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Taniguchi, Masanobu

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Author ID: taniguchi.masanobu Recent zbMATH articles by "Taniguchi, Masanobu"
Published as: Taniguchi, M.; Taniguchi, Masanobu
Documents Indexed: 123 Publications since 1978, including 6 Books
Biographic References: 1 Publication

Publications by Year

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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
130
2000
Discrimination and clustering for multivariate time series. Zbl 0906.62060
Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu
66
1998
A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0484.62102
Hosoya, Yuzo; Taniguchi, Masanobu
58
1982
Higher order asymptotic theory for time series analysis. Zbl 0729.62086
Taniguchi, Masanobu
27
1991
Discriminant analysis for locally stationary processes. Zbl 1050.62066
Sakiyama, Kenji; Taniguchi, Masanobu
23
2004
Third-order asymptotic properties of a class of test statistics under a local alternative. Zbl 0728.62026
Taniguchi, Masanobu
22
1991
On the second order asymptotic efficiency of estimators of Gaussian ARMA processes. Zbl 0509.62086
Taniguchi, Masanobu
20
1983
On estimation of the integrals of the fourth order cumulant spectral density. Zbl 0483.62072
Taniguchi, Masanobu
18
1982
Discriminant analysis for stationary vector time series. Zbl 0794.62064
Zhang, Guoqiang; Taniguchi, Masanobu
16
1994
Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes. Zbl 0595.62091
Taniguchi, Masanobu
16
1986
On estimation of the integrals of certain functions of spectral density. Zbl 0428.62055
Taniguchi, Masanobu
15
1980
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
14
2005
Nonparametric approach for non-Gaussian vector stationary processes. Zbl 0863.62042
Taniguchi, Masanobu; Puri, Madan L.; Kondo, Masao
14
1996
Minimum contrast estimation for spectral densities of stationary processes. Zbl 0659.62113
Taniguchi, Masanobu
14
1987
Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes. Zbl 0659.62105
Taniguchi, Masanobu
11
1988
On estimation of parameters of Gaussian stationary processes. Zbl 0417.60048
Taniguchi, Masanobu
11
1979
Estimating functions for nonlinear time series models. Zbl 0995.62088
Chandra, S. Ajay; Taniguchi, Masanobu
10
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
9
1982
Testing composite hypotheses for locally stationary processes. Zbl 1036.62067
Sakiyama, Kenji; Taniguchi, Masanobu
8
2003
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
8
1999
Statistical analysis of curved probability densities. Zbl 0789.62021
Taniguchi, Masanobu; Watanabe, Yoshihide
8
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
7
2010
Large deviation results for statistics of short- and long-memory Gaussian processes. Zbl 0931.60017
Sato, Toshiyuki; Kakizawa, Yoshihide; Taniguchi, Masanobu
7
1998
Nonparametric approach for discriminant analysis in time series. Zbl 0873.62036
Zhang, Guoqiang; Taniguchi, Masanobu
7
1995
Non-parametric approach in time series analysis. Zbl 0780.62044
Taniguchi, Masanobu; Kondo, Masao
7
1993
On selection of the order of the spectral density model for a stationary process. Zbl 0455.62073
Taniguchi, Masanobu
6
1980
Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes. Zbl 0612.62119
Taniguchi, Masanobu
5
1987
Berry-Esseen theorems for quadratic forms of Gaussian stationary processes. Zbl 0572.60030
Taniguchi, Masanobu
5
1986
Validity of Edgeworth expansions for statistics of time series. Zbl 0554.62077
Taniguchi, Masanobu
5
1984
Asymptotic normality of quadratic forms of martingale differences. Zbl 06821278
Giraitis, Liudas; Taniguchi, Masanobu; Taqqu, Murad S.
4
2017
An empirical likelihood approach for symmetric \(\alpha\)-stable processes. Zbl 1342.60071
Akashi, Fumiya; Liu, Yan; Taniguchi, Masanobu
4
2015
Minimum \(\alpha\)-divergence estimation for ARCH models. Zbl 1113.62097
Chandra, S. Ajay; Taniguchi, Masanobu
4
2006
LAN theorem for non-Gaussian locally stationary processes and its applications. Zbl 1077.62070
Hirukawa, Junichi; Taniguchi, Masanobu
4
2006
The Stein-James estimator for short- and long-memory Gaussian processes. Zbl 1152.62373
Taniguchi, Masanobu; Hirukawa, Junichi
4
2005
Sequential estimation for time series regression models. Zbl 1045.62076
Shiohama, Takayuki; Taniguchi, Masanobu
4
2004
Instability of spherical interfaces in a nonlinear free boundary problem. Zbl 1012.35081
Chen, X.; Taniguchi, M.
