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## Taniguchi, Masanobu

Compute Distance To:
 Author ID: taniguchi.masanobu Published as: Taniguchi, M.; Taniguchi, Masanobu
 Documents Indexed: 123 Publications since 1978, including 6 Books Biographic References: 1 Publication
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#### Co-Authors

 29 single-authored 8 Amano, Tomoyuki 8 Ogata, Hiroaki 8 Shiraishi, Hiroshi 7 Puri, Madan Lal 6 Liu, Yan 5 Hirukawa, Junichi 5 Kakizawa, Yoshihide 4 Akashi, Fumiya 4 Monti, Anna Clara 4 Tamaki, Kenichiro 3 Hosoya, Yuzo 3 Kondo, Masao 3 Nagahata, Hideaki 3 Sakiyama, Kenji 3 Shiohama, Takayuki 3 Solvang, Hiroko Kato 3 Xue, Yujie 2 Chandra, Subhash Ajay 2 Choy, Kokyo 2 Giraitis, Liudas 2 Goto, Yuichi 2 Swe, Myint 2 Taniai, Hiroyuki 2 Taniguchi, Ruriko 2 Taqqu, Murad S. 2 Yamashita, Takashi 2 Zhang, Guoqiang 1 Amano, Shigeaki 1 Asai, Kohei 1 Chen, Cathy W. S. 1 Choi, In-Bong 1 DiCiccio, Thomas J. 1 Fujikoshi, Yasunori 1 Hallin, Marc 1 Hamada, Kenta 1 Hatai, Ippei 1 Hsu, Yi-Tung 1 Ishioka, Takahide 1 Kanai, Hiroomi 1 Kato, Shogo 1 Kato, Tsuyoshi 1 Kawamura, Shunsuke 1 Kunitomo, Naoto 1 Lee, Sangyeol 1 Maeda, Kousuke 1 Maeyama, Yusuke 1 Morimune, Kimio 1 Nagai, Takeaki 1 Naito, Tomohito 1 Nakamura, Shisei 1 Nakatani, Tomohiro 1 Nishikawa, Motoyoshi 1 Odashima, Hiroaki 1 Patilea, Valentin 1 Pewsey, Arthur 1 Sato, Toshiyuki 1 Senda, Motohiro 1 Serroukh, Abdeslam 1 Shumway, Robert H. 1 Suto, Yoshihiro 1 Tamura, Yurie 1 Tsuga, Norihisa 1 Uchiyama, Hirotaka 1 van Garderen, Kees Jan 1 Veredas, David 1 Watanabe, Tsutomu 1 Watanabe, Yoshihide 1 Ye, Dong Wei
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#### Serials

 15 Journal of Time Series Analysis 10 Journal of Multivariate Analysis 8 Journal of Statistical Planning and Inference 5 Journal of the Japan Statistical Society 5 Statistical Inference for Stochastic Processes 4 Annals of the Institute of Statistical Mathematics 4 The Annals of Statistics 3 Journal of Econometrics 3 Statistics & Probability Letters 3 Statistica Sinica 3 Advances in Decision Sciences 2 Scandinavian Journal of Statistics 2 Biometrika 2 Journal of Applied Probability 2 Mathematica Japonica 2 Metron 2 Communications in Statistics. Theory and Methods 2 Journal of the Royal Statistical Society. Series B 2 Stochastic Processes and their Applications 2 Australian & New Zealand Journal of Statistics 2 Econometric Theory 2 Statistical Methodology 2 SpringerBriefs in Statistics 1 Metrika 1 International Statistical Review 1 Journal of the American Statistical Association 1 Statistics 1 Probability Theory and Related Fields 1 Sugaku Expositions 1 Communications in Statistics. Simulation and Computation 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Far East Journal of Theoretical Statistics 1 International Journal of Theoretical and Applied Finance 1 Statistical Methods and Applications 1 Lecture Notes in Statistics 1 Journal of Statistics: Advances in Theory and Applications 1 Sankhyā. Series A 1 Springer Series in Statistics 1 Japanese Journal of Statistics and Data Science
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#### Fields

 111 Statistics (62-XX) 23 Probability theory and stochastic processes (60-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Numerical analysis (65-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX)

#### Citations contained in zbMATH

77 Publications have been cited 665 times in 444 Documents Cited by Year
