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Author ID: hosoya.yuzo Recent zbMATH articles by "Hosoya, Yuzo"
Published as: Hosoya, Yuzo; Hosoya, Yūzō
Documents Indexed: 28 Publications since 1977, including 1 Book
1 Further Contribution
Co-Authors: 7 Co-Authors with 11 Joint Publications
146 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

22 Publications have been cited 249 times in 207 Documents Cited by Year
A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0484.62102
Hosoya, Yuzo; Taniguchi, Masanobu
68
1982
A limit theory for long-range dependence and statistical inference on related models. Zbl 0873.62096
Hosoya, Yuzo
55
1997
Harmonizable stable processes. Zbl 0476.60040
Hosoya, Yuzo
23
1982
The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence. Zbl 0854.62085
Hosoya, Yuzo
20
1996
The decomposition and measurement of the interdependency between second- order stationary processes. Zbl 0723.60036
Hosoya, Yuzo
14
1991
On the Granger condition for noncausality. Zbl 0366.62119
Hosoya, Yuzo
12
1977
Robust linear extrapolations of second-order stationary processes. Zbl 0377.60043
Hosoya, Yuzo
10
1978
Fractional invariance principle. Zbl 1088.60029
Hosoya, Yuzo
6
2005
Hierarchical statistical models and a generalized likelihood ratio test. Zbl 0699.62019
Hosoya, Yuzo
6
1989
Elimination of third-series effect and defining partial measures of causality. Zbl 0981.60044
Hosoya, Yuzo
6
2001
Discrete-time stable processes and their certain properties. Zbl 0374.60045
Hosoya, Yuzo
6
1978
The bracketing condition for limit theorems on stationary linear processes. Zbl 0691.62035
Hosoya, Yuzo
5
1989
High-order efficiency in the estimation of linear processes. Zbl 0406.62067
Hosoya, Yuzo
4
1979
Information criteria and tests for time-series models. Zbl 0556.62067
Hosoya, Yuzo
3
1984
The second-order Fisher information. Zbl 0638.62020
Hosoya, Yuzo
2
1988
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
Limit theorems for statistical inference on stationary processes with strong dependence. Zbl 0854.62080
Hosoya, Yuzo
2
1993
Inference on the cointegration rank and a procedure for VARMA root-modification. Zbl 1110.62118
Takimoto, Taro; Hosoya, Yuzo
1
2006
Characterizing interdependencies of multiple time series. Theory and applications. Zbl 1387.62003
Hosoya, Yuzo; Oya, Kosuke; Takimoto, Taro; Kinoshita, Ryo
1
2017
Information amount and higher-order efficiency in estimation. Zbl 0703.62031
Hosoya, Yuzo
1
1990
A simultaneous test in the presence of nested alternative hypotheses. Zbl 0595.62087
Hosoya, Yuzo
1
1986
Inference on one-way effect and evidence in Japanese macroeconomic data. Zbl 0957.62105
Yao, Feng; Hosoya, Yuzo
1
2000
Characterizing interdependencies of multiple time series. Theory and applications. Zbl 1387.62003
Hosoya, Yuzo; Oya, Kosuke; Takimoto, Taro; Kinoshita, Ryo
1
2017
Inference on the cointegration rank and a procedure for VARMA root-modification. Zbl 1110.62118
Takimoto, Taro; Hosoya, Yuzo
1
2006
Fractional invariance principle. Zbl 1088.60029
Hosoya, Yuzo
6
2005
Elimination of third-series effect and defining partial measures of causality. Zbl 0981.60044
Hosoya, Yuzo
6
2001
Inference on one-way effect and evidence in Japanese macroeconomic data. Zbl 0957.62105
Yao, Feng; Hosoya, Yuzo
1
2000
A limit theory for long-range dependence and statistical inference on related models. Zbl 0873.62096
Hosoya, Yuzo
55
1997
The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence. Zbl 0854.62085
Hosoya, Yuzo
20
1996
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
Limit theorems for statistical inference on stationary processes with strong dependence. Zbl 0854.62080
Hosoya, Yuzo
2
1993
The decomposition and measurement of the interdependency between second- order stationary processes. Zbl 0723.60036
Hosoya, Yuzo
14
1991
Information amount and higher-order efficiency in estimation. Zbl 0703.62031
Hosoya, Yuzo
1
1990
Hierarchical statistical models and a generalized likelihood ratio test. Zbl 0699.62019
Hosoya, Yuzo
6
1989
The bracketing condition for limit theorems on stationary linear processes. Zbl 0691.62035
Hosoya, Yuzo
5
1989
The second-order Fisher information. Zbl 0638.62020
Hosoya, Yuzo
2
1988
A simultaneous test in the presence of nested alternative hypotheses. Zbl 0595.62087
Hosoya, Yuzo
1
1986
Information criteria and tests for time-series models. Zbl 0556.62067
Hosoya, Yuzo
3
1984
A central limit theorem for stationary processes and the parameter estimation of linear processes. Zbl 0484.62102
Hosoya, Yuzo; Taniguchi, Masanobu
68
1982
Harmonizable stable processes. Zbl 0476.60040
Hosoya, Yuzo
23
1982
High-order efficiency in the estimation of linear processes. Zbl 0406.62067
Hosoya, Yuzo
4
1979
Robust linear extrapolations of second-order stationary processes. Zbl 0377.60043
Hosoya, Yuzo
10
1978
Discrete-time stable processes and their certain properties. Zbl 0374.60045
Hosoya, Yuzo
6
1978
On the Granger condition for noncausality. Zbl 0366.62119
Hosoya, Yuzo
12
1977
all top 5