4
2000
Robust regression and interpolation for time series. Zbl 0503.62080
Taniguchi, Masanobu
4
1981
An estimation procedure of parameters of a certain spectral density model. Zbl 0455.62072
Taniguchi, Masanobu
4
1981
Asymptotic efficiency of conditional least squares estimators for ARCH models. Zbl 1290.62067
Amano, Tomoyuki; Taniguchi, Masanobu
3
2008
Optimal statistical inference in financial engineering. Zbl 1152.62074
Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro
3
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.
3
2006
Stochastic regression model with dependent disturbances. Zbl 0972.62074
Choy, Kokyo; Taniguchi, Masanobu
3
2001
Higher order asymptotic relation between Edgeworth approximation and saddlepoint approximation. Zbl 0818.62014
Kakizawa, Yoshihide; Taniguchi, Masanobu
3
1994
Asymptotic efficiency of the sample covariances in a Gaussian stationary process. Zbl 0794.62068
Kakizawa, Yoshihide; Taniguchi, Masanobu
3
1994
Higher order asymptotic theory for discriminant analysis in exponential families of distributions. Zbl 0789.62046
Taniguchi, Masanobu
3
1994
Walsh spectral analysis of multiple dyadic stationary processes and its applications. Zbl 0615.60049
Nagai, Takeaki; Taniguchi, Masanobu
3
1987
Jackknifed Whittle estimators. Zbl 06072108
Taniguchi, Masanobu; Tamaki, Kenichiro; DiCiccio, Thomas J.; Monti, Anna Clara
2
2012
Systematic approach for portmanteau tests in view of the Whittle likelihood ratio. Zbl 1248.62157
Taniguchi, Masanobu; Amano, Tomoyuki
2
2009
James-Stein estimators for time series regression models. Zbl 1101.62079
Senda, Motohiro; Taniguchi, Masanobu
2
2006
Prediction problems for square-transformed stationary processes. Zbl 1013.62094
Choi, In-Bong; Taniguchi, Masanobu
2
2003
Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators. Zbl 0840.62031
Taniguchi, Masanobu; Puri, Madan L.
2
1995
Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0778.62085
Hosoya, Yuzo; Taniguchi, Masanobu
2
1993
On a generalization of a statistical spectrum analysis. Zbl 0386.60029
Taniguchi, Masanobu
2
1978
Asymptotic theory of test statistic for sphericity of high-dimensional time series. Zbl 1416.62299
Liu, Yan; Tamura, Yurie; Taniguchi, Masanobu
1
2018
Asymptotic theory of parameter estimation by a contrast function based on interpolation error. Zbl 1356.62161
Suto, Yoshihiro; Liu, Yan; Taniguchi, Masanobu
1
2016
Control variate method for stationary processes. Zbl 1441.62581
Amano, Tomoyuki; Taniguchi, Masanobu
1
2011
Estimating function approach for CHARN models. Zbl 1301.62036
Kanai, Hiroomi; Ogata, Hiroaki; Taniguchi, Masanobu
1
2010
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes. Zbl 1209.62207
Naito, Tomohito; Asai, Kohei; Amano, Tomoyuki; Taniguchi, Masanobu
1
2010
Discriminant analysis for dynamics of stable processes. Zbl 1220.62085
Nishikawa, Motoyoshi; Taniguchi, Masanobu
1
2009
Cressie-Read power-divergence statistics for non-Gaussian vector stationary processes. Zbl 1198.62106
Ogata, Hiroaki; Taniguchi, Masanobu
1
2009
Preliminary test estimation for regression models with long-memory disturbance. Zbl 1175.62098
Taniguchi, Masanobu; Ogata, Hiroaki; Shiraishi, Hiroshi
1
2009
Statistical estimation errors of VaR under ARCH returns. Zbl 1152.62061
Taniai, Hiroyuki; Taniguchi, Masanobu
1
2008
Non-regular estimation theory for piecewise continuous spectral densities. Zbl 1129.62084
Taniguchi, Masanobu
1
2008
Improved estimation for the autocovariances of a Gaussian stationary process. Zbl 1120.62069
Taniguchi, Masanobu; Shiraishi, Hiroshi; Ogata, Hiroaki
1
2007
Higher order asymptotic option valuation for non-Gaussian dependent returns. Zbl 1201.91206
Tamaki, Kenichiro; Taniguchi, Masanobu
1
2007
Asymptotics of rank order statistics for ARCH residual empirical processes. Zbl 1075.62079
Chandra, A. S.; Taniguchi, M.
