TANIGUCHI Masanobu 谷口正信

… Alternative Names

谷口正信タニグチマサノブ

TANIGUTI Masanobu 谷口正信

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Researcher Number	00116625
Other IDs
Affiliation (Current)	2025: 早稲田大学, 理工学術院, 名誉教授
Affiliation (based on the past Project Information) *help	2021 – 2023: 早稲田大学, 理工学術院, 名誉教授 2005 – 2020: 早稲田大学, 理工学術院, 教授 1997 – 2002: 大阪大学, 大学院・基礎工学研究科, 助教授 2001: 大阪大学, 基礎工学研究科, 助教授 2001: osaka University, School of Engineering Sclence, Assistant Professor, 大学院・基礎工学学研究科, 助教授 … More 2001: 大阪大学, 大学院・基礎工学研究院, 教授 1999: 大阪大学, 基礎工学研究科, 助教授 1998: 大阪大学, 基礎工学部, 助教授 1990 – 1996: Osaka University, Engineering Science, Ass. Prof., 基礎工学部, 助教授 1988 – 1989: 広島大学, 理学部, 助教授 1986: Associate Professor, Division of Mathematics, Faculty of Science, 理学部, 助教授 Less
Review Section/Research Field	Principal Investigator Statistical science / General mathematics (including Probability theory/Statistical mathematics) / Broad Section J / Foundations of mathematics/Applied mathematics / Statistical science / Statistical science Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / 統計学 / Economic statistics / Statistical science / Statistical science / Economic statistics / 解析学
Keywords	Principal Investigator 時系列解析 / 統計的漸近理論 / 統計数学 / ポートフォリオ / 統計科学 / 金融工学 / 計量ファイナンス / 統計推測 / 大偏差原理 / 高次漸近理論 … More / 円周分布 / 金融データ解析 / 縮小推定量 / 因果性検定 / ポートフォリオ推測 / 安定過程 / 医学統計 / 金融時系列 / 局所定常過程 / 局所漸近正規性 / 統計的金融工学 / セミパラメトリック推定 / 最尤推定量 / 判別解析 / 高次元データ解析 / 統計リスク解析 / 時系列、空間統計解析 / パーシステントランドスケープ / ２値系列 / 時空間過程の統計解析 / 最適統計推測 / LAN理論 / p-次ノルム予測 / 局所尤度解析 / ２値過程 / 時系列分散分析 / 金融ファイナンス / 時空間確率過程 / ベイズ推定量 / Min-Max 推定量 / 経験尤度 / 因果性 / 方向データ / 機械学習 / 一様最小分散不偏推定量 / 循環性仮定 / 従属誤差 / 分散分析 / 位相データ解析 / 球面分布 / 強スパイク固有値 / 因果性解析 / 秘匿データ分析 / 高次元統計解析 / 時系列予測 / 因果性分析 / Whittle 推定 / 判別 / 補間 / 予測 / 高次元時系列 / 縮小推定 / 非正則検定理論 / 高次元時系列解析 / 予測・補間 / 定常過程 / 分位点回帰 / 従属構造 / 最適予測子 / 時系列モデル / 補間子 / 高次の漸近推測理論 / 不偏推定量 / 非線形時系列モデル / 金融時系列モデル / 曲確率モデル / 医薬生物統計 / モデル選択 / 統計的予測・制御 / 統計的推測 / 数理モデル / 遺伝子統計 / 医学・生物統計 / 高次元データ / 近接単位根過程 / 一般化モーメント法 / 計量経済学 / セミマルチンゲール / 経験尤度法 / 非線形時系列解析 / 経験尤度比 / 計算機統計学 / 非母数解析 / 順位統計量 / 経験尤度解析 / 確率解析 / 統計解析 / 非対称分布 / 多変量解析 / 非母数統計解析 / 漸近最適性 / 漸近有効性 / 高次の漸近理論 / 最尤法 / 条件付最小2乗推定 / 分布の裾 / ARCH残差 / 最小コントラスト推定 / ロバストネス / ARCHモデル / 高次漸近論 / ダービンワトソン統計量 / ノンパラメトリック / スペクトル定度関数 / スペクトル解析 / シュミレーション / 検定論 / 推定論 / 漸近理論 / セミパラメトリック手法 / 短期記憶時系列 / 長期記憶時系列 / バハドール効率 / 比率関数 / 尤度比 / スペクトル密度関数 / 時系列回帰モデル / 検定 / ノンパラメトリクス / 指数型分布族 / 非指数型分布族 … More Except Principal Investigator 多変量解析 / 検定 / 確率過程の母数モデル / Asymptotic Expansion / 指数型分布族 / Multivariate analysis / 時系列解析 / 推定 / 時系列 / 漸近理論 / ノンパラメトリック / 最尤推定量 / 尤度解析 / 可解格子模型 / Cointegration / Time Series Analysis / 情報量損失と統計的曲率 / 確率過程の尤度と最尤推定法 / system reliability / Markov chain / probability generating function / discrete distribution theory / discrete patterns / 待ち時間問題 / システムの信頼性 / マルコフ連鎖 / 確率母関数 / 離散パターン / 空間データ / 逐次推定 / 統計的曲率 / 情報量損失 / Sequential analysis / 経験分布関数 / Information amount / 統計的漸近理論 / 情報量 / 実験計画 / Maximum Likelihood Estimator / ノンパラメトリック推測 / 統計的推測 / 漸近展開 / 分布関数 / セミパラメトリック / 疑似尤度関数 / ディリクレ形式 / フラクタル集合 / ブ-ツトラップ / Ancillary Statistic / Power Function / Fractional ARIMA / FGN / Exchange Rate Model / Long-memory Time Series / ARMA / 非線型最小2乗推定量 / Hurst係数 / 為替レート / 長期記憶時系列モデル / 非線形回帰モデル / 直物為替レ-ト / S-分析 / R / ペリオドグラム / 補助統計量 / cointegration / 検定力 / 分数階差ARIMA / 分数正規ノイズ(FGN) / 為替レ-トモデル / 長期記憶時系列 / ARMA process / Causality Test / ARMA Process / Growth analysis / Traffic flow / Design / Graphics / Image analysis / Stereology / Size distribution / Partition function / Gibbsian process / Point process / Spatial data / 疾病分布 / 生物成長 / 速度分布 / 交通工学 / デザイン問題 / 図形処理 / 計量形態学 / サイズ分布 / 最尤法 / 点過程 / ギブス分布 / 統計解析 / Bivariate random processes / Robust inferenceof stochastic process / Ornstien-Uhlenbeck process / Likelihoods of diffusion processes / Convex analysis of likelihood functions / Likelihoods of stochastic processes / Exponential stochastic processes / Statistical inference of stochastic processes / コントラスト推定関数 / ロバストな統計的推測 / 推定量の漸近的性質 / 二値データ系列 / 確率過程のロバスト推測 / オルンシュタイン=ウーレンベック過程 / 拡散過程の尤度関数 / 尤度関数の凸解析 / 確率過程の尤度解析 / 指数型確率過程 / 確率過程の統計的推測 / conditional expectation / waiting time problem / urn models / 壷のモデル / 条件付確率 / 幾何分布 / start-up demonstration test / 工学的システムの信頼性 / 起動試験 / 離散確率分布 / 条件付き確率 / 条件付き期待値 / 壺のモデル / 離散確率分布論 / Quality of Liufe / Measurement finance / Data-mining / environmental statistics / Non-ilinear statistical modeling / Factor Analysis / Asymptotic distribution / QOL測定 / 多変量グラフィカル法 / 環境統計データ / 統計的方法 / 医学・薬学統計学 / 高次元データ解析 / Quality of Life / 計量ファイナンス / データマイニング / 環境統計 / 非線形モデリング / 因子分析 / 漸近分布 / GIOSTATISTICS AND KRIGING / ROBUSTNESS IN TIME SERIES ANALYSIS / EXPONENTIAL STOCHASTIC PROCESS AND STATISTICAL INFERENCE / MAXIMUM LIKELIHOOD ESTIMATOR AND ITS ASYMPTOTIC PROPERTIES / GENERAL LINEAR MODELS / EXPONENTIAL FAMILY OF DISTRIBUTIONS / LIKELIHOOD AND QUASI-LIKELIHOOD FUNCTION OF STOCHASTIC PROCESSES / PARAMETRIC MODELS IN STOCHASTIC PROCESSES / 正準連結関数 / 凸共役 / helix model / 一般線型モデルと連結関数 / 指数型分布族と凸共役 / エフロンの弦巻モデル / バリオグラムとクリギング / 最尤推定量の指数一致性 / 確率過程の尤度関数 / 確率過程母数モデル / 統計的曲率と2次有効性 / 確率過程の指数型分布族 / 漸近的構造 / 統計的推測決定 / waiting time problems / binomial distribution / directed tree / 信頼性 / 工学的システム / 連 / パターン / 離散分布 / 二項分布 / 有向グラフ / 離散分布論 / Combinatorics / Mathematical finance / Time series / Test / Estimator / 漸近有効性 / 統計的モデル / 逐次推測 / ベイズ推測 / モデル選択 / 画像解析 / ベイズ法 / 統計的モデリング / 有限標本論 / 非正則モデル / 最尤推定 / 特異モデル / 金融 / 非正規性 / 計算機支援型推測 / 組合せ理論 / 数理ファイナンス / 逐次解析 / 推定量 / Regression diagnosis / Bivariate power-normal distribution / AGE / Transformation Diagnosis / Double-power transformations / Grouped observations / Power-normal distribution / Power transformation / 2重ベキ変換 / ACE / 変換グラフィクス / 回帰診断 / 対数変換 / 2変量ベキ正規分布 / ベキ正規分布 / ベキ変換 / Generalized linear regression model / Multidimensional sphere model / Information geometry / Circular Mechanism of likelihood / Statistical curvature / Information loss / Fisher Information / Maximum likelihood estimator / 時系列解析モデル / 局指数型分布族 / 一般線形回帰モデル / 一般次元球面モデル / 情報量幾何学 / 尤度関数の円周機構 / フィッシャー情報量 / Statistical model theory / Computational statistics / Distribution theory and statistical inference / Time series analysis and its asymptotic theory / Mathematical programming model and its optimization / Multivariate analysis and its asymptotic theory / Statistical analysis of chaotic, nonlinear data / 確率分布論 / 数理計画モデル / 離散・ノンパラ・セミパラ解析 / 複雑非線形現象 / 統計的推定論 / 統計モデル / 推定方程式 / 統計モデル論 / 計算機統計 / 確率分布論・統計的推測理論 / 逐次統計解析 / 時系列解析と漸近理論 / 数理計画モデルの最適化 / 多変量解析と漸近理論 / 複雑非線形現象の統計解析 / Mean Integrated Square Error / Bootstrap / Confidence Band / Estimate / Goodness of Fit Test / Kernel Estimate / Empirical Distribution / Distribution Function / U-統計量 / 核関数 / 積分平均2乗誤差 / ブーツトラップ / 信頼帯 / 適合度検定 / 核型推定量 / Sampling theory / Experimental design / Mathematical programming / Time series analysis / Testing hypothesis / Estimation / ゲ-ムの理論 / 回帰モデル / 統計的グラフィックス / サンプリング理論 / 数理計画法 / Time Series / Quasi-Likelihood Function / Robustness / Nonparametrics / General Linear Models / Likelihood Analysis / Parametric Models in Stochastic Processes / 最尤推程量 / ロバスト推測 / 拡散過程 / 単純自己修正点過程 / 自己修正点過程 / ロバストネス / 一般線形モデル / 誤差評価 / 近似理論 / 密度関数 / 確率分布 / コールレート / 名目GNP / マネーサプライ / RPC / 因果性検定 / 多変量時系列 / 超平面配置 / 条件つき検定 / グレブナー基底 / トーリックイデアル / マルコフ連鎖モンテカルロ法 / ノンセミパラメトリック局外数 / 二次漸近効率 / ノンセミパラメトリック推定 / セミパラメトリック推定 / 統計数理 / 経済統計 / モーメント条件 / 統計数学 / 経済統計学 / モ-メント条件 / ノンパラメトリック法 / セミパラメトリック法 / Cressie-Read Power Divergence / マイクロストラクチャーノイズ / Cressie-Read power divergence / マイクロストラクチャノイズ / 長記憶 / シミュレーション / 不偏性 / スプライン / 回帰分析 / ヘルダー領域 / スカラホ-ド分解 / 反射壁拡散過程 / 乗法的汎関数 / 加法的汎関数 / 対称マルコフ過程 / 時系列における判別解析 / フラクタル / スピンモデル / ストレス解放モデル / エネルギー / スペクトル次元 / ラプラス作用素 / 関数解析 / マルコフ過程 / 待時間問題 / 漸近バイアス性 / ブラウン運動 / ボルツマン重率 / 繋絡作用素 / 量子展開環 / 数理モデル / 数理統計学 / 最適化問題 / シミュレ-ション / ジャックナイフ / 分散の推定 / Uー統計量 Less