Asymptotic theory of statistical inference for time series. Zbl 0955.62088
Taniguchi, Masanobu; Kakizawa, Yoshihide
2000
Discrimination and clustering for multivariate time series. Zbl 0906.62060
Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu
1998
A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0484.62102
Hosoya, Yuzo; Taniguchi, Masanobu
1982
Higher order asymptotic theory for time series analysis. Zbl 0729.62086
Taniguchi, Masanobu
1991
Discriminant analysis for locally stationary processes. Zbl 1050.62066
Sakiyama, Kenji; Taniguchi, Masanobu
2004
Third-order asymptotic properties of a class of test statistics under a local alternative. Zbl 0728.62026
Taniguchi, Masanobu
1991
On the second order asymptotic efficiency of estimators of Gaussian ARMA processes. Zbl 0509.62086
Taniguchi, Masanobu
1983
On estimation of the integrals of the fourth order cumulant spectral density. Zbl 0483.62072
Taniguchi, Masanobu
1982
Discriminant analysis for stationary vector time series. Zbl 0794.62064
Zhang, Guoqiang; Taniguchi, Masanobu
1994
Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes. Zbl 0595.62091
Taniguchi, Masanobu
1986
On estimation of the integrals of certain functions of spectral density. Zbl 0428.62055
Taniguchi, Masanobu
1980
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
2005
Nonparametric approach for non-Gaussian vector stationary processes. Zbl 0863.62042
Taniguchi, Masanobu; Puri, Madan L.; Kondo, Masao
1996
Minimum contrast estimation for spectral densities of stationary processes. Zbl 0659.62113
Taniguchi, Masanobu
1987
Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes. Zbl 0659.62105
Taniguchi, Masanobu
1988
On estimation of parameters of Gaussian stationary processes. Zbl 0417.60048
Taniguchi, Masanobu
1979
Estimating functions for nonlinear time series models. Zbl 0995.62088
Chandra, S. Ajay; Taniguchi, Masanobu
2001
Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system. Zbl 0483.62010
Fujikoshi, Yasunori; Morimune, Kimio; Kunitomo, Naoto; Taniguchi, Masanobu
1982
Testing composite hypotheses for locally stationary processes. Zbl 1036.62067
Sakiyama, Kenji; Taniguchi, Masanobu
2003
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
1999
Statistical analysis of curved probability densities. Zbl 0789.62021
Taniguchi, Masanobu; Watanabe, Yoshihide
1994
An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation. Zbl 1373.62452
Ogata, Hiroaki; Taniguchi, Masanobu
2010
Large deviation results for statistics of short- and long-memory Gaussian processes. Zbl 0931.60017
Sato, Toshiyuki; Kakizawa, Yoshihide; Taniguchi, Masanobu
1998
Nonparametric approach for discriminant analysis in time series. Zbl 0873.62036
Zhang, Guoqiang; Taniguchi, Masanobu
1995
Non-parametric approach in time series analysis. Zbl 0780.62044
Taniguchi, Masanobu; Kondo, Masao
1993
On selection of the order of the spectral density model for a stationary process. Zbl 0455.62073
Taniguchi, Masanobu
1980
Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes. Zbl 0612.62119
Taniguchi, Masanobu
1987
Berry-Esseen theorems for quadratic forms of Gaussian stationary processes. Zbl 0572.60030
Taniguchi, Masanobu
1986
Validity of Edgeworth expansions for statistics of time series. Zbl 0554.62077
Taniguchi, Masanobu
1984
Asymptotic normality of quadratic forms of martingale differences. Zbl 06821278
Giraitis, Liudas; Taniguchi, Masanobu; Taqqu, Murad S.
