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

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Research Output 1980 2018

  • 650 Citations
  • 12 h-Index
  • 87 Article
  • 1 Book

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: 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

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