Introduction of general causality to various observations and the innovation for its optimal statistical inferencePrincipal Investigator
- Principal Investigator
  
  Taniguchi Masanobu
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (S)
- Review Section
  
  Broad Section J
- Research Institution
  Waseda University
Theory for quantile regression inference of time series and its applicationsPrincipal Investigator
- Principal Investigator
  
  Taniguchi Masanobu
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Waseda University
Shrinkage Estimation Theory for Unbiased Estimators of Dependent ObservationsPrincipal Investigator
- Principal Investigator
  
  Taniguchi Masanobu
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Challenging Exploratory Research
- Research Field
  
  Statistical science
- Research Institution
  Waseda University
Asymmetric and nonlinear statistical theory and its applications to economics and biosciencePrincipal Investigator
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Waseda University
Developments of mathematical statistics through computational algebraic methods
- Principal Investigator
  
  TAKEMURA Akimichi
- Project Period (FY)
  2010 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The University of Tokyo
Theory and Applications for Mathematical Methods in Statistical SciencePrincipal Investigator
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Waseda University
Semiparametric Econometrics based on moment conditions-theory and applications
- Principal Investigator
  
  NISHIYAMA Yoshihiko (YOSHIHIKO Nishiyama)
- Project Period (FY)
  2006 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University
局外母数をもつ時系列回帰モデルのセミパラメトリックな高次漸近理論Principal Investigator
- Principal Investigator
  
  谷口正信
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Statistical science
- Research Institution
  Waseda University
Statistical inference for discrete patterns in dependent sequences
- Principal Investigator
  
  AKI Sigeo
- Project Period (FY)
  2002 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kansai University
  Osaka University
A STUDY ON STATISTICAL INFERENCE OF STOCHASTIC PROCESS AND ITS ROBUSTNESS
- Principal Investigator
  
  INAGAKI Nobuo
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  OSAKA UNIVERSITY
時系列セミパラメトリックモデルに対する高次漸近理論Principal Investigator
- Principal Investigator
  
  谷口正信
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Statistical science
- Research Institution
  Osaka University
integrated research with the theory applications of statistics
- Principal Investigator
  
  SUGIYAMA Takakazu
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  CHUO UNIVERSITY
Statistical Inference for Discrete Patterns
- Principal Investigator
  
  AKI Sigeo
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
A STUDY ON ASYMPTOTIC STRUCTURE OF STATISTICAL INFERENCE FOR PARAMETRIC MODELS OF STOCHASTIC PROCESS
- Principal Investigator
  
  INAGAKI Nobuo
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
セミパラメトリック手法に対する高次漸近理論Principal Investigator
- Principal Investigator
  
  谷口正信
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Statistical science
- Research Institution
  Osaka University
Researches on the Non-Regular Inference Theory and the Concepts of the Amounts of Information
- Principal Investigator
  
  AKAHIRA Masafumi
- Project Period (FY)
  1998 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Tsukuba
Research of Information-geometric Properties in Statistical Estimation Theory
- Principal Investigator
  
  INAGAKI Nobuo
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
Research of Statistical Transformation Methodology
- Principal Investigator
  
  GOTO Masashi
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
大偏差原理と統計学Principal Investigator
- Principal Investigator
  
  谷口正信
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Osaka University
Theory and application of information extraction in mathematical statistics
- Principal Investigator
  
  TAGURI Masaaki
- Project Period (FY)
  1996 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Chiba University
ノンパラメトリックな回帰分析の研究
- Principal Investigator
  
  白旗慎吾
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
非指数型分布族における統計的高次漸近理論の研究Principal Investigator
- Principal Investigator
  
  谷口正信
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Osaka University
可逆マルコフ過程の関数解析的研究
- Principal Investigator
  
  福島正俊
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
確率過程における母数モデルと統計的推測の研究
- Principal Investigator
  
  稲垣宣生
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
確率過程の関数解析的研究
- Principal Investigator
  
  福島正俊
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
数理モデルの代数的構造の研究
- Principal Investigator
  
  伊達悦朗
- Project Period (FY)
  1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Osaka University
Research on Test and Estimate of Distribution Function and its Functionals
- Principal Investigator
  
  SHIRAHATA Shingo
- Project Period (FY)
  1991 – 1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
Uー統計量の応用的研究
- Principal Investigator
  
  SHIRAHATA Shingo
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
統計的推測に関連する最適化理論の研究
- Principal Investigator
  
  ISII Keiiti
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
Researches on Statistical Inference and Its Applications
- Principal Investigator
  
  AKAHIRA Masafumi
- Project Period (FY)
  1990 – 1991
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  University of Tsukuba
A Study on Asymptotic Methods for Statistical Inference
- Principal Investigator
  
  INAGAKI Nobuo
- Project Period (FY)
  1989 – 1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
確率分布の近似理論と応用に関する研究
- Principal Investigator
  
  藤越康祝
- Project Period (FY)
  1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hiroshima University
Long-memory time series; its foundations and applications to economics.
- Principal Investigator
  
  OKAMOTO Masanori
- Project Period (FY)
  1988 – 1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  HIROSHIMA UNIVERSITY
経済時系列における因果性検定の理論的基礎と応用
- Principal Investigator
  
  OKAMOTO Masanori B.
- Project Period (FY)
  1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Hiroshima University
Statistical Analysis of Spatial Data
- Principal Investigator
  
  MASE Shigeru
- Project Period (FY)
  1985 – 1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  HIROSHIMA UNIVERSITY
Analysis of Time Series Data: Theory and its Applications
- Principal Investigator
  
  MAEKAWA Koichi
- Project Period (FY)
  1985 – 1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  HIROSHIMA UNIVERSITY

[Book] ANOVA with dependent errors2023
- Author(s)
  Goto, Yuichi; Nagahata, Hideaki; Taniguchi, Masanobu; Monti, Anna Clara; Xu, Xiaofei
- Total Pages
  90
- Publisher
  SpringerBriefs Stat.JSS Res. Ser. Stat.Springer, Singapore
- ISBN
  9789819941711
- Data Source
  KAKENHI-PROJECT-18H05290
[Book] Diagnostic Methods in Time Series2021
- Author(s)
  Akashi, F., Taniguchi, M., Monti, A.C. and Amano,
- Total Pages
  104
- Publisher
  Springer Briefs
- ISBN
  9789811622632
- Data Source
  KAKENHI-PROJECT-18H05290
[Book] Statistical Portfolio Estimation2018
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa, J., Kato, H.S. and Yamashita, T.
- Total Pages
  377
- Publisher
  Chapman and Hall/CRC,New York
- ISBN
  9781466505605
- Data Source
  KAKENHI-PROJECT-18H05290
[Book] Statistical Portfolio Estimation2018
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa,J., Kato, H.S. and Yamashita, T
- Total Pages
  377
- Publisher
  Chapman & Hall/CRC, New York,
- ISBN
  9781466505605
- Data Source
  KAKENHI-PROJECT-15H02061
[Book] Empirical Likelihood and Quantile Methods for Time Series2018
- Author(s)
  Liu, Y., Akashi, F. and Taniguchi, M.
- Total Pages
  136
- Publisher
  Springer Briefs in Statistics, Springer-Verlag
- ISBN
  9789811001512
- Data Source
  KAKENHI-PROJECT-18H05290
[Book] Statistical Portfolio Estimation"2017
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa,J., Kato, H.S. and Yamashita, T.
- Total Pages
  400
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-15H02061
[Book] 統計科学と金融工学2017
- Author(s)
  谷口　正信編集
- Total Pages
  125
- Publisher
  早稲田大学理工研報告特集号
- Data Source
  KAKENHI-PROJECT-26540015
[Book] Statistical Portfolio Estimation2017
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa, J., Kato, H.S. and Yamashita, T.
- Total Pages
  500
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-15H02061
[Book] Statistical Portfolio Estimation"2017
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa,J., Kato, H.S. and Yamashita, T.
- Total Pages
  400
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-26540015
[Book] Statistical Portfolio Estimation2017
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa, J., Kato, H.S. and Yamashita, T.
- Total Pages
  500
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-26540015
[Book] 統計科学と金融工学2017
- Author(s)
  谷口　正信編集
- Total Pages
  125
- Publisher
  早稲田大学理工研報告特集号
- Data Source
  KAKENHI-PROJECT-15H02061
[Book] Statistical Portfolio Estimation2016
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa, J. Kato, S.H. and Yamashita, T.
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Special Issue on the " Financial & Pension Mathematical Science"2016
- Author(s)
  谷口正信（編）
- Total Pages
  126
- Publisher
  早稲田大学理工学研究所
- Data Source
  KAKENHI-PROJECT-15H02061
[Book] Special Issue on the "Financial & Pension Mathematical Science"2016
- Author(s)
  谷口正信（編）
- Total Pages
  126
- Publisher
  早稲田大学理工学研究所
- Data Source
  KAKENHI-PROJECT-26540015
[Book] 理工研報告特集号2015
- Author(s)
  谷口　正信　編
- Total Pages
  93
- Publisher
  早稲田大学理工学研究所
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Special Issue on the " Financial & Pension Mathematical Science"2014
- Author(s)
  谷口　正信（編）
- Total Pages
  145
- Publisher
  早稲田大学理工学研究所
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Statistical Inference for Financial Engineering2014
- Author(s)
  Taniguchi, M., Amano, T., Ogata, H. and Taniai, H.
- Total Pages
  118
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-26540015
[Book] Statistical Inference for Financial Engineering2014
- Author(s)
  Taniguchi, M, Amano, T., Ogata, H. and Taniai, H.
- Total Pages
  118
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Statistical Inference for Financial Engineering2014
- Author(s)
  Taniguchi, M., Amano, T., Ogata, H. and Taniai, H.
- Total Pages
  118
- Publisher
  Springer-Verlag
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Statistical Portfolio Estimation2014
- Author(s)
  Taniguchi, M. Shiraishi, H., Hirukawa, J., Kato, H. and Yamashita, T.
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Special Issue on the " Financial & Pension Mathematical Science" 早稲田大学理工研2013
- Author(s)
  谷口　正信（編集委員長）
- Total Pages
  100
- Publisher
  正文社
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Special Issue on the " Financial & Pension Mathematical Science" 早稲田大学理工研2012
- Author(s)
  谷口　正信（編集委員長）
- Total Pages
  110
- Publisher
  正文社
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Special Issue on " Statistical Estimation of Portfolios for Dependent Financial Returns2012
- Author(s)
  Masanobu TANIGUCHI ( Lead Guest Editor )
- Total Pages
  200
- Publisher
  Advances in Decision Sciences
- Data Source
  KAKENHI-PROJECT-23244011
[Book] International ENCYCLOPEDIA of Statistical Science,2010
- Author(s)
  Taniguchi, M.
- Publisher
  Springer.(近刊)
- Data Source
  KAKENHI-PROJECT-18203014
[Book] Optimal Statistical lnference in Financial Engineering2008
- Author(s)
  Taniguchi, M., Hirukawa, J.and Tamaki, K.
- Total Pages
  384
- Publisher
  Chapman & Hall/CRC
- Data Source
  KAKENHI-PROJECT-17650081
[Book] Optimal Statistical Inference in Financial Engineering.(Financial Mathematics Series.)2008
- Author(s)
  Taniguchi, M., Hirukawa, J., Tamaki, K.
- Total Pages
  366
- Publisher
  Chapman & Hall/CRC
- Data Source
  KAKENHI-PROJECT-18203014
[Book] Optimal Statistical Inference in Financial Engineering2008
- Author(s)
  M.Taniguchi, J. Hirukawa and K. Tamaki
- Publisher
  Chapman & Hall (in press)
- Data Source
  KAKENHI-PROJECT-18203014
[Book] Optimal Statistical Inference in Financial Engineering2008
- Author(s)
  M. Taniguchi, J. Hirukawa, K. Tamaki
- Total Pages
  366
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-18203014
[Book] Optimal Statistical Inference in Financial Engineering, Financial Mathematics Series2008
- Author(s)
  Taniguchi M., Hirukawa J., Tamaki K.
- Total Pages
  366
- Publisher
  Chapman & Hall?CRC, New York
- Data Source
  KAKENHI-PROJECT-19204009
[Book] Optimal statistical Inference in Financial Engineering2008
- Author(s)
  Taniguchi, M., Hirukawa, J., Tamaki, K
- Total Pages
  366
- Publisher
  Financial Mathematics Series. Chapman, Hall/CRC, New York
- Data Source
  KAKENHI-PROJECT-18203014
[Book] Optimal Statistical Inference in Financial Engineering2008
- Author(s)
  Taniguchi, M., Hirukawa, J.and Tamaki, K.
- Total Pages
  384
- Publisher
  Chapman & Hall/CRC
- Data Source
  KAKENHI-PROJECT-19204009
[Book] Optimal Statistical Inference in Financial Engineering2007
- Author(s)
  Taniguchi, M., Hirukawa, J., Tamaki, K.
- Total Pages
  400
- Publisher
  Chapman-Hall(in press)
- Data Source
  KAKENHI-PROJECT-17650081
[Book] 数理統計・時系列・金融工学2005
- Author(s)
  谷口正信
- Total Pages
  211
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Shrinkage estimators of BLUE for time series regression models2024
- Author(s)
  Xue Yujie、Taniguchi Masanobu、Liu Tong
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 202 Pages: 105282-105282
- DOI
  10.1016/j.jmva.2023.105282
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K13021, KAKENHI-PROJECT-18H05290
[Journal Article] Hellinger distance estimation for nonregular spectra2024
- Author(s)
  Taniguchi Masanobu、Xue Yujie
- Journal Title
  
