Hiroaki Improved estimation for the autocovariances of a Gaussian stationary process. (English) Zbl 1120.62069 Statistics 41, No. 4, 269-277 (2007). MSC: 62M09 62F12 62C12 62M10 62M15 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., Statistics 41, No. 4, 269--277 (2007; Zbl 1120.62069) 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
Tamaki, Kenichiro; Taniguchi, Masanobu Higher order asymptotic option valuation for non-Gaussian dependent returns. (English) Zbl 1201.91206 J. Stat. Plann. Inference 137, No. 3, 1043-1058 (2007). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 91G20 62M10 62M15 91G70 PDFBibTeX XMLCite \textit{K. Tamaki} and \textit{M. Taniguchi}, J. Stat. Plann. Inference 137, No. 3, 1043--1058 (2007; Zbl 1201.91206) Full Text: DOI
Chandra, S. Ajay; Taniguchi, Masanobu Minimum \(\alpha\)-divergence estimation for ARCH models. (English) Zbl 1113.62097 J. Time Ser. Anal. 27, No. 1, 19-39 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62G07 62G20 62P05 62G35 62B10 PDFBibTeX XMLCite \textit{S. A. Chandra} and \textit{M. Taniguchi}, J. Time Ser. Anal. 27, No. 1, 19--39 (2006; Zbl 1113.62097) Full Text: DOI
Senda, Motohiro; Taniguchi, Masanobu James-Stein estimators for time series regression models. (English) Zbl 1101.62079 J. Multivariate Anal. 97, No. 9, 1984-1996 (2006). MSC: 62M10 62J07 62H12 62C15 62E20 PDFBibTeX XMLCite \textit{M. Senda} and \textit{M. Taniguchi}, J. Multivariate Anal. 97, No. 9, 1984--1996 (2006; Zbl 1101.62079) Full Text: DOI
Taniguchi, Masanobu; Maeda, Kousuke; Puri, Madan L. Statistical analysis of a class of factor time series models. (English) Zbl 1088.62107 J. Stat. Plann. Inference 136, No. 7, 2367-2380 (2006). MSC: 62M10 62M07 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., J. Stat. Plann. Inference 136, No. 7, 2367--2380 (2006; Zbl 1088.62107) Full Text: DOI
Hirukawa, Junichi; Taniguchi, Masanobu LAN theorem for non-Gaussian locally stationary processes and its applications. (English) Zbl 1077.62070 J. Stat. Plann. Inference 136, No. 3, 640-688 (2006). MSC: 62M10 62G10 62F12 62E20 62F35 62F05 PDFBibTeX XMLCite \textit{J. Hirukawa} and \textit{M. Taniguchi}, J. Stat. Plann. Inference 136, No. 3, 640--688 (2006; Zbl 1077.62070) Full Text: DOI
Taniguchi, Masanobu; Hirukawa, Junichi The Stein-James estimator for short- and long-memory Gaussian processes. (English) Zbl 1152.62373 Biometrika 92, No. 3, 737-746 (2005). MSC: 62M10 62M09 62M15 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{J. Hirukawa}, Biometrika 92, No. 3, 737--746 (2005; Zbl 1152.62373) Full Text: DOI
Lee, Sangyeol; Taniguchi, Masanobu Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. (English) Zbl 1059.62014 Stat. Sin. 15, No. 1, 215-234 (2005). MSC: 62E20 62M10 62F12 PDFBibTeX XMLCite \textit{S. Lee} and \textit{M. Taniguchi}, Stat. Sin. 15, No. 1, 215--234 (2005; Zbl 1059.62014)
Sakiyama, Kenji; Taniguchi, Masanobu Discriminant analysis for locally stationary processes. (English) Zbl 1050.62066 J. Multivariate Anal. 90, No. 2, 282-300 (2004). MSC: 62H30 62M15 62M10 62E20 PDFBibTeX XMLCite \textit{K. Sakiyama} and \textit{M. Taniguchi}, J. Multivariate Anal. 90, No. 2, 282--300 (2004; Zbl 1050.62066) Full Text: DOI
