年別の研究成果
年別の研究成果
検索結果
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2013
Asymptotic Expansion for Term Structures of Defaultable Bonds with Non-Gaussian Dependent Innovations
Miura, M., Tamaki, K. & Shiohama, T., 2013 11月, In: Asia-Pacific Financial Markets. 20, 4, p. 311-344 34 p.研究成果: Article › 査読
1 被引用数 (Scopus) -
2012
Jackknifed whittle estimators
Taniguchi, M., Tamaki, K., DiCiccio, T. J. & Monti, A. C., 2012 7月, In: Statistica Sinica. 22, 3, p. 1287-1304 18 p.研究成果: Article › 査読
2 被引用数 (Scopus) -
2011
Preliminary test estimation for spectra
Maeyama, Y., Tamaki, K. & Taniguchi, M., 2011 11月, In: Statistics and Probability Letters. 81, 11, p. 1580-1587 8 p.研究成果: Article › 査読
4 被引用数 (Scopus) -
2010
Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, T., Tamaki, K. & Shiohama, T., 2010 3月, In: Finance Research Letters. 7, 1, p. 60-69 10 p.研究成果: Article › 査読
5 被引用数 (Scopus) -
2009
Second-order properties of locally stationary processes
Tamaki, K., 2009 1月 1, In: Journal of Time Series Analysis. 30, 1, p. 145-166 22 p.研究成果: Article › 査読
1 被引用数 (Scopus) -
2007
Higher order asymptotic option valuation for non-Gaussian dependent returns
Tamaki, K. & Taniguchi, M., 2007 3月 1, In: Journal of Statistical Planning and Inference. 137, 3, p. 1043-1058 16 p.研究成果: Article › 査読
7 被引用数 (Scopus) -
Second order optimality for estimators in time series regression models
Tamaki, K., 2007 3月, In: Journal of Multivariate Analysis. 98, 3, p. 638-659 22 p.研究成果: Article › 査読
1 被引用数 (Scopus)