  Teoriya Veroyatnostei i ee Primeneniya
  
  Volume: 69 Issue: 1 Pages: 188-200
- DOI
  10.4213/tvp5541
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K13021, KAKENHI-PROJECT-18H05290
[Journal Article] Hellinger Distance Estimation for Non-Regular Spectra2023
- Author(s)
  Taniguchi, M. and Xue, Y.
- Journal Title
  
  Theory Probab. Appl.
  
  Volume: -
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] A New Generalized Estimator for AR(1) Model Which Improves MLE Uniformly2023
- Author(s)
  Xue, Y. and Taniguchi,M.,
- Journal Title
  
  Research Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] UMVU estimation for Time Series2023
- Author(s)
  Xu, X.*, Taniguchi, M., and Murata, N.
- Journal Title
  
  Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi.
  
  Volume: -
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] Sparse principal component analysis for high‐dimensional stationary time series2023
- Author(s)
  Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: 50 Issue: 4 Pages: 1953-1983
- DOI
  10.1111/sjos.12664
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13271, KAKENHI-PROJECT-23K16851, KAKENHI-PROJECT-23K11018, KAKENHI-PROJECT-18H05290
[Journal Article] Homogeneity tests for one-way models with dependent errors under correlated groups2022
- Author(s)
  Goto Yuichi、Arakaki Koichi、Liu Yan、Taniguchi Masanobu
- Journal Title
  
  TEST
  
  Volume: 32 Issue: 1 Pages: 163-183
- DOI
  10.1007/s11749-022-00828-9
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K11719, KAKENHI-PROJECT-21K20338, KAKENHI-PROJECT-23K11018, KAKENHI-PROJECT-18H05290
[Journal Article] Tests for the existence of group effects and interactions for two-way models with dependent errors2022
- Author(s)
  Goto Yuichi、Suzuki Kotone、Xu Xiaofei、Taniguchi Masanobu
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: 75 Issue: 3 Pages: 511-532
- DOI
  10.1007/s10463-022-00853-3
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K20338, KAKENHI-PROJECT-18H05290
[Journal Article] Comparison between the exact likelihood and Whittle likelihood for moving average processes2022
- Author(s)
  Xu, X., Li, Z.,and Taniguchi, M.
- Journal Title
  
  STATISTICA
  
  Volume: 82(1) Pages: 3-13
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] Likelihood ratio processes under nonstandard settings2022
- Author(s)
  Goto,Y., Kaneko,T., S. Kojima,S. and M. Taniguchi,M.
- Journal Title
  
  Theory Probab. Appl.
  
  Volume: 87 Issue: 2 Pages: 246-260
- DOI
  10.1137/s0040585x97t990903
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] Higher‐order asymptotics of minimax estimators for time series2022
- Author(s)
  Xu Xiaofei、Liu Yan、Taniguchi Masanobu
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 44 Issue: 2 Pages: 247-257
- DOI
  10.1111/jtsa.12661
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719, KAKENHI-PROJECT-18H05290, KAKENHI-PROJECT-23K11018
[Journal Article] Discriminant analysis based on binary time series2020
- Author(s)
  Yuichi Goto, Masanobu Taniguchi
- Journal Title
  
  Metrika
  
  Volume: 83 Issue: 5 Pages: 569-595
- DOI
  10.1007/s00184-019-00746-1
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19J20060, KAKENHI-PROJECT-18H05290
[Journal Article] Local Whittle likelihood approach for generalized divergence.2020
- Author(s)
  Xue, Y. and Taniguchi, M.
- Journal Title
  
  Scand. J. Statist.
  
  Volume: 4, No 1 Issue: 1 Pages: 182-195
- DOI
  10.1111/sjos.12418
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] Models for circular data from time series spectra2020
- Author(s)
  Masanobu Taniguchi, Shogo Kato, Hiroaki Ogata & Arthur Pewsey
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 41 Issue: 6 Pages: 808-829
- DOI
  10.1111/jtsa.12549
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11193, KAKENHI-PROJECT-20K03759, KAKENHI-PROJECT-18H05290
[Journal Article] Robust Linear Interpolation and Extrapolation of Stationary Time Series in Lp2019
- Author(s)
  Liu Yan、Xue Yujie、Taniguchi Masanobu
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 41 Issue: 2 Pages: 229-248
- DOI
  10.1111/jtsa.12502
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K12652, KAKENHI-PROJECT-20K11719, KAKENHI-PROJECT-18H05290
[Journal Article] A new look at portmanteau test.2018
- Author(s)
  Akashi, F., Odashima, H., Taniguchi, M. and Monti, A.C.
- Journal Title
  
  Sankhya
  
  Volume: 80 Issue: 1 Pages: 121-137
- DOI
  10.1007/s13171-017-0109-3
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061, KAKENHI-PROJECT-18H05290
[Journal Article] Estimation pitfalls when the noise is not i.i.d.2018
- Author(s)
  Giraitis, L., Taniguchi, M. and Taqqu, M.S.
- Journal Title
  
  Jap. J. Stat. and Data Science.
  
  Volume: 1
- NAID
  210000175885
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Adjustments for a class of tests under nonstandard conditions.2018
- Author(s)
  Monti, A.C. and Taniguchi, M.
- Journal Title
  
  Statistica Sinica
  
  Volume: in press
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Analysis of variance for high-dimensional time series.2018
- Author(s)
  Nagahata, H. and Taniguchi, M.
- Journal Title
  
  Stat. Inference Stoch. Process.
  
  Volume: 21-2 Issue: 2 Pages: 455-468
- DOI
  10.1007/s11203-018-9187-7
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] Analysis of variance for multivariate time series2018
- Author(s)
  Nagahata, H. and Taniguchi, M.
- Journal Title
  
  Metron
  
  Volume: 76-1 Issue: 1 Pages: 69-82
- DOI
  10.1007/s40300-017-0122-2
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] Estimation pitfalls when the noise is not i.i.d.2018
- Author(s)
  Giraitis, L., Taniguchi, M. and Taqqu, M.S.
- Journal Title
  
  Jpn. J. Stat. Data Sci.
  
  Volume: 1 Issue: 1 Pages: 59-80
- DOI
  10.1007/s42081-018-0004-8
- NAID
  210000175885
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] Higher-order asymptotic theory of shrinkage estimation for general statistical models2018
- Author(s)
  Shiraishi Hiroshi、Taniguchi Masanobu、Yamashita Takashi
- Journal Title
  
  journal of Multivariate Analysis
  
  Volume: 166 Pages: 198-211
- DOI
  10.1016/j.jmva.2018.03.006
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K00036, KAKENHI-PROJECT-18H05290
[Journal Article] Higher-order asymptotic theory of shrinkage estimation for general statistical models.2018
- Author(s)
  Shiraishi, H., Taniguchi, M. and Yamashita, T.
- Journal Title
  
  J.Multivariate Anal.
  
  Volume: to appear
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Asymptotic theory of test statistic for sphericity of high-dimensional time series.2018
- Author(s)
  Liu, Y., Tamura, Y. and Taniguchi, M.
- Journal Title
  
  J.Time Ser. Anal.,
  
  Volume: in press Issue: 3 Pages: 402-416
- DOI
  10.1111/jtsa.12288
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H02061, KAKENHI-PROJECT-17K12652, KAKENHI-PROJECT-18H05290
[Journal Article] Adjustments for a class of tests under nonstandard conditions2018
- Author(s)
  Monti, A.C. and Taniguchi, M.
- Journal Title
  
  Statistica Sinica
  
  Volume: 28-3 Pages: 1437-1558
- DOI
  10.5705/ss.202016.0093
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Journal Article] Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities.2017
- Author(s)
  Liu,Y., Nagahata, H., Uchiyama, H. and Taniguchi, M.
- Journal Title
  
  Com. Stat.
  
  Volume: in press
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Asymptotic normality of quadratic forms of martingale differences.2017
- Author(s)
  Giraitis, L., Taniguchi, M. and Taqqu, M.S.
- Journal Title
  
  Stat. Inference Stoch Process.
  