2017
An empirical likelihood approach for symmetric $$\alpha$$-stable processes. Zbl 1342.60071
Akashi, Fumiya; Liu, Yan; Taniguchi, Masanobu
2015
Minimum $$\alpha$$-divergence estimation for ARCH models. Zbl 1113.62097
Chandra, S. Ajay; Taniguchi, Masanobu
2006
LAN theorem for non-Gaussian locally stationary processes and its applications. Zbl 1077.62070
Hirukawa, Junichi; Taniguchi, Masanobu
2006
The Stein-James estimator for short- and long-memory Gaussian processes. Zbl 1152.62373
Taniguchi, Masanobu; Hirukawa, Junichi
2005
Sequential estimation for time series regression models. Zbl 1045.62076
Shiohama, Takayuki; Taniguchi, Masanobu
2004
Instability of spherical interfaces in a nonlinear free boundary problem. Zbl 1012.35081
Chen, X.; Taniguchi, M.
2000
Robust regression and interpolation for time series. Zbl 0503.62080
Taniguchi, Masanobu
1981
An estimation procedure of parameters of a certain spectral density model. Zbl 0455.62072
Taniguchi, Masanobu
1981
Asymptotic efficiency of conditional least squares estimators for ARCH models. Zbl 1290.62067
Amano, Tomoyuki; Taniguchi, Masanobu
2008
Optimal statistical inference in financial engineering. Zbl 1152.62074
Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro
2008
Statistical analysis for multiplicatively modulated nonlinear autoregressive model and its applications to electrophysiological signal analysis in humans. Zbl 1373.94626
Kato, H.; Taniguchi, M.; Honda, M.
2006
Stochastic regression model with dependent disturbances. Zbl 0972.62074
Choy, Kokyo; Taniguchi, Masanobu
2001
Higher order asymptotic relation between Edgeworth approximation and saddlepoint approximation. Zbl 0818.62014
Kakizawa, Yoshihide; Taniguchi, Masanobu
1994
Asymptotic efficiency of the sample covariances in a Gaussian stationary process. Zbl 0794.62068
Kakizawa, Yoshihide; Taniguchi, Masanobu
1994
Higher order asymptotic theory for discriminant analysis in exponential families of distributions. Zbl 0789.62046
Taniguchi, Masanobu
1994
Walsh spectral analysis of multiple dyadic stationary processes and its applications. Zbl 0615.60049
Nagai, Takeaki; Taniguchi, Masanobu
1987
Jackknifed Whittle estimators. Zbl 06072108
Taniguchi, Masanobu; Tamaki, Kenichiro; DiCiccio, Thomas J.; Monti, Anna Clara
2012
Systematic approach for portmanteau tests in view of the Whittle likelihood ratio. Zbl 1248.62157
Taniguchi, Masanobu; Amano, Tomoyuki
2009
James-Stein estimators for time series regression models. Zbl 1101.62079
Senda, Motohiro; Taniguchi, Masanobu
2006
Prediction problems for square-transformed stationary processes. Zbl 1013.62094
Choi, In-Bong; Taniguchi, Masanobu
2003
Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators. Zbl 0840.62031
1995
Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0778.62085
Hosoya, Yuzo; Taniguchi, Masanobu
1993
On a generalization of a statistical spectrum analysis. Zbl 0386.60029
Taniguchi, Masanobu
1978
Asymptotic theory of test statistic for sphericity of high-dimensional time series. Zbl 1416.62299
Liu, Yan; Tamura, Yurie; Taniguchi, Masanobu
2018
Asymptotic theory of parameter estimation by a contrast function based on interpolation error. Zbl 1356.62161
Suto, Yoshihiro; Liu, Yan; Taniguchi, Masanobu
2016
Control variate method for stationary processes. Zbl 1441.62581
Amano, Tomoyuki; Taniguchi, Masanobu
2011
Estimating function approach for CHARN models. Zbl 1301.62036
Kanai, Hiroomi; Ogata, Hiroaki; Taniguchi, Masanobu
2010
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes. Zbl 1209.62207
Naito, Tomohito; Asai, Kohei; Amano, Tomoyuki; Taniguchi, Masanobu
2010
Discriminant analysis for dynamics of stable processes. Zbl 1220.62085
Nishikawa, Motoyoshi; Taniguchi, Masanobu
2009
Cressie-Read power-divergence statistics for non-Gaussian vector stationary processes. Zbl 1198.62106
Ogata, Hiroaki; Taniguchi, Masanobu
2009
Preliminary test estimation for regression models with long-memory disturbance. Zbl 1175.62098
Taniguchi, Masanobu; Ogata, Hiroaki; Shiraishi, Hiroshi
2009
Statistical estimation errors of VaR under ARCH returns. Zbl 1152.62061
Taniai, Hiroyuki; Taniguchi, Masanobu
2008
Non-regular estimation theory for piecewise continuous spectral densities. Zbl 1129.62084
Taniguchi, Masanobu
2008
Improved estimation for the autocovariances of a Gaussian stationary process. Zbl 1120.62069
Taniguchi, Masanobu; Shiraishi, Hiroshi; Ogata, Hiroaki
2007
Higher order asymptotic option valuation for non-Gaussian dependent returns. Zbl 1201.91206
Tamaki, Kenichiro; Taniguchi, Masanobu
2007
Asymptotics of rank order statistics for ARCH residual empirical processes. Zbl 1075.62079
Chandra, A. S.; Taniguchi, M.
