• 20 Citations
  • 2 h-Index
20072013

Research output per year

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Research Output

  • 20 Citations
  • 2 h-Index
  • 7 Article
  • 2 Chapter
  • 1 Book
  • 1 Editorial
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Article
2013

Asymptotic Expansion for Term Structures of Defaultable Bonds with Non-Gaussian Dependent Innovations

Miura, M., Tamaki, K. & Shiohama, T., 2013 Apr 9, In : Asia-Pacific Financial Markets. 20, 4, p. 311-344 34 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2012

Jackknifed whittle estimators

Taniguchi, M., Tamaki, K., DiCiccio, T. J. & Monti, A. C., 2012 Jul 1, In : Statistica Sinica. 22, 3, p. 1287-1304 18 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2011

Preliminary test estimation for spectra

Maeyama, Y., Tamaki, K. & Taniguchi, M., 2011 Nov 1, In : Statistics and Probability Letters. 81, 11, p. 1580-1587 8 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2010

Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations

Honda, T., Tamaki, K. & Shiohama, T., 2010 Mar 1, In : Finance Research Letters. 7, 1, p. 60-69 10 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)
2009

Second-order properties of locally stationary processes

Tamaki, K., 2009 Jan 1, In : Journal of Time Series Analysis. 30, 1, p. 145-166 22 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2007

Higher order asymptotic option valuation for non-Gaussian dependent returns

Tamaki, K. & Taniguchi, M., 2007 Mar 1, In : Journal of Statistical Planning and Inference. 137, 3, p. 1043-1058 16 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)

Second order optimality for estimators in time series regression models

Tamaki, K., 2007 Mar 1, In : Journal of Multivariate Analysis. 98, 3, p. 638-659 22 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)