  Volume: in press Issue: 3 Pages: 315-327
- DOI
  10.1007/s11203-016-9143-3
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061, KAKENHI-PROJECT-26540015
[Journal Article] Portfolio estimation for spectral density of categorical time series data2017
- Author(s)
  Kato, Solvang H. and Taniguchi, M.
- Journal Title
  
  Far East J. theoretical statistics
  
  Volume: 53-1 Pages: 19-33
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Adjustments for a class of tests under nonstandard conditions.2017
- Author(s)
  Monti, A.C. and Taniguchi, M.
- Journal Title
  
  Statistica Sinica
  
  Volume: in press
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] Discriminant Analysis by Quantile Regression with Application on the Climate Change Problem.2017
- Author(s)
  Chen, C.W.S., Hsu, Y.C. and Taniguchi, M. (
- Journal Title
  
  J. Stat. Plan. Inf.
  
  Volume: 187 Pages: 17-27
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Microarray analysis using rank order statistics for ARCH residual empirical process.2017
- Author(s)
  Kato, Solvang H. and Taniguchi, M.
- Journal Title
  
  Open Journal of Statistics.
  
  Volume: ５３ Issue: 1 Pages: 19-33
- DOI
  10.17654/ts053010019
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] Microarray analysis using rank order statistics for ARCH residual empirical process.2017
- Author(s)
  Kato, Solvang H. and Taniguchi, M.
- Journal Title
  
  Open Journal of Statistics.
  
  Volume: in press
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Discriminant analysis by quantile regression with application on the climate change problem.2017
- Author(s)
  Chen, C.W.S., Hsu, Y.T. and Taniguchi, M.
- Journal Title
  
  J.Statist. Plan. Inf.
  
  Volume: 187 Pages: 17-27
- DOI
  10.1016/j.jspi.2017.02.002
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061, KAKENHI-PROJECT-26540015
[Journal Article] Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities.2017
- Author(s)
  Liu,Y., Nagahata, H., Uchiyama, H. and Taniguchi, M.
- Journal Title
  
  Com. Stat.
  
  Volume: in press
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] Portfolio estimation for spectral density of categorical time series data.2017
- Author(s)
  Kato, Solvang H. and Taniguchi, M.
- Journal Title
  
  Far East J. theoretical statistics
  
  Volume: in press
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities2017
- Author(s)
  Liu Yan、Nagahata Hideaki、Uchiyama Hirotaka、Taniguchi Masanobu
- Journal Title
  
  Communications in Statistics - Simulation and Computation
  
  Volume: 46 Issue: 10 Pages: 8014-8027
- DOI
  10.1080/03610918.2016.1263732
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K12652, KAKENHI-PROJECT-15H02061
[Journal Article] Portfolio estimation for spectral density of categorical time series data.2017
- Author(s)
  Kato, Solvang H. and Taniguchi, M.
- Journal Title
  
  Far East J. theoretical statistics
  
  Volume: 53 Pages: 19-33
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Shrinkage interpolation for stationary processes.2016
- Author(s)
  Suto, Y. and Taniguchi, M.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University,
  
  Volume: 13 Pages: 35-42
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] Granger causality test via Box-Cox transformations.2016
- Author(s)
  Koike, R., Dou, X., Taniguchi, M. and Xue, Y.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University,
  
  Volume: 13 Pages: 3-18
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Shrinkage interpolation for stationary processes2016
- Author(s)
  Suto,Y. and Taniguchi, M.*
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University
  
  Volume: 13 Pages: 35-42
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] Granger causality test via Box-Cox transformations.2016
- Author(s)
  Koike, R., Dou, X., Taniguchi, M. and Xue, Y.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University,
  
  Volume: 13 Pages: 3-18
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] Shrinkage Interpolation for stationary processes2016
- Author(s)
  Suto, Y. and Taniguchi, M.*
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University
  
  Volume: 13 Pages: 35-42
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Box-Cox 変換を用いた Granger 因果性検定2016
- Author(s)
  小池隆之介、Dou Xiaoling, 谷口正信*
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University
  
  Volume: １３ Pages: 3-18
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] Box-Cox 変換を用いた Granger 因果性検定2016
- Author(s)
  小池隆之介、Dou Xiaoling, 谷口正信*, Yujie Xue
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University
  
  Volume: １３ Pages: 3-18
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Shrinkage interpolation for stationary processes.2016
- Author(s)
  Suto, Y. and Taniguchi, M.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University,
  
  Volume: 13 Pages: 35-42
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Asymptotic theory of parameter estimation by a function based on interpolation error2015
- Author(s)
  Suto, Liu and Taniguchi
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 印刷中 Issue: 1 Pages: 93-110
- DOI
  10.1007/s11203-015-9116-y
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-14J07404, KAKENHI-PROJECT-23244011, KAKENHI-PROJECT-26540015, KAKENHI-PROJECT-15H02061
[Journal Article] High dimensional statistical analysis for time series.2015
- Author(s)
  Haga, K., Kouji, S. and Taniguchi, M.*
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University
  
  Volume: 12 Pages: 11-30
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] Nonparametric approach for Box-Cox transformed process2015
- Author(s)
  澁谷翔、明石郁哉、谷口正信
- Journal Title
  
  Advances in Science, Technology and Environmentology
  
  Volume: 12 Pages: 31-44
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] An empirical likelihood approach for symmetric α-stable processes2015
- Author(s)
  Fumiya Akashi, Yan Liu and Masanobu Taniguchi
- Journal Title
  
  Bernoulli
  
  Volume: 21 Issue: 4 Pages: 2093-2119
- DOI
  10.3150/14-bej636
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-14J03721, KAKENHI-PROJECT-26540015, KAKENHI-PROJECT-15H02061, KAKENHI-PROJECT-14J07404
[Journal Article] 年金運用における共和分検定を用いた最適ポートフォリオの推定2015
- Author(s)
  岸本桂一、山下隆、谷口正信
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science"
  
  Volume: 12 Pages: 45-62
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] An empirical likelihood approach for symmetric alpha-stable processes2015
- Author(s)
  Akashi, F., Liu, Y. and Taniguchi, M.
- Journal Title
  
  Bernoulli
  
  Volume: i press
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Asymptotic properties of the sample variance matrix for high dimensional dependent data.2015
- Author(s)
  Iizuka, K., Matsuura, T. and Taniguchi, M.*
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University
  
  Volume: 12 Pages: 1-10
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H02061
[Journal Article] An empirical likelihood approach for symmetric alpha-stable processes2015
- Author(s)
  Akashi, F., Liu, Y. and Taniguchi, M.
- Journal Title
  
  Bernoulli
  
  Volume: in press
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] 年金運用における共和文検定を用いた最適ポートフォリオの推定2015
- Author(s)
  岸本桂一、山下隆、谷口正信
- Journal Title
  
  Advances in Science, Technology and Environmentology
  
  Volume: 12 Pages: 45-62
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Statistical portfolio estimation for non-Gaussian return process.2014
- Author(s)
  Hamada, K. and Taniguchi, M.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi
  
  Volume: 10 Pages: 69-83
- NAID
  40020348149
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Shrinkage estimation and prediction for time series.2014
- Author(s)
  Hamada, K. and Taniguchi, M.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi
  
  Volume: 10 Pages: 3-18
- NAID
  40020348097
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Statistical portfolio estimation for non-Gaussian return process2014
- Author(s)
  Hamada, K. and Taniguchi, M.
- Journal Title
  
  Advances in Science, Technology and Environmentology
  
  Volume: 10 Pages: 69-86
- NAID
  40020348149
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Shrinkage estimation and prediction for time series2014
- Author(s)
  Hamada, K. and Taniguchi, M.
- Journal Title
  
  Advances in Science, Technology and Environmentology
  
  Volume: 10 Pages: 3-18
- NAID
  40020348097
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Shrinkage estimation and prediction for time series2014
- Author(s)
  Hamada, K. and Taniguchi, M.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science"
  
  Volume: 10 Pages: 3-18
- NAID
  40020348097
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26540015
[Journal Article] Portfolios influenced by causal variables under long-range dependent returns.2013
- Author(s)
  Ando, T., Yamashita, T. and Taniguchi, M.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi
  
  Volume: 9 Pages: 67-84
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Portfolio estimation under causal variables.2013
- Author(s)
  Kobayashi, I., Yamashita, T. and Taniguchi, M.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi
  
  Volume: 9 Pages: 85-100
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Asymptotic theory for near unit root autoregression with infinite innovation variance.2013
- Author(s)
  Yokozuka, J. and Taniguchi, M.
- Journal Title
  
  ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue " Financial and Pension Mathematical Science : Editor M.Taniguchi
  
  Volume: 9 Pages: 1-24
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Optimal portfolios with end-of-period target2012
- Author(s)
  Shiraishi, H., Ogata, H., Amano, T., Veredas, D., Taniguchi, M.
- Journal Title
  
  Advances in Decision Science : Special Issue on Statistical Estimation of Portfolios for Dependent Financial Returns
  
  Pages: 1-13
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Generalized information criterion2012
- Author(s)
  Taniguchi, M. and Hirukawa, J.
- Journal Title
  
  J. Time Series Analysis
  
  Volume: 33 Issue: 2 Pages: 287-297
- DOI
  10.1111/j.1467-9892.2011.00759.x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Statistical Estimation for CAPM with Long-Memory Dependence.2012
- Author(s)
  Amano T, Kato T, Taniguchi M
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: Volume 2012 Pages: 1-12
- DOI
  10.1155/2012/571034
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296, KAKENHI-PROJECT-23244011
[Journal Article] Robust portfolio estimation under skew-normal return processes2012
- Author(s)
  Taniguchi, M., Petkovic, A., Kase, T., DiCiccio and Monti, A.C.
- Journal Title
  
  The European Journal of Finance
  
  Volume: iFirst Issue: 13-14 Pages: 1-22
- DOI
  10.1080/1351847x.2011.640341
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Asymptotics of realized volatility with non-Gaussian ARCH(infty) microstructure noise2012
- Author(s)
  Taniai, H., Usami, T., Suto, N. and Taniguchi, M.
- Journal Title
  
  J. Financial Econometrics
  
  Volume: 10 Issue: 4 Pages: 617-636
- DOI
  10.1093/jjfinec/nbs005
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Jackknifed Whittle estimators2012
- Author(s)
  Taniguchi, M., Tamaki, K., DiCiccio, T.J. and Monti, A.C.
- Journal Title
  
  Statistica Sinica
  
  Volume: 22-3 Pages: 1287-1304
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Preliminary test estimation for spectra2011
- Author(s)
  Maeyama, Y., Tamaki, K., Taniguchi, M.
- Journal Title
  
  Statist.and Probab.Letters
  
  Volume: 81 Issue: 11 Pages: 1580-1587
- DOI
  10.1016/j.spl.2011.06.006
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Optimal statistical inference in financial engineering2011
- Author(s)
  Taniguchi, M.
- Journal Title
  
  International ENCYCLOPEDIA of Statistical Science, Springer
  
  Volume: Part 15 Pages: 1030-1032
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Control variate method for stationary processes2011
- Author(s)
  Amano, T., Taniguchi, M.
- Journal Title
  
  J.Econometrics
  
  Volume: 165 Issue: 1 Pages: 20-29
- DOI
  10.1016/j.jeconom.2011.05.003
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article]2010
- Author(s)
  Watanabe, T., Shiraishi, H., Taniguchi, M.
- Journal Title
  
  Cluster analysis for stable processes. Communications in Statistics 39
  
  Pages: 1-14
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Control variate method for stationary processes.2010
- Author(s)
  Amano, T., Taniguchi, M.
- Journal Title
  
  J.Econometrics (近刊)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Dynamic portfolio optimization using generalized dynamic conditional heteroskedastic factor models2010
- Author(s)
  Shiohama, T., Hallin, M., Veredas, D., Taniguchi, M.
- Journal Title
  
  J.Japan Statist.Soc.
  