2003
Estimation and design of sampling plans for monitoring dependent production processes. Zbl 1043.62118
Vellaisamy, P.; Sankar, S.; Taniguchi, M.
2003
Sequential estimation for a functional of the spectral density of a Gaussian stationary process. Zbl 0995.62071
Shiohama, Takayuki; Taniguchi, Masanobu
2001
On large deviation asymptotics of some tests in time series. Zbl 0983.62064
Taniguchi, Masanobu
2001
Multiple existence and linear stability of equilibrium balls in a nonlinear free boundary problem. Zbl 1157.35503
Taniguchi, M.
2000
Statistical analysis based on functionals of nonparametric spectral density estimators. Zbl 1069.62520
Taniguchi, Masanobu
1999
Asymptotic theory for the Durbin-Watson statistic under long memory dependence. Zbl 0961.62076
Nakamura, Shisei; Taniguchi, Masanobu
1999
Higher-order asymptotic properties of a weighted estimator for Gaussian ARMA processes. Zbl 0714.62090
Swe, Myint; Taniguchi, Masanobu
1991
Normalizing transformations of some statistics of Gaussian ARMA processes. Zbl 0693.62073
Taniguchi, M.; Krishnaiah, P. R.; Chao, R.
1989
A Berry-Esseen theorem for the maximum likelihood estimator in Gaussian ARMA processes. Zbl 0737.62079
Taniguchi, Masanobu
1988
Third order asymptotic properties of BLUE and LSE for a regression model with ARMA residual. Zbl 0613.62115
Taniguchi, Masanobu
1987
Third order efficiency of the maximum likelihood estimator in Gaussian autoregressive moving average processes. Zbl 0578.62076
Taniguchi, M.
1985
Asymptotic theory of test statistic for sphericity of high-dimensional time series. Zbl 1416.62299
Liu, Yan; Tamura, Yurie; Taniguchi, Masanobu
2018
Asymptotic normality of quadratic forms of martingale differences. Zbl 06821278
Giraitis, Liudas; Taniguchi, Masanobu; Taqqu, Murad S.