Taniguchi, Masanobu; van Garderen, Kees Jan; Puri, Madan L. Higher order asymptotic theory for minimum contrast estimators of spectral parameters of stationary processes. (English) Zbl 1441.62883 Econom. Theory 19, No. 6, 984-1007 (2003). MSC: 62P20 62M10 62M15 62E20 62G05 62F12 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., Econom. Theory 19, No. 6, 984--1007 (2003; Zbl 1441.62883) Full Text: DOI
Chandra, A. S.; Taniguchi, M. Asymptotics of rank order statistics for ARCH residual empirical processes. (English) Zbl 1075.62079 Stochastic Processes Appl. 104, No. 2, 301-324 (2003). Reviewer: Jiří Anděl (Praha) MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{A. S. Chandra} and \textit{M. Taniguchi}, Stochastic Processes Appl. 104, No. 2, 301--324 (2003; Zbl 1075.62079) Full Text: DOI
Sakiyama, Kenji; Taniguchi, Masanobu Testing composite hypotheses for locally stationary processes. (English) Zbl 1036.62067 J. Time Ser. Anal. 24, No. 4, 483-504 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M07 62E20 62F05 62G20 PDFBibTeX XMLCite \textit{K. Sakiyama} and \textit{M. Taniguchi}, J. Time Ser. Anal. 24, No. 4, 483--504 (2003; Zbl 1036.62067) Full Text: DOI
Shiohama, Takayuki; Taniguchi, Masanobu; Puri, Madan L. Asymptotic estimation theory of change-point problems for time series regression models and its applications. (English) Zbl 1042.62083 Athreya, Krishna (ed.) et al., Probability, statistics and their applications: Papers in honor of Rabi Bhattacharya. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-55-2/pbk). IMS Lect. Notes, Monogr. Ser. 41, 257-284 (2003). MSC: 62M10 62F12 60F05 PDFBibTeX XMLCite \textit{T. Shiohama} et al., IMS Lect. Notes, Monogr. Ser. 41, 257--284 (2003; Zbl 1042.62083)
Vellaisamy, P.; Sankar, S.; Taniguchi, M. Estimation and design of sampling plans for monitoring dependent production processes. (English) Zbl 1043.62118 Methodol. Comput. Appl. Probab. 5, No. 1, 85-108 (2003). MSC: 62P30 62M10 65C60 62F10 PDFBibTeX XMLCite \textit{P. Vellaisamy} et al., Methodol. Comput. Appl. Probab. 5, No. 1, 85--108 (2003; Zbl 1043.62118) Full Text: DOI
Sakiyama, Kenji; Taniguchi, Masanobu; Puri, Madan L. Asymptotics of tests for a unit root in autoregression. (English) Zbl 1016.62101 J. Stat. Plann. Inference 108, No. 1-2, 351-364 (2002). MSC: 62M10 62F05 62F12 62E20 PDFBibTeX XMLCite \textit{K. Sakiyama} et al., J. Stat. Plann. Inference 108, No. 1--2, 351--364 (2002; Zbl 1016.62101) Full Text: DOI
Chandra, S. Ajay; Taniguchi, Masanobu Estimating functions for nonlinear time series models. (English) Zbl 0995.62088 Ann. Inst. Stat. Math. 53, No. 1, 125-141 (2001). MSC: 62M10 62F12 62H12 PDFBibTeX XMLCite \textit{S. A. Chandra} and \textit{M. Taniguchi}, Ann. Inst. Stat. Math. 53, No. 1, 125--141 (2001; Zbl 0995.62088) Full Text: DOI
Taniguchi, Masanobu On large deviation asymptotics of some tests in time series. (English) Zbl 0983.62064 J. Stat. Plann. Inference 97, No. 1, 191-200 (2001). MSC: 62M10 62F05 62M07 60F10 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Stat. Plann. Inference 97, No. 1, 191--200 (2001; Zbl 0983.62064) Full Text: DOI