  Volume: 40 Pages: 145-166
- NAID
  10026983631
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Estimating function approach for CHARN models2010
- Author(s)
  Kanai, H., Ogata, H., Taniguchi, M.
- Journal Title
  
  Metron
  
  Volume: LXVIII Pages: 1-21
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cluster analysis for stable processes.2010
- Author(s)
  Watanabe, T., Shiraishi, H., Taniguchi, M.
- Journal Title
  
  Communications in Statistics 39
  
  Pages: 1-14
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Local Whittle likelihood estimators and tests for non-Gaussian stationary processes2010
- Author(s)
  Naito, T., Asai, K., Amano, T., Taniguchi, M.
- Journal Title
  
  Statist.Inference Stoch.Processes
  
  Volume: 13 Pages: 163-174
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cluster analysis for stable processes2010
- Author(s)
  Watanabe T., Shiraishi H. Taniguchi M.
- Journal Title
  
  Communications in Statistics Vol.39
  
  Pages: 1630-1642
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] 時系列解析の漸近理論2010
- Author(s)
  谷口正信
- Journal Title
  
  数学
  
  Volume: 62 Pages: 50-79
- NAID
  130004558908
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Statistical testing for asymptotic no-arbitrage in financial markets2010
- Author(s)
  Hatai I., Shiraishi H., Taniguchi M.
- Journal Title
  
  J.Statistics : Advances in Theory & Applications Vol.3-1
  
  Pages: 27-42
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Estimating function approach for CHARN models2010
- Author(s)
  Kanai H., Ogata H., Taniguchi M.
- Journal Title
  
  Metron Vol.LXVIII
  
  Pages: 1-21
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Estimating function approach for CHARN models.2010
- Author(s)
  Kanai, H., Ogata, H., Taniguchi, M.
- Journal Title
  
  Metron (近刊)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Control variate method for stationary processes.2010
- Author(s)
  Amano, T., Taniguchi, M.
- Journal Title
  
  To appear in J. Econometrics.
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Dynamic portfolio optimization using generalized dynamic conditional heteroskedastic factor models2010
- Author(s)
  Shiohama T., Hallin M., Veredas D., Taniguchi M.
- Journal Title
  
  J.Japan Statist.Soc. Vol.40
  
  Pages: 145-166
- NAID
  10026983631
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Rank-based inference for multivariate nonlinear and long-memory time series models2010
- Author(s)
  Hirukawa J., Taniai H., Hallin M., Taniguchi M.
- Journal Title
  
  J.Japan Statist.Soc. Vol.40
  
  Pages: 167-187
- NAID
  10026983676
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Rank-based inference for multivariate nonlinear and long-memory time series models2010
- Author(s)
  Hirukawa, J., Taniai, H., Hallin, M., Taniguchi, M.
- Journal Title
  
  J.Japan Statist.Soc.
  
  Volume: 40 Pages: 167-187
- NAID
  10026983676
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation2010
- Author(s)
  Ogata H., Taniguchi M.
- Journal Title
  
  Austral.New Zeal.J.Statist. Vol.52
  
  Pages: 451-468
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Spectral analysis for intrinsic time processes.2010
- Author(s)
  Ishioka, T., Kawamura, S., Anano, T., Taniguchi, M.
- Journal Title
  
  Statist.Probab.Letters 79
  
  Pages: 2389-2396
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation2010
- Author(s)
  Ogata, H., Taniguchi, M.
- Journal Title
  
  Austral.New Zeal.J.Statist.
  
  Volume: 52 Pages: 451-468
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cluster analysis for stable processes2010
- Author(s)
  Watanabe, T., Shiraishi, H, Taniguchi, M.
- Journal Title
  
  Communications in Statistics
  
  Volume: 39 Pages: 1630-1642
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Statistical testing for asymptotic no-arbitrage in financial markets2010
- Author(s)
  Hatai, I., Shiraishi, H., Taniguchi, M.
- Journal Title
  
  J.Statistics : Advances in Theory & Applications
  
  Volume: 3-1 Pages: 27-42
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Local Whittle likelihood estimators and tests for non-Gaussian stationary processes, Statist.2010
- Author(s)
  Naito T., Asai K., Amano T., Taniguchi M.
- Journal Title
  
  Inference Stoch.Processes Vol.13
  
  Pages: 1630-174
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] 時系列解析の漸近理論2010
- Author(s)
  谷口正信
- Journal Title
  
  数学 62巻
  
  Pages: 50-74
- NAID
  130004558908
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Preliminary test estimation for regression models with long-memory disturbance2009
- Author(s)
  Taniguchi M., Ogata H., Shiraishi H.
- Journal Title
  
  Zacks Festschrift in Comm.Statist. Vol.38
  
  Pages: 1-12
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Systematic approach for portmanteau tests inview of Whittlelikeli hood ratio2009
- Author(s)
  Taniguchi, M., Arrano, T.
- Journal Title
  
  J.Jap.Statist.Soc. Vol. 39
  
  Pages: 177-192
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Discriminant analysis for dynamics of stable processes.2009
- Author(s)
  Nishikawa, M., Taniguchi, M.
- Journal Title
  
  Statistical Methodology 6
  
  Pages: 82-96
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Cressie-Read power divergence statistics for non Gaussian stationary processes2009
- Author(s)
  Ogata, H., Taniguchi, M.
- Journal Title
  
  Scandinavian J. Statistics 36
  
  Pages: 141-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Systematic approach for portmanteau tests in view of Whittle likelihood ratio2009
- Author(s)
  Taniguchi, M., Amano, T.
- Journal Title
  
  J.Jap.Stat.Soc. 39
  
  Pages: 177-192
- NAID
  10025992037
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cressie-Read power divergene statistics for non Gaussian stationary processes2009
- Author(s)
  Ogata, H., Taniguchi, M.
- Journal Title
  
  Scandi navian J.Statistics 36
  
  Pages: 141-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Preliminary test estimation for regression models with long-memory disturbance.2009
- Author(s)
  Taniguchi, M., Ogata, H., Shiraishi, H.
- Journal Title
  
  Zacks Festschrift in Comm.Statist 38
  
  Pages: 1-12
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Statistical estimation of portfolios depending on higher order cumulants2009
- Author(s)
  Shiraishi H., Taniguchi M.
- Journal Title
  
  Annales de I'I.S.U.P.
  
  Pages: 3-18
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Statistical estimation of optimal portfolios depending on higher order cumulants.2009
- Author(s)
  Shiraishi, H., Taniguchi, M.
- Journal Title
  
  Annales de I'I.S.U.P.
  
  Pages: 3-18
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Discriminant analysis for dynamics of stable processes2009
- Author(s)
  Nishikawa, M., Taniguchi, M.
- Journal Title
  
  Statistical Methodology 6
  
  Pages: 82-96
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cressie-Read power divergence statistics for non Gaussian stationary processes.2009
- Author(s)
  Ogata, H., Taniguchi, M.
- Journal Title
  
  Scandinavian J.Statistics 36
  
  Pages: 141-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Preliminary test estimation for regression models with long-memory disturbance2009
- Author(s)
  Taniguchi, M., Ogata, H., Shiraishi, H.
- Journal Title
  
  Zacks Festschrift in Comm.Statist. 38
  
  Pages: 1-12
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cressie-Read power divergence statistics for non Gaussian stationary processes2009
- Author(s)
  Ogata, H., Taniguchi, M.
- Journal Title
  
  Scandinavian J. Statistics 36
  
  Pages: 141-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Cluster analysis for stable processes2009
- Author(s)
  Watanabe, T., Shiraishi, H., Taniguchi, M.
- Journal Title
  
  Communications in Statistics 39
  
  Pages: 1-14
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Systematic approach for portmanteau tests in view of Whittle likeihood ratio.2009
- Author(s)
  Taniguchi, M., Amano, T.
- Journal Title
  
  J.Jap.Stat.Soc. 39
  
  Pages: 177-192
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Cressie-Read power divergence statistics for non Gaussian stationary processes.2009
- Author(s)
  Ogata, H., Taniguchi, M.
- Journal Title
  
  Scandinavian J. statistics Volume 36
  
  Pages: 141-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Statistical estimation of optimal portfolios depending on higher order cumulants2009
- Author(s)
  Shiraishi, H., Taniguchi, M.
- Journal Title
  
  Annales de I' I.S.U.P.
  
  Pages: 3-18
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cressie-Read power divergence statistics for non Gaussian stationary processes2009
- Author(s)
  Ogata H., Taniguchi M.
- Journal Title
  
  Scandinavian J.Statistics Vol.36
  
  Pages: 141-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cressie-Read power divergence statistics for non Gaussian stationary processes.2009
- Author(s)
  Ogata, H., Taniguchi, M.
- Journal Title
  
  Scandinavian J. Statistics 36
  
  Pages: 141-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Spectral analysis for intrinsic time processes2009
- Author(s)
  Ishioka, T., Kawamura, S., Amano, T., Taniguchi, M.
- Journal Title
  
  Statist.Probab.Letters 79
  
  Pages: 2389-2396
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Spectral analysis for intrinsic time processes2009
- Author(s)
  Ishioka T., Kawamura S., Amano T., Taniguchi M.
- Journal Title
  
  Statist.Probab.Letters Vol.79
  
  Pages: 2389-2396
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cluster analysis for stable processes2009
- Author(s)
  Watanabe, T., Shiraishi, H., TaniguChi, M.
- Journal Title
  
  Communication in Statistics (To appear)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Discriminant analysis for dynamics of stable processes2009
- Author(s)
  Nishikawa M., Taniguchi M.
- Journal Title
  
  Statistical Methodology Vol.6
  
  Pages: 82-96
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Cressie-Read power divergencestatistics for non Gaussian stationary processes2009
- Author(s)
  Ogata, H., Taniguchi, M.
- Journal Title
  
  Scandinavian J.Statistics 36
  
  Pages: 141-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets2008
- Author(s)
  Shiraishi, H. and Taniguchi, M
- Journal Title
  
  J. Forecasting (近刊)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets2008
- Author(s)
  Shiraishi, H., Taniguchi, M.
- Journal Title
  
  J. Forecasting 27
  
  Pages: 193-215
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  Hirukawa, J., Kato, H., Tamaki, K.and Taniguchi, M.
- Journal Title
  
  J.Jap.Statist.Soc. (in press)
- NAID
  10030993658
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets2008
- Author(s)
  Shiraishi, H.and Taniguchi, M.
- Journal Title
  
  J. of Forecasting (in press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Non-regular estimation theory for piecewise continuous spectral densities2008
- Author(s)
  Taniguchi, M.
- Journal Title
  
  Stochastic Processes and Their Applications 118
  
  Pages: 153-170
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets2008
- Author(s)
  Shiraishi, H.and Taniguchi, M.
- Journal Title
  
  J.Forecasting (in press)
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Non-regular estimation theory for piecewise continuous spectral densities2008
- Author(s)
  Taniguchi, M.
- Journal Title
  
  Stochastic Processes and their Applications Vol. 118
  
  Pages: 153-170
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Statistical estimation errors of VaR under ARCH returns2008
- Author(s)
  Taniai, H.and Taniguchi, M.
- Journal Title
  
  J.Statist.Plan.Inference (in press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Asymptotic efficiency of conditional least squares estimators for ARCH models2008
- Author(s)
  Amano, T.and Taniguchi, M.
- Journal Title
  
  Statist.Prob.Letters 78-2
  
  Pages: 179-185
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Asymptotic efficiency of conditional least squares estimators for ARCH models2008
- Author(s)
  Amano, T.and Taniguchi, M.
- Journal Title
  
  Statist.Prob.Letters 78-2
  
  Pages: 179-185
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  Hirukawa, J., Kato, H., Tamaki, K., Taniguchi, M.
- Journal Title
  