1
2003
Estimation and design of sampling plans for monitoring dependent production processes. Zbl 1043.62118
Vellaisamy, P.; Sankar, S.; Taniguchi, M.
1
2003
Sequential estimation for a functional of the spectral density of a Gaussian stationary process. Zbl 0995.62071
Shiohama, Takayuki; Taniguchi, Masanobu
1
2001
On large deviation asymptotics of some tests in time series. Zbl 0983.62064
Taniguchi, Masanobu
1
2001
Multiple existence and linear stability of equilibrium balls in a nonlinear free boundary problem. Zbl 1157.35503
Taniguchi, M.
1
2000
Statistical analysis based on functionals of nonparametric spectral density estimators. Zbl 1069.62520
Taniguchi, Masanobu
1
1999
Asymptotic theory for the Durbin-Watson statistic under long memory dependence. Zbl 0961.62076
Nakamura, Shisei; Taniguchi, Masanobu
1
1999
Higher-order asymptotic properties of a weighted estimator for Gaussian ARMA processes. Zbl 0714.62090
Swe, Myint; Taniguchi, Masanobu
1
1991
Normalizing transformations of some statistics of Gaussian ARMA processes. Zbl 0693.62073
Taniguchi, M.; Krishnaiah, P. R.; Chao, R.
1
1989
A Berry-Esseen theorem for the maximum likelihood estimator in Gaussian ARMA processes. Zbl 0737.62079
Taniguchi, Masanobu
1
1988
Third order asymptotic properties of BLUE and LSE for a regression model with ARMA residual. Zbl 0613.62115
Taniguchi, Masanobu
1
1987
Third order efficiency of the maximum likelihood estimator in Gaussian autoregressive moving average processes. Zbl 0578.62076
Taniguchi, M.
1
1985
Asymptotic theory of test statistic for sphericity of high-dimensional time series. Zbl 1416.62299
Liu, Yan; Tamura, Yurie; Taniguchi, Masanobu
1
2018
Asymptotic normality of quadratic forms of martingale differences. Zbl 06821278
Giraitis, Liudas; Taniguchi, Masanobu; Taqqu, Murad S.
4
2017
Asymptotic theory of parameter estimation by a contrast function based on interpolation error. Zbl 1356.62161
Suto, Yoshihiro; Liu, Yan; Taniguchi, Masanobu
1
2016
An empirical likelihood approach for symmetric \(\alpha\)-stable processes. Zbl 1342.60071
Akashi, Fumiya; Liu, Yan; Taniguchi, Masanobu
4
2015
Jackknifed Whittle estimators. Zbl 06072108
Taniguchi, Masanobu; Tamaki, Kenichiro; DiCiccio, Thomas J.; Monti, Anna Clara
2
2012
Control variate method for stationary processes. Zbl 1441.62581
Amano, Tomoyuki; Taniguchi, Masanobu
1
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
7
2010
Estimating function approach for CHARN models. Zbl 1301.62036
Kanai, Hiroomi; Ogata, Hiroaki; Taniguchi, Masanobu
1
2010
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes. Zbl 1209.62207
Naito, Tomohito; Asai, Kohei; Amano, Tomoyuki; Taniguchi, Masanobu
1
2010
Systematic approach for portmanteau tests in view of the Whittle likelihood ratio. Zbl 1248.62157
Taniguchi, Masanobu; Amano, Tomoyuki
2
2009
Discriminant analysis for dynamics of stable processes. Zbl 1220.62085
Nishikawa, Motoyoshi; Taniguchi, Masanobu
1
2009
Cressie-Read power-divergence statistics for non-Gaussian vector stationary processes. Zbl 1198.62106
Ogata, Hiroaki; Taniguchi, Masanobu
1
2009
Preliminary test estimation for regression models with long-memory disturbance. Zbl 1175.62098
Taniguchi, Masanobu; Ogata, Hiroaki; Shiraishi, Hiroshi
1
2009
Asymptotic efficiency of conditional least squares estimators for ARCH models. Zbl 1290.62067
Amano, Tomoyuki; Taniguchi, Masanobu
3
2008
Optimal statistical inference in financial engineering. Zbl 1152.62074
Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro
3
2008
Statistical estimation errors of VaR under ARCH returns. Zbl 1152.62061
Taniai, Hiroyuki; Taniguchi, Masanobu
1
2008
Non-regular estimation theory for piecewise continuous spectral densities. Zbl 1129.62084
Taniguchi, Masanobu
1
2008
Improved estimation for the autocovariances of a Gaussian stationary process. Zbl 1120.62069
Taniguchi, Masanobu; Shiraishi, Hiroshi; Ogata, Hiroaki
1
2007
Higher order asymptotic option valuation for non-Gaussian dependent returns. Zbl 1201.91206
Tamaki, Kenichiro; Taniguchi, Masanobu
1
2007
Minimum \(\alpha\)-divergence estimation for ARCH models. Zbl 1113.62097
Chandra, S. Ajay; Taniguchi, Masanobu
4
2006
LAN theorem for non-Gaussian locally stationary processes and its applications. Zbl 1077.62070
Hirukawa, Junichi; Taniguchi, Masanobu
4
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.