Choy, Kokyo; Taniguchi, Masanobu Stochastic regression model with dependent disturbances. (English) Zbl 0972.62074 J. Time Ser. Anal. 22, No. 2, 175-196 (2001). Reviewer: A.Ya.Olenko (Kyïv) MSC: 62M10 62F12 62F10 PDFBibTeX XMLCite \textit{K. Choy} and \textit{M. Taniguchi}, J. Time Ser. Anal. 22, No. 2, 175--196 (2001; Zbl 0972.62074) Full Text: DOI
Taniguchi, Masanobu; Kakizawa, Yoshihide Asymptotic theory of statistical inference for time series. (English) Zbl 0955.62088 Springer Series in Statistics. New York, NY: Springer. xvii, 661 p. DM 179.00; öS 1307.00; sFr 162.00; £61.50; $ 84.95 (2000). Reviewer: Oleksandr Kukush (Kiev) MSC: 62M10 62-02 62Mxx 62F05 62F12 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{Y. Kakizawa}, Asymptotic theory of statistical inference for time series. New York, NY: Springer (2000; Zbl 0955.62088)
Tsuga, Norihisa; Taniguchi, Masanobu; Puri, Madan L. An estimation method in time series errors-in-variables models. (English) Zbl 0963.62083 J. Jpn. Stat. Soc. 30, No. 1, 75-87 (2000). MSC: 62M15 62E20 60F05 62G05 62G20 62M10 PDFBibTeX XMLCite \textit{N. Tsuga} et al., J. Jpn. Stat. Soc. 30, No. 1, 75--87 (2000; Zbl 0963.62083) Full Text: DOI
Nakamura, Shisei; Taniguchi, Masanobu Asymptotic theory for the Durbin-Watson statistic under long memory dependence. (English) Zbl 0961.62076 Econom. Theory 15, No. 6, 847-866 (1999). MSC: 62M10 62E20 62M07 65C60 PDFBibTeX XMLCite \textit{S. Nakamura} and \textit{M. Taniguchi}, Econom. Theory 15, No. 6, 847--866 (1999; Zbl 0961.62076) Full Text: DOI
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo Local asymptotic normality for regression models with long-memory disturbance. (English) Zbl 0957.62077 Ann. Stat. 27, No. 6, 2054-2080 (1999). Reviewer: J.Anděl (Praha) MSC: 62M10 62F05 62E20 62H30 PDFBibTeX XMLCite \textit{M. Hallin} et al., Ann. Stat. 27, No. 6, 2054--2080 (1999; Zbl 0957.62077) Full Text: DOI
Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu Discrimination and clustering for multivariate time series. (English) Zbl 0906.62060 J. Am. Stat. Assoc. 93, No. 441, 328-340 (1998). MSC: 62H30 62M10 86A15 PDFBibTeX XMLCite \textit{Y. Kakizawa} et al., J. Am. Stat. Assoc. 93, No. 441, 328--340 (1998; Zbl 0906.62060) Full Text: DOI
Taniguchi, Masanobu; Puri, Madan L. Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators. (English) Zbl 0840.62031 Ann. Inst. Stat. Math. 47, No. 3, 581-600 (1995). MSC: 62F12 62H12 62M10 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{M. L. Puri}, Ann. Inst. Stat. Math. 47, No. 3, 581--600 (1995; Zbl 0840.62031)
Taniguchi, Masanobu Higher order asymptotic theory for some statistics in time series analysis. (English) Zbl 0876.62076 Proceedings of the 50th session of the International Statistical Institute, Beijing, China, August 21–29, 1995. Four books. Voorburg: International Statistical Institute, Bull. Int. Stat. Inst. 56(1-4), 481-496 (1995). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi}, in: Proceedings of the 50th session of the International Statistical Institute, Beijing, China, August 21--29, 1995. Four books. Voorburg: International Statistical Institute. 481--496 (1995; Zbl 0876.62076)