2017
Asymptotic theory of parameter estimation by a contrast function based on interpolation error. Zbl 1356.62161
Suto, Yoshihiro; Liu, Yan; Taniguchi, Masanobu
2016
An empirical likelihood approach for symmetric $$\alpha$$-stable processes. Zbl 1342.60071
Akashi, Fumiya; Liu, Yan; Taniguchi, Masanobu
2015
Jackknifed Whittle estimators. Zbl 06072108
Taniguchi, Masanobu; Tamaki, Kenichiro; DiCiccio, Thomas J.; Monti, Anna Clara
2012
Control variate method for stationary processes. Zbl 1441.62581
Amano, Tomoyuki; Taniguchi, Masanobu
2011
An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation. Zbl 1373.62452
Ogata, Hiroaki; Taniguchi, Masanobu
2010
Estimating function approach for CHARN models. Zbl 1301.62036
Kanai, Hiroomi; Ogata, Hiroaki; Taniguchi, Masanobu
2010
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes. Zbl 1209.62207
Naito, Tomohito; Asai, Kohei; Amano, Tomoyuki; Taniguchi, Masanobu
2010
Systematic approach for portmanteau tests in view of the Whittle likelihood ratio. Zbl 1248.62157
Taniguchi, Masanobu; Amano, Tomoyuki
2009
Discriminant analysis for dynamics of stable processes. Zbl 1220.62085
Nishikawa, Motoyoshi; Taniguchi, Masanobu
2009
Cressie-Read power-divergence statistics for non-Gaussian vector stationary processes. Zbl 1198.62106
Ogata, Hiroaki; Taniguchi, Masanobu
2009
Preliminary test estimation for regression models with long-memory disturbance. Zbl 1175.62098
Taniguchi, Masanobu; Ogata, Hiroaki; Shiraishi, Hiroshi
2009
Asymptotic efficiency of conditional least squares estimators for ARCH models. Zbl 1290.62067
Amano, Tomoyuki; Taniguchi, Masanobu
2008
Optimal statistical inference in financial engineering. Zbl 1152.62074
Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro
2008
Statistical estimation errors of VaR under ARCH returns. Zbl 1152.62061
Taniai, Hiroyuki; Taniguchi, Masanobu
2008
Non-regular estimation theory for piecewise continuous spectral densities. Zbl 1129.62084
Taniguchi, Masanobu
2008
Improved estimation for the autocovariances of a Gaussian stationary process. Zbl 1120.62069
Taniguchi, Masanobu; Shiraishi, Hiroshi; Ogata, Hiroaki
2007
Higher order asymptotic option valuation for non-Gaussian dependent returns. Zbl 1201.91206
Tamaki, Kenichiro; Taniguchi, Masanobu
2007
Minimum $$\alpha$$-divergence estimation for ARCH models. Zbl 1113.62097
Chandra, S. Ajay; Taniguchi, Masanobu
2006
LAN theorem for non-Gaussian locally stationary processes and its applications. Zbl 1077.62070
Hirukawa, Junichi; Taniguchi, Masanobu
2006
Statistical analysis for multiplicatively modulated nonlinear autoregressive model and its applications to electrophysiological signal analysis in humans. Zbl 1373.94626
Kato, H.; Taniguchi, M.; Honda, M.
2006
James-Stein estimators for time series regression models. Zbl 1101.62079
Senda, Motohiro; Taniguchi, Masanobu
2006
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
2005
The Stein-James estimator for short- and long-memory Gaussian processes. Zbl 1152.62373
Taniguchi, Masanobu; Hirukawa, Junichi
2005
Discriminant analysis for locally stationary processes. Zbl 1050.62066
Sakiyama, Kenji; Taniguchi, Masanobu
2004
Sequential estimation for time series regression models. Zbl 1045.62076
Shiohama, Takayuki; Taniguchi, Masanobu
2004
Testing composite hypotheses for locally stationary processes. Zbl 1036.62067
Sakiyama, Kenji; Taniguchi, Masanobu
2003
Prediction problems for square-transformed stationary processes. Zbl 1013.62094
Choi, In-Bong; Taniguchi, Masanobu
2003
Asymptotics of rank order statistics for ARCH residual empirical processes. Zbl 1075.62079
Chandra, A. S.; Taniguchi, M.
2003
Estimation and design of sampling plans for monitoring dependent production processes. Zbl 1043.62118
Vellaisamy, P.; Sankar, S.; Taniguchi, M.
2003
Estimating functions for nonlinear time series models. Zbl 0995.62088
Chandra, S. Ajay; Taniguchi, Masanobu
2001
Stochastic regression model with dependent disturbances. Zbl 0972.62074
Choy, Kokyo; Taniguchi, Masanobu
2001
Sequential estimation for a functional of the spectral density of a Gaussian stationary process. Zbl 0995.62071
Shiohama, Takayuki; Taniguchi, Masanobu
2001
On large deviation asymptotics of some tests in time series. Zbl 0983.62064
Taniguchi, Masanobu
2001
Asymptotic theory of statistical inference for time series. Zbl 0955.62088
Taniguchi, Masanobu; Kakizawa, Yoshihide
2000
Instability of spherical interfaces in a nonlinear free boundary problem. Zbl 1012.35081
Chen, X.; Taniguchi, M.