Cited by 270 Authors

26 Taniguchi, Masanobu
9 Hosoya, Yuzo
8 Hidalgo, Javier
5 Baillie, Richard T.
5 Hualde, Javier
5 Kakizawa, Yoshihide
5 Kapetanios, George
5 Robinson, Peter Michael
4 Cambanis, Stamatis
4 Dahlhaus, Rainer
4 Liu, Yan
4 McElroy, Tucker S.
3 Amano, Tomoyuki
3 Goto, Yuichi
3 Krishnaiah, Paruchuri Rama
3 Matsuda, Yasumasa
3 Narukawa, Masaki
3 Nielsen, Morten Ørregaard
3 Pai, Jeffrey S.
3 Papailias, Fotis
3 Rajput, Balram S.
3 Rao, Malempati M.
3 Ravishanker, Nalini
3 Shao, Xiaofeng
3 Weron, Aleksander
2 Abry, Patrice
2 Akashi, Fumiya
2 Asai, Manabu
2 Ayache, Antoine
2 Bai, Zhi-Dong
2 Chen, Kun
2 Didier, Gustavo
2 Diongue, Abdou Kâ
2 Eichler, Michael
2 Findley, David F.
2 Fradon, Myriam
2 Gil-Alana, Luis Alberiko
2 Giraitis, Liudas
2 Guégan, Dominique
2 Hardin, Clyde D. jun.
2 Hurvich, Clifford M.
2 Lahiri, Soumendra Nath
2 Mikosch, Thomas
2 Ogata, Hiroaki
2 Olenko, Andriy Yakovych
2 Papantoni-Kazakos, P.
2 Puri, Madan Lal
2 Rosiński, Jan
2 Saikkonen, Pentti
2 Shiraishi, Hiroshi
2 Tsai, Henghsiu
2 Velasco, Carlos
2 Wefelmeyer, Wolfgang
2 Xu, Xiaofei
2 Xue, Yujie
2 Yajima, Yoshihiro
2 Yau, Chun Yip
2 Zadrozny, Peter A.
2 Zaffaroni, Paolo
1 Al-Sadoon, Majid M.
1 Alomari, Huda Mohammed
1 Amblard, Pierre-Olivier
1 Anderson, Brian David Outram
1 Anh, Vo V.
1 Asai, Kohei
1 Awaya, Naoki
1 Baccalá, Luiz Antonio
1
1 Bandi, Federico M.
1 Barunik, Jozef
1 Bekiros, Stelios D.
1 Beran, Jan
1 Bodik, Juraj
1 Breitung, Jorg
1 Calonaci, Fabio
1 Candelon, Bertrand
1 Caporale, Guglielmo Maria
1 Casas, Isabel
1 Chan, Kung-Sik
1 Chan, Ngai Hang
1 Chang, Chialin
1 Chen, Baoline
1 Chen, Huayou
1 Cho, Dooyeon
1 Cho, Jin Seo
1 Choi, Jaedo
1 Choi, U Jin
1 Choy, Kokyo
1 Conti, Pier Luigi
1 Cuñado, Juncal
1 Dalla, Violetta
1 Davis, Richard A.
1 De Giovanni, Livia
1 De Gooijer, Jan G.
1 Deistler, Manfred
1 Delgado, Miguel Ángel
1 Deo, Rohit S.
1 Dufour, Jean-Marie
1 Ergemen, Yunus Emre
1 Farquharson, Franziska
...and 170 more Authors
all top 5

Cited in 57 Serials

33 Journal of Time Series Analysis
24 Journal of Econometrics
15 Journal of Multivariate Analysis
12 The Annals of Statistics
10 Statistics & Probability Letters
10 Stochastic Processes and their Applications
8 Annals of the Institute of Statistical Mathematics
8 Journal of Statistical Planning and Inference
7 Probability Theory and Related Fields
6 Econometric Reviews
6 Econometric Theory
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Journal of Nonparametric Statistics
3 Scandinavian Journal of Statistics
3 Statistical Inference for Stochastic Processes
3 Advances in Decision Sciences
3 Japanese Journal of Statistics and Data Science
2 Statistica
2 Computational Statistics and Data Analysis
2 Bernoulli
2 Studies in Nonlinear Dynamics and Econometrics
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Electronic Journal of Statistics
2 Journal of the Japan Statistical Society. Japanese Issue
1 Biological Cybernetics
1 Computers & Mathematics with Applications
1 Metrika
1 Automatica
1 Fuzzy Sets and Systems
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Metron
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Proceedings of the American Mathematical Society
1 Stochastic Analysis and Applications
1 Statistics
1 Information and Computation
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Neural Computation
1 Economics Letters
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 Theory of Probability and Mathematical Statistics
1 Statistical Papers
1 International Transactions in Operational Research
1 Fractional Calculus & Applied Analysis
1 The Econometrics Journal
1 Extremes
1 Applied Stochastic Models in Business and Industry
1 Journal of Systems Science and Complexity
1 Statistical Modelling
1 Entropy
1 Stochastics
1 Statistical Methodology
1 Journal of Time Series Econometrics
1 Stat

Citations by Year