Zhang, Guoqiang; Taniguchi, Masanobu Nonparametric approach for discriminant analysis in time series. (English) Zbl 0873.62036 J. Nonparametric Stat. 5, No. 1, 91-101 (1995). MSC: 62G05 62H30 62M10 PDFBibTeX XMLCite \textit{G. Zhang} and \textit{M. Taniguchi}, J. Nonparametric Stat. 5, No. 1, 91--101 (1995; Zbl 0873.62036) Full Text: DOI
Kakizawa, Yoshihide; Taniguchi, Masanobu Higher order asymptotic relation between Edgeworth approximation and saddlepoint approximation. (English) Zbl 0818.62014 J. Jpn. Stat. Soc. 24, No. 2, 109-119 (1994). MSC: 62E17 62E20 PDFBibTeX XMLCite \textit{Y. Kakizawa} and \textit{M. Taniguchi}, J. Jpn. Stat. Soc. 24, No. 2, 109--119 (1994; Zbl 0818.62014)
Zhang, Guoqiang; Taniguchi, Masanobu Discriminant analysis for stationary vector time series. (English) Zbl 0794.62064 J. Time Ser. Anal. 15, No. 1, 117-126 (1994). MSC: 62M10 62H30 PDFBibTeX XMLCite \textit{G. Zhang} and \textit{M. Taniguchi}, J. Time Ser. Anal. 15, No. 1, 117--126 (1994; Zbl 0794.62064) Full Text: DOI
Taniguchi, Masanobu; Watanabe, Yoshihide Statistical analysis of curved probability densities. (English) Zbl 0789.62021 J. Multivariate Anal. 48, No. 2, 228-248 (1994). MSC: 62F12 62M10 62E20 62M99 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{Y. Watanabe}, J. Multivariate Anal. 48, No. 2, 228--248 (1994; Zbl 0789.62021) Full Text: DOI
Taniguchi, Masanobu Higher order asymptotic theory for discriminant analysis in exponential families of distributions. (English) Zbl 0789.62046 J. Multivariate Anal. 48, No. 2, 169-187 (1994). MSC: 62H30 62E20 62H10 62F12 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Multivariate Anal. 48, No. 2, 169--187 (1994; Zbl 0789.62046) Full Text: DOI
Kondo, Masao; Taniguchi, Masanobu Two sample problem in time series analysis. (English) Zbl 0857.62046 Matsusita, K. (ed.) et al., Statistical sciences and data analysis. Proceedings of the third Pacific Area statistical conference, Makuhari, Japan, December 11-13, 1991. Utrecht: VSP. 165-174 (1993). MSC: 62G10 62M10 62G20 PDFBibTeX XMLCite \textit{M. Kondo} and \textit{M. Taniguchi}, in: Statistical sciences and data analysis. Proceedings of the third Pacific Area statistical conference, Makuhari, Japan, December 11-13, 1991. Utrecht: VSP. 165--174 (1993; Zbl 0857.62046)
Taniguchi, Masanobu An automatic formula for the second-order approximation of the distributions of test statistics under contiguous alternatives. (English) Zbl 0767.62017 Int. Stat. Rev. 60, No. 2, 211-225 (1992). Reviewer: A.V.Nagaev (Tashkent) MSC: 62F05 62E20 62M10 PDFBibTeX XMLCite \textit{M. Taniguchi}, Int. Stat. Rev. 60, No. 2, 211--225 (1992; Zbl 0767.62017) Full Text: DOI
Taniguchi, Masanobu Higher order asymptotic theory for time series analysis. (English) Zbl 0729.62086 Lecture Notes in Statistics, 68. Berlin etc.: Springer-Verlag. viii, 160 p. (1991). Reviewer: Jiří Anděl (Praha) MSC: 62M10 62-02 62F05 62F12 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi}, Higher order asymptotic theory for time series analysis. Berlin etc.: Springer-Verlag (1991; Zbl 0729.62086)
