Fumiya Akashi

次席研究員(研究院講師)

  • 5 Citations
  • 1 h-Index
20142018
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  • 2 Similar Profiles
Empirical Likelihood Mathematics
Portmanteau Test Mathematics
Stable Process Mathematics
Infinite Variance Mathematics
Statistic Mathematics
Change-point Detection Mathematics
Hypothesis Testing Mathematics
Robust Regression Mathematics

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Research Output 2014 2018

  • 5 Citations
  • 1 h-Index
  • 7 Article

A new look at portmanteau tests

Akashi, F., Odashima, H., Taniguchi, M. & Monti, A. C., 2018 Jan 1, In : Sankhya A. 80, 1, p. 121-137 17 p.

Research output: Contribution to journalArticle

Portmanteau Test
Model Diagnostics
Local Alternatives
Serial Correlation
Fisher Information Matrix

A new look at portmanteau tests

Akashi, F., Odashima, H., Taniguchi, M. & Monti, A. C., 2018 Jan 1, In : Sankhya: The Indian Journal of Statistics. 80A, p. 121-137 17 p.

Research output: Contribution to journalArticle

Portmanteau Test
Model Diagnostics
Local Alternatives
Serial Correlation
Fisher Information Matrix

Change-Point Detection in Autoregressive Models with no Moment Assumptions

Akashi, F., Dette, H. & Liu, Y., 2018 Sep 1, In : Journal of Time Series Analysis. 39, 5, p. 763-786 24 p.

Research output: Contribution to journalArticle

Change-point Detection
Change Point
Autoregressive Model
Empirical Likelihood
Innovation

Robust Regression on Stationary Time Series: A Self-Normalized Resampling Approach

Akashi, F., Bai, S. & Taqqu, M. S., 2018 May 1, In : Journal of Time Series Analysis. 39, 3, p. 417-432 16 p.

Research output: Contribution to journalArticle

Robust Regression
Stationary Time Series
Resampling
Linear regression
Time series
Infinite Variance
ARMA Model
Empirical Likelihood
Likelihood Methods
Hypothesis Testing