  J. Japan Statistical Society 38
  
  Pages: 157-171
- NAID
  10030993658
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Non-regular estimation theory for piecewise continuous spectral densities2008
- Author(s)
  谷口正信
- Journal Title
  
  Stochastic Processes & Their Applications Vol.118
  
  Pages: 153-170
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Non-regular estimation theory for piecewise continuous spectral densities2008
- Author(s)
  Taniguchi, M.
- Journal Title
  
  Stochatic Processes and Their Applications 118
  
  Pages: 153-170
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Statistical estimation errors of VaR under ARCH returns2008
- Author(s)
  Taniai, H.and Taniguchi, M.
- Journal Title
  
  J.Statist.Plan.Inference (in press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Asymptotic efficiency of conditional least squaresestimators for ARCH models2008
- Author(s)
  Amano, T. and Taniguchi, M
- Journal Title
  
  5tatist. Prob. Letters 78-2
  
  Pages: 179-185
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Nonregular estimation theory for piecewise continuous spectral densities2008
- Author(s)
  M. Taniguchi
- Journal Title
  
  Stochastic Processes and Their Applications 118
  
  Pages: 153-170
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  Hirukawa, J., Kato, H., Tamaki, K. and Taniguchi, M
- Journal Title
  
  J. Jap. Statist. Soc (近刊)
- NAID
  10030993658
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Non-regular estimation theory for piecewise continuous spectral densities2008
- Author(s)
  Taniguchi, M.
- Journal Title
  
  Stochastic Processes and Their Applications 118
  
  Pages: 153-170
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Classification and similarity analysis of fundamental frequency patterns iinfant spoken language acquisition2008
- Author(s)
  Kato, H., Taniguchi, M., Nakatani, T.and Amano, S.
- Journal Title
  
  Statistical Methodology (in press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition2008
- Author(s)
  Kato, H., Taniguchi, M., Nakatani, T. and Amano, S
- Journal Title
  
  Statistical Mathodology (近刊)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  Hirukawa, J., Kato, H., Tamaki, K.and Taniguchi, M.
- Journal Title
  
  J.Jap.Statist.Soc. (in press)
- NAID
  10030993658
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition2008
- Author(s)
  Kato, H., Taniguchi, M., Nakatani, T.and Amano, S.
- Journal Title
  
  Statistical Methodology (in press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Statistical estimation errors of VaR under ARCH returns2008
- Author(s)
  Taniai, H. and Taniguchi, M
- Journal Title
  
  J. Statist. Plan. Inf (近刊)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Improved estimation for the autocovariances of a Gaussian stationary process2007
- Author(s)
  Taniguchi, M., Shiraishi, H.and Ogata, H.
- Journal Title
  
  Statistics 41-4
  
  Pages: 269-277
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Higher order asymptotic option valuation for non-Gaussian dependent return2007
- Author(s)
  Tamaki, K. and Taniguchi, M
- Journal Title
  
  J. Statist. Plan. Inf. for the Special Issue inhonor of Professor Madan L. Puri 137
  
  Pages: 1043-1058
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Improved estimation for the autocovariances of a Gaussian stationary process2007
- Author(s)
  Taniguchi, M., Shiraishi, H.and Ogata, H.
- Journal Title
  
  Statistics 41
  
  Pages: 269-277
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Statistical estimation of optimal portfolios for locally stationary returns of Assets2007
- Author(s)
  Shiraishi, H. and Taniguchi, M
- Journal Title
  
  International Journal of Theoretical and Applied Finance 10
  
  Pages: 129-154
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Higher order asymptotic option valuation for non-Gaussian dependent return2007
- Author(s)
  Tamaki, K.and Taniguchi, M.
- Journal Title
  
  J.Statist.Plan.Inference 137
  
  Pages: 1043-1058
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Higher order asymptotic option valuation for non-Gaussian dependent returns2007
- Author(s)
  Tamaki, K., Taniguchi, M.
- Journal Title
  
  J. Statist. Inference (M.L.Puri Volume) 137
  
  Pages: 1043-1058
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Improved estimation for the autocovariances of aGaussian stationary process2007
- Author(s)
  Taniguchi, M., Shiraishi, H. and Ogata. H
- Journal Title
  
  Statistics 41-4
  
  Pages: 269-277
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Optimal Statistical Inference in Financial Engineering2007
- Author(s)
  M.Taniguchi, J.Hirukawa, K.Tamaki
- Journal Title
  
  Chapman ＆ Hall (in press)
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Statistical estimation of optimal portfolios for locally stationary returns of assets2007
- Author(s)
  Shiraishi, H.and Taniguchi, M.
- Journal Title
  
  International Journal of Theoretical & Applied Finance 10
  
  Pages: 129-154
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Higher order asymptotic option valuation for non-Gaussian dependent return.2007
- Author(s)
  Tamaki K. and Taniguchi M
- Journal Title
  
  J. Statist. Plan. Inf. for the Special Issue in honor of Professor Madan L. Puri 137
  
  Pages: 1043-1058
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Multiplicatively modulated nonlinear autoregressive model and its applications to biomedical signal analysis2006
- Author(s)
  Kato.H., Taniguchi.M., Honda.M.
- Journal Title
  
  IEEE Trans. Sienal Processing Vol.54-9
  
  Pages: 3414-3425
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] LAN theorem for non-Gaussian locally stationary processes and its applications2006
- Author(s)
  Hirukawa, J., Taniguchi, M.
- Journal Title
  
  J.Statist.Plan.Inf. 136
  
  Pages: 640-688
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] LAN theorem for non-Gaussian locally stationary processes and its applications2006
- Author(s)
  Hirukawa, J., Taniguchi, M.
- Journal Title
  
  J. Statist. Plan. Inference 136-3
  
  Pages: 640-688
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Minimum alpha-divergence estimation for ARCH models2006
- Author(s)
  Chandra, A., Taniguchi, M.
- Journal Title
  
  J.Time Ser.Anal. 27, 1
  
  Pages: 19-39
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] The Stein-James estimator for short- and long-memory Gaussian processes2005
- Author(s)
  Taniguchi, M., Hirukawa, J.
- Journal Title
  