3
2006
James-Stein estimators for time series regression models. Zbl 1101.62079
Senda, Motohiro; Taniguchi, Masanobu
2
2006
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
14
2005
The Stein-James estimator for short- and long-memory Gaussian processes. Zbl 1152.62373
Taniguchi, Masanobu; Hirukawa, Junichi
4
2005
Discriminant analysis for locally stationary processes. Zbl 1050.62066
Sakiyama, Kenji; Taniguchi, Masanobu
23
2004
Sequential estimation for time series regression models. Zbl 1045.62076
Shiohama, Takayuki; Taniguchi, Masanobu
4
2004
Testing composite hypotheses for locally stationary processes. Zbl 1036.62067
Sakiyama, Kenji; Taniguchi, Masanobu
8
2003
Prediction problems for square-transformed stationary processes. Zbl 1013.62094
Choi, In-Bong; Taniguchi, Masanobu
2
2003
Asymptotics of rank order statistics for ARCH residual empirical processes. Zbl 1075.62079
Chandra, A. S.; Taniguchi, M.
1
2003
Estimation and design of sampling plans for monitoring dependent production processes. Zbl 1043.62118
Vellaisamy, P.; Sankar, S.; Taniguchi, M.
1
2003
Estimating functions for nonlinear time series models. Zbl 0995.62088
Chandra, S. Ajay; Taniguchi, Masanobu
10
2001
Stochastic regression model with dependent disturbances. Zbl 0972.62074
Choy, Kokyo; Taniguchi, Masanobu
3
2001
Sequential estimation for a functional of the spectral density of a Gaussian stationary process. Zbl 0995.62071
Shiohama, Takayuki; Taniguchi, Masanobu
1
2001
On large deviation asymptotics of some tests in time series. Zbl 0983.62064
Taniguchi, Masanobu
1
2001
Asymptotic theory of statistical inference for time series. Zbl 0955.62088
Taniguchi, Masanobu; Kakizawa, Yoshihide
130
2000
Instability of spherical interfaces in a nonlinear free boundary problem. Zbl 1012.35081
Chen, X.; Taniguchi, M.
4
2000
Multiple existence and linear stability of equilibrium balls in a nonlinear free boundary problem. Zbl 1157.35503
Taniguchi, M.
1
2000
Local asymptotic normality for regression models with long-memory disturbance. Zbl 0957.62077
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo
8
1999
Statistical analysis based on functionals of nonparametric spectral density estimators. Zbl 1069.62520
Taniguchi, Masanobu
1
1999
Asymptotic theory for the Durbin-Watson statistic under long memory dependence. Zbl 0961.62076
Nakamura, Shisei; Taniguchi, Masanobu
1
1999
Discrimination and clustering for multivariate time series. Zbl 0906.62060
Kakizawa, Yoshihide; Shumway, Robert H.; Taniguchi, Masanobu
66
1998
Large deviation results for statistics of short- and long-memory Gaussian processes. Zbl 0931.60017
Sato, Toshiyuki; Kakizawa, Yoshihide; Taniguchi, Masanobu
7
1998
Nonparametric approach for non-Gaussian vector stationary processes. Zbl 0863.62042
Taniguchi, Masanobu; Puri, Madan L.; Kondo, Masao
14
1996
Nonparametric approach for discriminant analysis in time series. Zbl 0873.62036
Zhang, Guoqiang; Taniguchi, Masanobu
7
1995
Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators. Zbl 0840.62031
Taniguchi, Masanobu; Puri, Madan L.
