If you made any changes in Pure these will be visible here soon.

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.

  • 1 Similar Profiles
Spectral Density Mathematics
Time series Engineering & Materials Science
Stationary Process Mathematics
Spectral density Engineering & Materials Science
Estimator Mathematics
Asymptotic Theory Mathematics
Discriminant Analysis Mathematics
Stationary Gaussian Process Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1980 2019

  • 659 Citations
  • 13 h-Index
  • 88 Article
  • 1 Book

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

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