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Fingerprint Dive into the research topics where Masanobu Taniguchi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Spectral Density Mathematics
Stationary Process Mathematics
Estimator Mathematics
Asymptotic Theory Mathematics
Discriminant Analysis Mathematics
Stationary Gaussian Process Mathematics
Time series Mathematics
Regression Model Mathematics

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Research Output 1980 2019

  • 662 Citations
  • 13 h-Index
  • 89 Article
  • 1 Book
  • 1 Chapter

Robust Linear Interpolation and Extrapolation of Stationary Time Series in Lp

Liu, Y., Xue, Y. & Taniguchi, M., 2019 Jan 1, (Accepted/In press) In : Journal of Time Series Analysis.

Research output: Contribution to journalArticle

Stationary Time Series
Linear Interpolation
Extrapolation
Minimax
Spectral Distribution

Robustness of Zero Crossing Estimator

Goto, Y. & Taniguchi, M., 2019 Jan 1, In : Journal of Time Series Analysis.

Research output: Contribution to journalArticle

Zero-crossing
Autocorrelation
Maximum likelihood
Robustness
Estimator

Adjustments for a class of tests under nonstandard conditions

Monti, A. C. & Taniguchi, M., 2018 Jul 1, In : Statistica Sinica. 28, 3, p. 1437-1458 22 p.

Research output: Contribution to journalArticle

Adjustment
Asymptotic distribution
Test Statistic
Power of Test
Score Statistic

Analysis of variance for high-dimensional time series

Nagahata, H. & Taniguchi, M., 2018 Jul 1, In : Statistical Inference for Stochastic Processes. 21, 2, p. 455-468 14 p.

Research output: Contribution to journalArticle

Analysis of variance
High-dimensional
Time series
Dependent Observations
Financial Data

Analysis of variance for multivariate time series

Nagahata, H. & Taniguchi, M., 2018 Apr 1, In : Metron. 76, 1, p. 69-82 14 p.

Research output: Contribution to journalArticle

Multivariate Time Series
Analysis of variance
Dependent Observations
Financial Data
Whittle Likelihood