2
1995
Discriminant analysis for stationary vector time series. Zbl 0794.62064
Zhang, Guoqiang; Taniguchi, Masanobu
16
1994
Statistical analysis of curved probability densities. Zbl 0789.62021
Taniguchi, Masanobu; Watanabe, Yoshihide
8
1994
Higher order asymptotic relation between Edgeworth approximation and saddlepoint approximation. Zbl 0818.62014
Kakizawa, Yoshihide; Taniguchi, Masanobu
3
1994
Asymptotic efficiency of the sample covariances in a Gaussian stationary process. Zbl 0794.62068
Kakizawa, Yoshihide; Taniguchi, Masanobu
3
1994
Higher order asymptotic theory for discriminant analysis in exponential families of distributions. Zbl 0789.62046
Taniguchi, Masanobu
3
1994
Non-parametric approach in time series analysis. Zbl 0780.62044
Taniguchi, Masanobu; Kondo, Masao
7
1993
Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0778.62085
Hosoya, Yuzo; Taniguchi, Masanobu
2
1993
Higher order asymptotic theory for time series analysis. Zbl 0729.62086
Taniguchi, Masanobu
27
1991
Third-order asymptotic properties of a class of test statistics under a local alternative. Zbl 0728.62026
Taniguchi, Masanobu
22
1991
Higher-order asymptotic properties of a weighted estimator for Gaussian ARMA processes. Zbl 0714.62090
Swe, Myint; Taniguchi, Masanobu
1
1991
Normalizing transformations of some statistics of Gaussian ARMA processes. Zbl 0693.62073
Taniguchi, M.; Krishnaiah, P. R.; Chao, R.
1
1989
Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes. Zbl 0659.62105
Taniguchi, Masanobu
11
1988
A Berry-Esseen theorem for the maximum likelihood estimator in Gaussian ARMA processes. Zbl 0737.62079
Taniguchi, Masanobu
1
1988
Minimum contrast estimation for spectral densities of stationary processes. Zbl 0659.62113
Taniguchi, Masanobu
14
1987
Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes. Zbl 0612.62119
Taniguchi, Masanobu
5
1987
Walsh spectral analysis of multiple dyadic stationary processes and its applications. Zbl 0615.60049
Nagai, Takeaki; Taniguchi, Masanobu
3
1987
Third order asymptotic properties of BLUE and LSE for a regression model with ARMA residual. Zbl 0613.62115
Taniguchi, Masanobu
1
1987
Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes. Zbl 0595.62091
Taniguchi, Masanobu
16
1986
Berry-Esseen theorems for quadratic forms of Gaussian stationary processes. Zbl 0572.60030
Taniguchi, Masanobu
5
1986
Third order efficiency of the maximum likelihood estimator in Gaussian autoregressive moving average processes. Zbl 0578.62076
Taniguchi, M.
1
1985
Validity of Edgeworth expansions for statistics of time series. Zbl 0554.62077
Taniguchi, Masanobu
5
1984
On the second order asymptotic efficiency of estimators of Gaussian ARMA processes. Zbl 0509.62086
Taniguchi, Masanobu
20
1983
A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0484.62102
Hosoya, Yuzo; Taniguchi, Masanobu
58
1982
On estimation of the integrals of the fourth order cumulant spectral density. Zbl 0483.62072
Taniguchi, Masanobu
18
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
9
1982
Robust regression and interpolation for time series. Zbl 0503.62080
Taniguchi, Masanobu
4
1981
An estimation procedure of parameters of a certain spectral density model. Zbl 0455.62072
Taniguchi, Masanobu
4
1981
On estimation of the integrals of certain functions of spectral density. Zbl 0428.62055
Taniguchi, Masanobu
15
1980
On selection of the order of the spectral density model for a stationary process. Zbl 0455.62073
Taniguchi, Masanobu
6
1980
On estimation of parameters of Gaussian stationary processes. Zbl 0417.60048
Taniguchi, Masanobu
11
1979
On a generalization of a statistical spectrum analysis. Zbl 0386.60029
Taniguchi, Masanobu
2
1978
all top 5

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
all top 5

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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