2000
Multiple existence and linear stability of equilibrium balls in a nonlinear free boundary problem. Zbl 1157.35503
Taniguchi, M.
2000
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
1999
Statistical analysis based on functionals of nonparametric spectral density estimators. Zbl 1069.62520
Taniguchi, Masanobu
1999
Asymptotic theory for the Durbin-Watson statistic under long memory dependence. Zbl 0961.62076
Nakamura, Shisei; Taniguchi, Masanobu
1999
Discrimination and clustering for multivariate time series. Zbl 0906.62060
Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu
1998
Large deviation results for statistics of short- and long-memory Gaussian processes. Zbl 0931.60017
Sato, Toshiyuki; Kakizawa, Yoshihide; Taniguchi, Masanobu
1998
Nonparametric approach for non-Gaussian vector stationary processes. Zbl 0863.62042
Taniguchi, Masanobu; Puri, Madan L.; Kondo, Masao
1996
Nonparametric approach for discriminant analysis in time series. Zbl 0873.62036
Zhang, Guoqiang; Taniguchi, Masanobu
1995
Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators. Zbl 0840.62031
1995
Discriminant analysis for stationary vector time series. Zbl 0794.62064
Zhang, Guoqiang; Taniguchi, Masanobu
1994
Statistical analysis of curved probability densities. Zbl 0789.62021
Taniguchi, Masanobu; Watanabe, Yoshihide
1994
Higher order asymptotic relation between Edgeworth approximation and saddlepoint approximation. Zbl 0818.62014
Kakizawa, Yoshihide; Taniguchi, Masanobu
1994
Asymptotic efficiency of the sample covariances in a Gaussian stationary process. Zbl 0794.62068
Kakizawa, Yoshihide; Taniguchi, Masanobu
1994
Higher order asymptotic theory for discriminant analysis in exponential families of distributions. Zbl 0789.62046
Taniguchi, Masanobu
1994
Non-parametric approach in time series analysis. Zbl 0780.62044
Taniguchi, Masanobu; Kondo, Masao
1993
Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0778.62085
Hosoya, Yuzo; Taniguchi, Masanobu
1993
Higher order asymptotic theory for time series analysis. Zbl 0729.62086
Taniguchi, Masanobu
1991
Third-order asymptotic properties of a class of test statistics under a local alternative. Zbl 0728.62026
Taniguchi, Masanobu
1991
Higher-order asymptotic properties of a weighted estimator for Gaussian ARMA processes. Zbl 0714.62090
Swe, Myint; Taniguchi, Masanobu
1991
Normalizing transformations of some statistics of Gaussian ARMA processes. Zbl 0693.62073
Taniguchi, M.; Krishnaiah, P. R.; Chao, R.
1989
Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes. Zbl 0659.62105
Taniguchi, Masanobu
1988
A Berry-Esseen theorem for the maximum likelihood estimator in Gaussian ARMA processes. Zbl 0737.62079
Taniguchi, Masanobu
1988
Minimum contrast estimation for spectral densities of stationary processes. Zbl 0659.62113
Taniguchi, Masanobu
1987
Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes. Zbl 0612.62119
Taniguchi, Masanobu
1987
Walsh spectral analysis of multiple dyadic stationary processes and its applications. Zbl 0615.60049
Nagai, Takeaki; Taniguchi, Masanobu
1987
Third order asymptotic properties of BLUE and LSE for a regression model with ARMA residual. Zbl 0613.62115
Taniguchi, Masanobu
1987
Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes. Zbl 0595.62091
Taniguchi, Masanobu
1986
Berry-Esseen theorems for quadratic forms of Gaussian stationary processes. Zbl 0572.60030
Taniguchi, Masanobu
1986
Third order efficiency of the maximum likelihood estimator in Gaussian autoregressive moving average processes. Zbl 0578.62076
Taniguchi, M.