  Biometrika 92, 3
  
  Pages: 737-746
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Philosophy of AIC2023
- Author(s)
  Taniguchi, M.
- Organizer
  IMR-Waseda Workshop Advances in pragmatic computational methodologies for fish stock assessment, human impact, and environmental factor on marine ecosystems
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Joint circular distributions in view of higher order spectra of time series and copula2023
- Author(s)
  M.Taniguchi
- Organizer
  Luxembourg-Waseda Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] In My Statistical Life2023
- Author(s)
  M.Taniguchi
- Organizer
  Bergamo-Waseda Workshop（招待講演）（国際学会）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] In My Statistical Life2023
- Author(s)
  Taniguchi, M.
- Organizer
  NUS WASEDA Workshop 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for COVID-19 Pandemic Modellin2023
- Author(s)
  Xu, X., Chen, Y., Liu, Y., Goto, Y. and Taniguchi, M
- Organizer
  NUS WASEDA Workshop（招待講演）（国際学会）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Shrinkage Estimators of BLUE for Time Series Regression Models2023
- Author(s)
  Taniguchi, M
- Organizer
  Bolzano-Waseda Workshop on Statistics & Time Series analysis（招待講演）（国際学会)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Philosophy of AIC2023
- Author(s)
  Taniguchi, M.
- Organizer
  IMR-Waseda Workshop Advances in pragmatic computational methodologies for fish stock assessment, human impact, and environmental factor on marine ecosystems（招待講演）（国際学会
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Asymptotic Theory for Time Series2023
- Author(s)
  Xue, Y. and Taniguchi, M.
- Organizer
  NUS WASEDA Workshop（招待講演）（国際学会）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Shrinkage Estimators of BLUE for Time Series Regression Models2023
- Author(s)
  Taniguchi, M.
- Organizer
  Bolzano-Waseda Workshop on Statistics & Time Series analysis
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Asymptotic Theory for Time Series2023
- Author(s)
  Xue, Y. and Taniguchi, M.
- Organizer
  NUS WASEDA Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for COVID-19 Pandemic Modelling2023
- Author(s)
  Xu, X., Y.Chen, Liu,Y., Goto, Y. and Taniguchi, M.
- Organizer
  NUS-Waseda Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for COVID-19 Pandemic Modelling2023
- Author(s)
  Xu, X., Chen, Y., Liu, Y., Goto, Y. and Taniguchi, M.
- Organizer
  NUS WASEDA Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Joint circular distributions in view of higher order spectra of time series and copula2023
- Author(s)
  M.Taniguchi
- Organizer
  Luxembourg-Waseda Workshop（招待講演）（国際学会）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] In My Statistical Life2023
- Author(s)
  M.Taniguchi
- Organizer
  Bergamo-Waseda Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Comparison between the exact likelihood and Whittle likelihood for moving average processes2022
- Author(s)
  Xu, X., Li, Z. and Taniguchi, M
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Comparison between the exact likelihood and Whittle likelihood for moving average processes2022
- Author(s)
  Xu, X., Li, Z. and Taniguchi, M.
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Adjustments for a Class of Tests Under Nonstandard Condition and its Financial Applications2022
- Author(s)
  M.Taniguchi
- Organizer
  Rome-Waseda Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] A New Generalized Estimator for Autoregressive　Coefficient Which Improves MLE Uniformly2022
- Author(s)
  Xue, Y. and Taniguchi, M.
- Organizer
  日本数学会秋季総合分科会
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Semiparametric empirical likelihood for circular distribution2022
- Author(s)
  Liu, Y., Wu, L. and Taniguchi M.
- Organizer
  Bologna Time Series Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Hellinger Distance Estimation for Non-Regular Spectra2022
- Author(s)
  Xue, Y. and Taniguchi, M.
- Organizer
  日本数学会年会
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Tests for the existence of group effects and interactions for two-way models with dependent errors'2022
- Author(s)
  Goto,Y., Suzuki. K., Xu, X., and M. Taniguchi
- Organizer
  Otsu Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Semiparametric empirical likelihood for circular distribution2022
- Author(s)
  Liu, Y., Wu, L. and Taniguchi M.
- Organizer
  Bologna Time Series Workshop（招待講演）（国際学会）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Homogeneity tests for one-way models with dependent errors under correlated groups2022
- Author(s)
  Goto, Y., K. Arakaki, Y. Liu, and M. Taniguchi
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Comparison between the exact likelihood and Whittle likelihood for moving average processes2022
- Author(s)
  Xu, X. and Taniguchi, M.
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Characterization of time series models by various divergences2022
- Author(s)
  Liu, T, Xue Y. and Taniguchi, M.
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Asymptotic Theory for Time Series Analysis2022
- Author(s)
  M.Taniguchi
- Organizer
  Bologna-Waseda Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Adjustments for a Class of Tests Under Nonstandard Condition and its Financial Applications2022
- Author(s)
  M.Taniguchi and Anna Clara Monti
- Organizer
  Rome-Waseda Workshop（招待講演）（国際学会）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Characterization of time series models by various divergences2022
- Author(s)
  Liu, T, Xue Y. and Taniguchi, M.
- Organizer
  日本数学会秋季総合分科会
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Adjustments for a Class of Tests Under Nonstandard Condition and its Financial Applications2022
- Author(s)
  M.Taniguchi and Anna Clara Monti
- Organizer
  Rome-Waseda Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] A New Generalized Estimator for Autoregressive　Coefficient Which Improves MLE Uniformly2022
- Author(s)
  Xue, Y. and Taniguchi, M.「
- Organizer
  日本数学会秋季総合分科会
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Asymptotic Theory for Time Series Analysis2022
- Author(s)
  M.Taniguchi
- Organizer
  Bologna-Waseda Workshop（招待講演）（国際学会）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Likelihood Ratio Processes under Non-Standard Settings2021
- Author(s)
  Goto, Y., T. Kaneko, S. Kojima, M. Taniguchi
- Organizer
  Waseda International Symposium ''Topological Data Science, Causality & Time Series Analysis'
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Statistical Inference for Persistence Landscapes of the Granger Causality.2020
- Author(s)
  Liu, Y., Taniguchi, M. and Ombao, H
- Organizer
  Waseda International Symposium.
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Time Series Analysis under Non-Standard Settings2020
- Author(s)
  Taniguchi, M.
- Organizer
  Statistical Topological Data Analysis Workshop, King Abdullah University of Science and Technology
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] パーシステントホモロジーによるグレンジャー因果性の可視化.2020
- Author(s)
  Liu, Y., Taniguchi, M. and Ombao, H.
- Organizer
  日本統計学会
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Joint circular distributions in view of higher order spectra of time series2018
- Author(s)
  Masanobu Taniguchi
- Organizer
  THE CONFERENCE OF THE INTERNATIONAL SOCIETY FOR NONPARAMETRIC STATISTICS
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] 高次元時系列における Whittle 推定量の漸近理論とその数値例.2018
- Author(s)
  谷田義行、明石郁哉、谷口正信
- Organizer
  日本数学会、於　東京大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Statistical Estimation of Optimal Portfolios for Dependent Returns2018
- Author(s)
  Masanobu Taniguchi
- Organizer
  Seminar Talk at University of Bologna
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] 時系列解析へのいざない2018
- Author(s)
  谷口　正信
- Organizer
  日本数学会　企画特別講演
- Invited
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Joint circular distributions in view of higher order spectra of time series2018
- Author(s)
  Masanobu Taniguchi
- Organizer
  9th Workshop on New Developments in Econometrics and Time Series,Royal Danish Academy of Sciences and Letters、Copenhagen
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] High Order Asymptotic Theory of Shrinkage Estimation for General Statistical Models2018
- Author(s)
  Masanobu Taniguchi
- Organizer
  (i)THE CONFERENCE OF THE INTERNATIONAL SOCIETY FOR NONPARAMETRIC STATISTICS
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] LASSO estimators for high-dimensional time series with long-memory disturbances.2018
- Author(s)
  Yuji Xue, 谷口正信
- Organizer
  日本数学会、於　東京大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] High Order Asymptotic Theory of Shrinkage Estimation for General Statistical Models2018
- Author(s)
  Masanobu Taniguchi
- Organizer
  Seminar Talk at University of Bergen
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05290
[Presentation] Local Whittle likelihood approach for L^p-norm spectra2017
- Author(s)
  Yuji Xue, 谷口正信
- Organizer
  日本数学会
- Place of Presentation
  首都大学
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] A frequency domain bootstrap for irregularly spaced spatial data.2017
- Author(s)
  劉言、 K. Chen, N.H. Chan, 谷口正信
- Organizer
  日本数学会
- Place of Presentation
  首都大学
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] 高次元時系列の sphericity 検定統計量の漸近理論2017
- Author(s)
  田村百合絵、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  首都大学
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Modified LASSO estimators of the models with long-memory disturbances2017
- Author(s)
  Yujie Xue, 谷口正信
- Organizer
  日本数学会、於　山形大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Asymptotic theory of Whittle estimator for high dimensional time series.2017
- Author(s)
  谷田義行、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  首都大学
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Local Whittle likelihood approach for L^p-norm spectra2017
- Author(s)
  Yuji Xue, 谷口正信
- Organizer
  日本数学会
- Place of Presentation
  首都大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] A frequency domain bootstrap for irregularly spaced spatial data.2017
- Author(s)
  劉言、 K. Chen, N.H. Chan, 谷口正信
- Organizer
  日本数学会
- Place of Presentation
  首都大学
- Invited
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] 高次元時系列の sphericity 検定統計量の漸近理論2017
- Author(s)
  田村百合絵、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  首都大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Analysis of variance for high dimensional time series.2017
- Author(s)
  長播英明、谷口正信
- Organizer
  日本数学会、於　山形大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Asymptotic theory of Whittle estimator for high dimensional time series.2017
- Author(s)
  谷田義行、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  首都大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] High Order Asymptotic Theory of Shrinkage Estimation for General Statistical Models2016
- Author(s)
  Taniguchi, M.
- Organizer
  Invited Talk at University of Milan
- Place of Presentation
  University of Milan
- Invited
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Theory and Applications in Statistical Science2016
- Author(s)
  Taniguchi, M.
- Organizer
  Invited Talk at International Workshop on Financial Time Series and Econometrics
- Place of Presentation
  Southwest University of Finance and Economics, China
- Year and Date
  2016-05-30
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] 高次元時系列の Whittle 積分汎関数の漸近理論2016
- Author(s)
  谷田義行、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  関西大学
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Microarray analysis using rank order statistics for ARCH residual empirical2016
- Author(s)
  Kato Solvang and Taniguchi, M.
- Organizer
  Ｗａｓｅｄａ　Ｉｎｔｅｒｎａｔｉｏｎａｌ　Ｓｙｍｐｏｓｉｕｍ
- Place of Presentation
  早稲田大学
- Year and Date
  2016-03-01
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Robust interpolation problem in L^p2016
- Author(s)
  Yujie Xue, 劉言、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  関西大学
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Numerical results of analysis of variance for multivariate time series.2016
- Author(s)
  長播英明、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  関西大学
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Minimax extrapolation error of stationary processes.2016
- Author(s)
  Liu, Y., Xue, Y. and Taniguchi, M.
- Organizer
  High Dimensional Statistical Analysis for Time Spatial Processes & Quantile Analysis for Time Series
- Place of Presentation
  早稲田大学
- Year and Date
  2016-03-01
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Robust interpolation problem in L^p2016
- Author(s)
  Yujie Xue, 劉言、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  関西大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Shrinkage Estimation and Prediction for Time Series2016
- Author(s)
  Taniguchi, M.
- Organizer
  The 8th International Conference of the Thailand Econometric Society
- Place of Presentation
  Chaing Mai University
- Year and Date
  2016-01-06
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Theory and Applications in Statistical Science2016
- Author(s)
  Taniguchi, M.
- Organizer
  Invited Talk at International Workshop on Financial Time Series and Econometrics
- Place of Presentation
  Southwest University of Finance and Economics, China
- Year and Date
  2016-05-30
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] High Order Asymptotic Theory of Shrinkage Estimation for General Statistical Models2016
- Author(s)
  Taniguchi, M.
- Organizer
  Invited Talk at New Developments in Econometrics and Time Series
- Place of Presentation
  University of Carlos III, Madrid, Spain.
- Year and Date
  2016-10-06
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Numerical results of analysis of variance for multivariate time series.2016
- Author(s)
  長播英明、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  関西大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] High Order Asymptotic Theory of Shrinkage Estimation for General Statistical Models2016
- Author(s)
  Taniguchi, M.
- Organizer
  Invited Talk at University of Milan
- Place of Presentation
  University of Milan
- Invited
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] 高次元時系列の Whittle 積分汎関数の漸近理論2016
- Author(s)
  谷田義行、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  関西大学
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] High Order Asymptotic Theory of Shrinkage Estimation for General Statistical Models2016
- Author(s)
  Taniguchi, M.
- Organizer
  Invited Talk at New Developments in Econometrics and Time Series
- Place of Presentation
  University of Carlos III, Madrid, Spain.
- Year and Date
  2016-10-06
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Minimax extrapolation error of predictors.2016
- Author(s)
  Xue, Y., Liu, Y. and Taniguchi, M.
- Organizer
  日本数学会
- Place of Presentation
  筑波大学
- Year and Date
  2016-03-19
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Estimation for spectral density of categorical time series data2016
- Author(s)
  Kato Solvang and Taniguchi, M.
- Organizer
  Kumamoto International Symposium
- Place of Presentation
  熊本大学
- Year and Date
  2016-03-03
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Shrinkage Estimation and Prediction for Time Series2016
- Author(s)
  Taniguchi, M.*
- Organizer
  The 8th International conference of the Thailand Econometric Society
- Place of Presentation
  Chaing Mai University
- Year and Date
  2016-01-06
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Shrinkage Estimation and Prediction for Time Series2015
- Author(s)
  Taniguchi,M.
- Organizer
  Workshop at Seoul National University on Advances in Time Series Analysis
- Place of Presentation
  Seoul National University
- Year and Date
  2015-09-10
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Discriminant and cluster analysis of high-dimensional time series data by a class of disparities2015
- Author(s)
  長幡英明、劉言、内山、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  京都産業大学
- Year and Date
  2015-09-15
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Shrinkage Estimation and Prediction for Time Series2015
- Author(s)
  Taniguchi, M.