Taniguchi, Masanobu Third-order asymptotic properties of a class of test statistics under a local alternative. (English) Zbl 0728.62026 J. Multivariate Anal. 37, No. 2, 223-238 (1991). MSC: 62F05 62E20 62M10 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Multivariate Anal. 37, No. 2, 223--238 (1991; Zbl 0728.62026) Full Text: DOI
Swe, Myint; Taniguchi, Masanobu Higher-order asymptotic properties of a weighted estimator for Gaussian ARMA processes. (English) Zbl 0714.62090 J. Time Ser. Anal. 12, No. 1, 83-93 (1991). MSC: 62M15 62F12 62E17 62F03 62E20 62F15 PDFBibTeX XMLCite \textit{M. Swe} and \textit{M. Taniguchi}, J. Time Ser. Anal. 12, No. 1, 83--93 (1991; Zbl 0714.62090) Full Text: DOI
Hosoya, Yuzo; Taniguchi, Masanobu Higher-order asymptotic theory of time-series analysis. (English. Japanese original) Zbl 0755.62065 Sugaku Expo. 4, No. 2, 223-249 (1991); translation from Sûgaku 42, No. 1, 48-67 (1990). Reviewer: J.Anděl (Praha) MSC: 62M10 62F12 62F05 PDFBibTeX XMLCite \textit{Y. Hosoya} and \textit{M. Taniguchi}, Sugaku Expo. 4, No. 2, 223--249 (1990; Zbl 0755.62065); translation from Sûgaku 42, No. 1, 48--67 (1990)
Taniguchi, Masanobu; Swe, Myint; Taniguchi, Ruriko An identification problem for moving average models. (English) Zbl 0715.62169 J. Jpn. Stat. Soc. 19, No. 2, 145-149 (1989). MSC: 62M10 62H30 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., J. Jpn. Stat. Soc. 19, No. 2, 145--149 (1989; Zbl 0715.62169)
Taniguchi, M.; Zhao, L. C.; Krishnaiah, P. R.; Bai, Z. D. Statistical analysis of dyadic stationary processes. (English) Zbl 0703.62092 Ann. Inst. Stat. Math. 41, No. 2, 205-225 (1989). Reviewer: B.Gołdys MSC: 62M09 62M15 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., Ann. Inst. Stat. Math. 41, No. 2, 205--225 (1989; Zbl 0703.62092) Full Text: DOI
Taniguchi, Masanobu Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes. (English) Zbl 0697.62012 Multivariate statistics and probability, Essays in Memory of Paruchuri R. Krishnaiah, 521-538 (1989). MSC: 62E20 62F03 62M10 PDFBibTeX XML
Taniguchi, M.; Krishnaiah, P. R.; Chao, R. Normalizing transformations of some statistics of Gaussian ARMA processes. (English) Zbl 0693.62073 Ann. Inst. Stat. Math. 41, No. 1, 187-197 (1989). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., Ann. Inst. Stat. Math. 41, No. 1, 187--197 (1989; Zbl 0693.62073) Full Text: DOI
Taniguchi, Masanobu; Taniguchi, Ruriko Asymptotic ancillarity in time series analysis. (English) Zbl 0669.62087 J. Jpn. Stat. Soc. 18, No. 2, 107-121 (1988). MSC: 62M15 62F12 62F25 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{R. Taniguchi}, J. Jpn. Stat. Soc. 18, No. 2, 107--121 (1988; Zbl 0669.62087)
Taniguchi, Masanobu Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes. (English) Zbl 0659.62105 J. Multivariate Anal. 27, No. 2, 494-511 (1988). MSC: 62M07 62M10 62E20 62M15 62F03 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Multivariate Anal. 27, No. 2, 494--511 (1988; Zbl 0659.62105) Full Text: DOI