1985
Validity of Edgeworth expansions for statistics of time series. Zbl 0554.62077
Taniguchi, Masanobu
1984
On the second order asymptotic efficiency of estimators of Gaussian ARMA processes. Zbl 0509.62086
Taniguchi, Masanobu
1983
A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0484.62102
Hosoya, Yuzo; Taniguchi, Masanobu
1982
On estimation of the integrals of the fourth order cumulant spectral density. Zbl 0483.62072
Taniguchi, Masanobu
1982
Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system. Zbl 0483.62010
Fujikoshi, Yasunori; Morimune, Kimio; Kunitomo, Naoto; Taniguchi, Masanobu
1982
Robust regression and interpolation for time series. Zbl 0503.62080
Taniguchi, Masanobu
1981
An estimation procedure of parameters of a certain spectral density model. Zbl 0455.62072
Taniguchi, Masanobu
1981
On estimation of the integrals of certain functions of spectral density. Zbl 0428.62055
Taniguchi, Masanobu
1980
On selection of the order of the spectral density model for a stationary process. Zbl 0455.62073
Taniguchi, Masanobu
1980
On estimation of parameters of Gaussian stationary processes. Zbl 0417.60048
Taniguchi, Masanobu
1979
On a generalization of a statistical spectrum analysis. Zbl 0386.60029
Taniguchi, Masanobu
1978
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#### Cited by 566 Authors

 46 Taniguchi, Masanobu 19 Kakizawa, Yoshihide 12 McElroy, Tucker S. 9 Ginovyan, Mamikon S. 8 Dahlhaus, Rainer 7 Maharaj, Elizabeth Ann 7 Sahakyan, Artur A. 6 Alonso, Andrés M. 6 Hirukawa, Junichi 6 Horváth, Lajos 6 Lee, Sangyeol 6 Paparoditis, Efstathios 6 von Sachs, Rainer 5 Akashi, Fumiya 5 Amano, Tomoyuki 5 Dette, Holger 5 Kunitomo, Naoto 5 Lieberman, Offer 5 Shiraishi, Hiroshi 5 Tamaki, Kenichiro 5 Vilar, José Antonio 4 Chan, Ngai Hang 4 Ferrari, Silvia Lopes de Paula 4 Findley, David F. 4 Fokianos, Konstantinos 4 Hosoya, Yuzo 4 Leonenko, Nikolai N. 4 Mukerjee, Rahul 4 Ogata, Hiroaki 4 Palma, Wilfredo 4 Ravishanker, Nalini 4 Rice, Gregory 4 Robinson, Peter Michael 4 Shao, Xiaofeng 4 Yoshida, Nakahiro 3 Böhm, Hilmar 3 Chen, Kun 3 Cordeiro, Gauss Moutinho 3 Dias, José G. 3 Duchesne, Pierre 3 Holan, Scott H. 3 Honda, Toshio 3 Hu, Hongchang 3 Krishnaiah, Paruchuri Rama 3 Macci, Claudio 3 Nadarajah, Saralees 3 Ogasawara, Haruhiko 3 Phillips, Peter Charles Bonest 3 Politis, Dimitris Nicolas 3 Preuß, Philip 3 Roy, Roch 3 Sakhno, Lyudmyla Mykhaĭlivna 3 Schick, Anton 3 Taqqu, Murad S. 3 Tjøstheim, Dag B. 3 Vetter, Mathias 3 Vilar, Juan Manuel 3 Wefelmeyer, Wolfgang 3 Withers, Christopher Stroude 3 Zaffaroni, Paolo 3 Zhu, Fukang 2 Andrews, Donald Wilfrid Kao 2 Arevalillo, Jorge M. 2 Bhattacharya, Debasis 2 Bondon, Pascal 2 Bosq, Denis 2 Chen, Willa W. 2 Chen, Xinfu 2 Chouakria, Ahlame Douzal 2 Choy, Kokyo 2 Cribari-Neto, Francisco 2 De Gregorio, Alessandro 2 Demos, Antonis 2 Deo, Rohit S. 2 D’Urso, Pierpaolo 2 Eichler, Michael 2 Francq, Christian 2 Fukasawa, Masaaki 2 Hallin, Marc 2 Iacus, Stefano Maria 2 Ivanov, Aleksandr Vladimirovich 2 Iyigun, Cem 2 Janas, Daniel 2 Komaki, Fumiyasu 2 Kreiss, Jens-Peter 2 Kutoyants, Yury A. 2 Lagos, Bernardo M. 2 Lahiri, Soumendra Nath 2 Laib, Naâmane 2 Liao, T. Warren 2 Liu, Shen 2 Liu, Yan 2 Luati, Alessandra 2 Lund, Robert B. 2 Mahmoudi, Mohammad Reza 2 Matsuda, Yasumasa 2 Matsushita, Yukitoshi 2 McAleer, Michael 2 Monti, Anna Clara 2 Morettin, Pedro Alberto ...and 466 more Authors
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#### Cited in 96 Serials