- Organizer
  Workshop at Seoul National University on Advances in Time Series Analysis
- Place of Presentation
  Seoul National University
- Year and Date
  2015-09-10
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Asymptotics of realized volatility with microstructure noise2015
- Author(s)
  Taniguchi,M.
- Organizer
  Seminar Talk at National Sun Yat-sen University
- Place of Presentation
  National Sun Yat-sen University, Taiwan
- Year and Date
  2015-07-21
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] (1) Preliminary test estimation for regression models with long-memory disturbance, (2) Jackknifed Whittle estimators2015
- Author(s)
  Taniguchi, M.
- Organizer
  Invited Seminar Talk at Institute of Statistical Science
- Place of Presentation
  Institute of Statistical Science, Academia Sinica
- Year and Date
  2015-07-23
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Asymptotics of realized volatility with microstructure noise2015
- Author(s)
  Taniguchi, M.
- Organizer
  Seminar Talk at National Sun Yat-sen University
- Place of Presentation
  National Sun Yay-sen University, Taiwan
- Year and Date
  2015-07-21
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Minimax extrapolation error of predictors.2015
- Author(s)
  Liu, Y., Xue, Y. and Taniguchi, M.
- Organizer
  High Dimensional Statistical Analysis for Time Spatial Processes & Quantile Analysis for Time Series
- Place of Presentation
  早稲田大学
- Year and Date
  2015-11-10
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] (1)Preliminary test estimation for regression models with long-memory disturbance, (2) Jackknifed Whittle estimators2015
- Author(s)
  Taniguchi, M.
- Organizer
  Invited Seminar Talk at Institute of Statistical Science
- Place of Presentation
  Institute of Statistical Science, Academia Sinica, Taiwan
- Year and Date
  2015-07-23
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Statistical estimation of portfolios for dependent returns2015
- Author(s)
  Taniguchi, M.
- Organizer
  National Sun Yat-sen University
- Place of Presentation
  Kaohsiung, Taiwan
- Year and Date
  2015-01-06
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Systematic approach for Portmanteau tests in view of Whittle likelihood ration2014
- Author(s)
  Taniguchi, M.
- Organizer
  4th Workshop on " New Developments in Econometrics and Time Series"
- Place of Presentation
  Institute for Economics and Finance, Rome, Italy
- Year and Date
  2014-09-11
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Statistical estimation of optimal portfolios for dependent returns2014
- Author(s)
  Taniguchi, M.
- Organizer
  Academia Sinica 学術講演会
- Place of Presentation
  Academia Sinica, Taiwan
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Shrinkage estimation and prediction for time series2014
- Author(s)
  Taniguchi, M.
- Organizer
  Princeton University, Invited Seminar Talk
- Place of Presentation
  Princeton University, USA
- Year and Date
  2014-09-22
- Invited
- Data Source
  KAKENHI-PROJECT-26540015
[Presentation] Time series analysis under non-standard settings2014
- Author(s)
  Taniguchi, M.
- Organizer
  Workshop on Statistics for High-dimensional and Dependent Data
- Place of Presentation
  National Taiwan University
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Shrinkage estimation and prediction for time series2014
- Author(s)
  Taniguchi, M.
- Organizer
  Princeton University
- Place of Presentation
  Princeton University, USA
- Year and Date
  2014-09-22
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] 日本数学会解析学賞受賞特別講演「ノンスタンダードな状況での時系列解析」2013
- Author(s)
  谷口　正信
- Organizer
  日本数学会
- Place of Presentation
  京都大学
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Time series analysis under non-standard settings2013
- Author(s)
  Taniguchi, M.
- Organizer
  Recent Advances in Time Series and Econometrics
- Place of Presentation
  ブリュッセル自由大学
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Distinguished Lecture: “ Statistical Estimation of Portfolios for Dependent Returns”.2012
- Author(s)
  Masanobu TANIGUCHI
- Organizer
  "The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting"
- Place of Presentation
  Tsukuba(Japan)
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Robust Portfolios2012
- Author(s)
  Masanobu TANIGUCHI
- Organizer
  Workshop “New Robust Methods for the Analysis of Complex Data”
- Place of Presentation
  Benevento (Italy)
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Special Invited Talk: “ Statistical Estimation of Portfolios for Dependent Returns”2012
- Author(s)
  Masanobu TANIGUCHI
- Organizer
  “Annual Meeting of French Statistical Society”
- Place of Presentation
  Brussels (Belgium)
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Shrinkage Estimation and Prediction for Time Series2012
- Author(s)
  Masanobu TANIGUCHI
- Organizer
  Workshop “New Developments in Econometrics and Time Series"
- Place of Presentation
  Rome(Italy)
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Statistical Estimation for CAPM with Long-Memory Dependence2011
- Author(s)
  Taniguchi, M.(谷口正信)
- Organizer
  Conference on New Developments in Econometrics and Time Series
- Place of Presentation
  ブリュッセル(ベルギー)(招待講演)
- Year and Date
  2011-09-12
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Statistical estimation for CAPM With long memory dependence2011
- Author(s)
  加藤敢、天野友之、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  早稲田大学
- Year and Date
  2011-03-22
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Statistical portfolio estimation for non-Gaussian return processes2011
- Author(s)
  濱田健太、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  信州大学(長野県)
- Year and Date
  2011-09-30
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Statistical estimation for CAPM with long-memory dependence2011
- Author(s)
  加藤敢、天野友之、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  信州大学(長野県)
- Year and Date
  2011-09-30
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Statistical portfolio estimation under the utility function depending on exogeneous variable2011
- Author(s)
  トウイエイエ、濱田健太、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  信州大学(長野県)
- Year and Date
  2011-09-30
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Statistical portfolio estimation under the utility function depending on exogeneous variable2011
- Author(s)
  トウイエイエ、濱田健太、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  早稲田大学
- Year and Date
  2011-02-22
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Robust portfolio estimation, "Time Series, Quantile Regression and Model Choice"2010
- Author(s)
  谷口正信
- Organizer
  ドルトムンド工科大学
- Place of Presentation
  招待講演
- Year and Date
  2010-09-20
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Statistical Estimation of Optimal Portfolios for Dependent Returns2010
- Author(s)
  Taniguchi, M.
- Organizer
  韓国統計学会
- Place of Presentation
  ソウル(招待講演)
- Year and Date
  2010-11-05
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Statistical estimation of optimal portfolios for dependent returns2010
- Author(s)
  谷口正信
- Organizer
  韓国統計学会、ソウル
- Place of Presentation
  基調講演
- Year and Date
  2010-11-05
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Asymptotics of procedures for optimal portfolio2010
- Author(s)
  天野友之、白石博、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  名古屋大学
- Year and Date
  2010-09-25
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Asymptotics of estimation procedures for optimal portfolio2010
- Author(s)
  天野友之、白石博、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  名古屋大学
- Year and Date
  2010-09-25
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Robust portfolio2010
- Author(s)
  Petkovic, A., 谷口正信、加瀬健宏
- Organizer
  日本数学会
- Place of Presentation
  名古屋大学
- Year and Date
  2010-09-25
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Robust Portfolio Estimation2010
- Author(s)
  Taniguchi, M.
- Organizer
  Time Series, Quantile Regression and Model Choice
- Place of Presentation
  ドルトムンド工科大学(招待講演)
- Year and Date
  2010-09-20
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Spectral analysis for intrinsic time processes2009
- Author(s)
  川村俊介, 石岡隆英, 谷口正信
- Organizer
  日本数学会
- Place of Presentation
  東京大学(駒場)
- Year and Date
  2009-03-28
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Non-regular estimation theory for piecewise continuous spectral densities2009
- Author(s)
  谷口正信
- Organizer
  Reduction of Complexity in Multivariate Data Structures
- Place of Presentation
  ドルトムンド大学(独)(招待講演)
- Year and Date
  2009-04-03
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Jackknifed Whittle estimators2009
- Author(s)
  Taniguchi, M(招待講演)
- Organizer
  Fourth Brussels-Waseda Seminar
- Place of Presentation
  ENSAI, Renes, France
- Year and Date
  2009-06-18
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Non-regular estimation theory for piecewise continuous spectral densities2009
- Author(s)
  Taniguchi, M.
- Organizer
  国際会議"Reduction of Complexity in Multivariate Data Structures
- Place of Presentation
  ドイツ、ドルトムンド大学
- Year and Date
  2009-04-03
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Non-regular estimation theory for piecewise continuous spectral densities2009
- Author(s)
  Taniguchi, M.
- Organizer
  国際会議"Reduction of Complexity in Multivariate Data Sructures
- Place of Presentation
  ドルトムンド大学、ドイツ
- Year and Date
  2009-04-03
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Asymototics of realized volatiIity with micro structure noise2009
- Author(s)
  Taniguchi, M.
- Organizer
  ECARES Seminar Talk
- Place of Presentation
  Univ. Libre Brussels
- Year and Date
  2009-03-26
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Preliminary test estimation for regression models with long-memory disturbance2009
- Author(s)
  Taniguchi, M.
- Organizer
  Workshop "Skew Symmetric Distributions"
- Place of Presentation
  Sannio Univ.Italy
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Non-regular estimation theory for piecewise continuous spectral densities国際会議2009
- Author(s)
  Taniguchi. M.
- Organizer
  Reduction of Complexity in Multivariate Data Structures
- Place of Presentation
  ドイツ、ドルトムンド大学
- Year and Date
  2009-04-03
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Jackknifed Whittle estimators Fourth Brussels-Waseda Seminar2009
- Author(s)
  Taniguchi, M.
- Place of Presentation
  ENSAI, Rennes, France
- Year and Date
  2009-06-18
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Preliminary test estimation fbr regression models with long-memory disturbance Workshop2009
- Author(s)
  Taniguchi, M.
- Organizer
  Skew Symmetric Distributions
- Place of Presentation
  Sannio Univ. Italy
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Preliminary test estimation for regression models with long-memory disturbance, Workshop2009
- Author(s)
  谷口正信
- Organizer
  Skew Symmetric Distributions
- Place of Presentation
  Sannio University, Italy(招待講演)
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Jackknifed Whittle estimators2009
- Author(s)
  谷口正信
- Organizer
  Fourth Brussels-Waseda Seminar
- Place of Presentation
  ENSAI, Rennes, France(招待講演)
- Year and Date
  2009-06-18
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Preliminary test estimation for regression models with long-memory disturbance2009
- Author(s)
  Taniguchi, M.
- Organizer
  Workshop : Skew Symmetric Distribution
- Place of Presentation
  Univ. Sannio, Italy
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Non-regular estimation theory for piecewise continuous spectral dessities2009
- Author(s)
  Taniguchi, M(招待講演)
- Organizer
  Reduction of Complexity in Multivariate Data Structures
- Place of Presentation
  ドイツ、ドルトムンド大学
- Year and Date
  2009-04-03
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Preliminary test estimation for regression models with long-memory disturbane2009
- Author(s)
  Taniguchi, M.
- Organizer
  Workshop "Skew Symmetric Distributions"
- Place of Presentation
  Sannio University, Italy
- Year and Date
  2009-03-18
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Asymptotics of realized volatility with micro structure noise2009
- Author(s)
  宇佐美崇, 須藤信行, 谷口正信
- Organizer
  日本数学会
- Place of Presentation
  東京大学(駒場)
- Year and Date
  2009-03-28
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Estimating function approach for CHARN models2009
- Author(s)
  金井裕臣, 小方浩明, 谷口正信
- Organizer
  日本数学会
- Place of Presentation
  東京大学(駒場)
- Year and Date
  2009-03-28
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Statistical testing for asymptotic no-arbitrage in financial markets2008
- Author(s)
  畑井一平、白石博、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  蛭川潤一、玉置健一郎、加藤比呂子、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Preliminary test estimation for spectra and its applications to financial hedging problem2008
- Author(s)
  前山裕亮、玉置健一郎、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Generalized information criterion2008
- Author(s)
  Taniguchi, M.
- Organizer
  Second Brussels-Waseda Seminar
- Place of Presentation
  Fondation Brussels
- Year and Date
  2008-06-23
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Generalized information criteria in model seiection for locally stationary processes2008
- Author(s)
  蛭川潤一、玉置健一郎、H. K. Solvang, 谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  蛭川潤一、玉置健一郎、加藤比呂子、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Preliminary test estimation for spectra and its applications to financial hedging problem2008
- Author(s)
  前山裕亮、玉置健一郎、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Statistical testing for asymptotic no-arbitrage in financial markets2008
- Author(s)
  畑井一平、白石博、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Systematic approach for portmanteau tests in view of Whittle likelihhod ratio2007
- Author(s)
  谷口正信、天野友之
- Organizer
  日本数学会
- Place of Presentation
  東北大学
- Year and Date
  2007-09-23
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Systematic approach for portmanteau tests in view of Whittle likelihood ratio2007
- Author(s)
  谷口正信、天野友之
- Organizer
  日本数学会
- Place of Presentation
  東北大学
- Year and Date
  2007-09-23
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Generalized information criteria in model selection for locally stationary processes2007
- Author(s)
  蛭川潤一、S. H. Kato, 玉置健一郎、谷口正信
- Organizer
  日本統計学会
- Place of Presentation
  神戸大学
- Year and Date
  2007-09-08
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Systematic approach for Portmanteau tests in view of Whittle likelihood ratio
- Author(s)
  Taniguchi, M.
- Organizer
  4th Workshop on " New Developments in Econometrics and Time Series"
- Place of Presentation
  Institute for Economics and Finance, Rome, Italy
- Year and Date
  2014-09-11 – 2014-09-12
- Invited
- Data Source
  KAKENHI-PROJECT-26540015

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TANIGUCHI Masanobu 谷口 正信

谷口 正信 タニグチ マサノブ

TANIGUTI Masanobu 谷口 正信

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Introduction of general causality to various observations and the innovation for its optimal statistical inferencePrincipal Investigator

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Theory for quantile regression inference of time series and its applicationsPrincipal Investigator

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Shrinkage Estimation Theory for Unbiased Estimators of Dependent ObservationsPrincipal Investigator

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Asymmetric and nonlinear statistical theory and its applications to economics and biosciencePrincipal Investigator

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Theory and Applications for Mathematical Methods in Statistical SciencePrincipal Investigator

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局外母数をもつ時系列回帰モデルのセミパラメトリックな高次漸近理論Principal Investigator

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時系列セミパラメトリックモデルに対する高次漸近理論Principal Investigator

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TANIGUCHI Masanobu 谷口正信

谷口正信タニグチマサノブ

TANIGUTI Masanobu 谷口正信