Taniguchi, Masanobu A Berry-Esseen theorem for the maximum likelihood estimator in Gaussian ARMA processes. (English) Zbl 0737.62079 Statistical theory and data analysis II, Proc. 2nd Pac. Area Stat. Conf., Tokyo/Jap. 1986, 535-549 (1988). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{M. Taniguchi}, in: Second order asymptotic properties of the generalized Bayes estimators for a family of non-regular distributions. . 535--549 (1988; Zbl 0737.62079)
Taniguchi, Masanobu Minimum contrast estimation for spectral densities of stationary processes. (English) Zbl 0659.62113 J. R. Stat. Soc., Ser. B 49, 315-325 (1987). Reviewer: N.Leonenko MSC: 62M15 62G05 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. R. Stat. Soc., Ser. B 49, 315--325 (1987; Zbl 0659.62113)
Taniguchi, M.; Krishnaiah, P. R. Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series. (English) Zbl 0618.62089 J. Multivariate Anal. 22, 156-176 (1987). Reviewer: R.Mentz MSC: 62M10 62E20 62H10 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{P. R. Krishnaiah}, J. Multivariate Anal. 22, 156--176 (1987; Zbl 0618.62089) Full Text: DOI
Taniguchi, Masanobu Third order asymptotic properties of BLUE and LSE for a regression model with ARMA residual. (English) Zbl 0613.62115 J. Time Ser. Anal. 8, 111-114 (1987). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Time Ser. Anal. 8, 111--114 (1987; Zbl 0613.62115) Full Text: DOI
Taniguchi, Masanobu Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes. (English) Zbl 0595.62091 J. Multivariate Anal. 18, 1-31 (1986). Reviewer: J.Anděl MSC: 62M10 62F12 62M15 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Multivariate Anal. 18, 1--31 (1986; Zbl 0595.62091) Full Text: DOI
Taniguchi, Masanobu Berry-Esseen theorems for quadratic forms of Gaussian stationary processes. (English) Zbl 0572.60030 Probab. Theory Relat. Fields 72, 185-194 (1986). MSC: 60F05 60G15 60E10 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi}, Probab. Theory Relat. Fields 72, 185--194 (1986; Zbl 0572.60030) Full Text: DOI
Taniguchi, M. Third order efficiency of the maximum likelihood estimator in Gaussian autoregressive moving average processes. (English) Zbl 0578.62076 Statistical theory and data analysis, Proc. 1st Pac. Area Stat. Conf., Tokyo 1982, 725-743 (1985). Reviewer: R.Mentz MSC: 62M10 62F12 PDFBibTeX XML
Taniguchi, Masanobu Validity of Edgeworth expansions for statistics of time series. (English) Zbl 0554.62077 J. Time Ser. Anal. 5, 37-51 (1984). Reviewer: K.Yoshihara MSC: 62M10 62E20 62H10 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Time Ser. Anal. 5, 37--51 (1984; Zbl 0554.62077) Full Text: DOI
Taniguchi, Masanobu On the second order asymptotic efficiency of estimators of Gaussian ARMA processes. (English) Zbl 0509.62086 Ann. Stat. 11, 157-169 (1983). MSC: 62M15 62F12 62M10 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi}, Ann. Stat. 11, 157--169 (1983; Zbl 0509.62086) Full Text: DOI
Taniguchi, Masanobu Note on Clevenson’s result in estimating the parameters of a moving average time series. (English) Zbl 0503.62081 Math. Jap. 27, 599-601 (1982). MSC: 62M10 62M15 62F12 PDFBibTeX XMLCite \textit{M. Taniguchi}, Math. Japon. 27, 599--601 (1982; Zbl 0503.62081)