 46 Journal of Time Series Analysis 36 Journal of Multivariate Analysis 35 Journal of Statistical Planning and Inference 28 Journal of Econometrics 21 Statistics & Probability Letters 20 Computational Statistics and Data Analysis 18 The Annals of Statistics 15 Annals of the Institute of Statistical Mathematics 13 Communications in Statistics. Theory and Methods 12 Stochastic Processes and their Applications 11 Statistical Inference for Stochastic Processes 9 Probability Theory and Related Fields 8 Bernoulli 8 Econometric Theory 7 Statistical Methodology 7 Electronic Journal of Statistics 7 Advances in Decision Sciences 6 Metrika 5 Journal of Classification 5 Pattern Recognition 4 The Canadian Journal of Statistics 4 Scandinavian Journal of Statistics 4 Statistics 4 Communications in Statistics. Simulation and Computation 4 Journal of Statistical Computation and Simulation 4 Journal of Nonparametric Statistics 4 Statistics and Computing 3 Metron 3 Economics Letters 3 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 3 Test 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Methodology and Computing in Applied Probability 3 Journal of the Korean Statistical Society 2 Lithuanian Mathematical Journal 2 Fuzzy Sets and Systems 2 Mathematics and Computers in Simulation 2 Annals of Operations Research 2 Computational Statistics 2 European Journal of Operational Research 2 Bulletin des Sciences Mathématiques 2 The Econometrics Journal 2 International Journal of Theoretical and Applied Finance 2 Brazilian Journal of Probability and Statistics 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Statistical Methods and Applications 2 Sankhyā. Series A 2 Journal of Time Series Econometrics 1 Computers & Mathematics with Applications 1 International Journal of Systems Science 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Physica A 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Journal of the American Statistical Association 1 Kybernetika 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Probability and Mathematical Statistics 1 Chinese Annals of Mathematics. Series B 1 Acta Applicandae Mathematicae 1 Annals of Global Analysis and Geometry 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Journal of Economic Dynamics & Control 1 Journal of the Japanese Society of Computational Statistics 1 Signal Processing 1 International Journal of Adaptive Control and Signal Processing 1 The Annals of Applied Probability 1 Linear Algebra and its Applications 1 Stochastics and Stochastics Reports 1 Journal of Computer and Systems Sciences International 1 Theory of Probability and Mathematical Statistics 1 Mathematical Methods of Statistics 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Inequalities and Applications 1 Revista Matemática Complutense 1 Far East Journal of Applied Mathematics 1 Acta Mathematica Sinica. English Series 1 Applied Stochastic Models in Business and Industry 1 Iranian Journal of Science and Technology. Transaction A: Science 1 Statistical Modelling 1 Asia-Pacific Financial Markets 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Journal of Forecasting 1 Advances in Data Analysis and Classification. ADAC 1 Journal of Statistical Theory and Practice 1 Probability Surveys 1 Journal of Probability and Statistics 1 Symmetry 1 Journal of Econometric Methods 1 Modern Stochastics. Theory and Applications 1 Japanese Journal of Statistics and Data Science
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#### Cited in 24 Fields

 412 Statistics (62-XX) 95 Probability theory and stochastic processes (60-XX) 54 Numerical analysis (65-XX) 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Systems theory; control (93-XX) 6 Operator theory (47-XX) 5 Partial differential equations (35-XX) 5 Computer science (68-XX) 5 Biology and other natural sciences (92-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Information and communication theory, circuits (94-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Functional analysis (46-XX) 3 Differential geometry (53-XX) 3 Operations research, mathematical programming (90-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Mechanics of particles and systems (70-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX)