35 citations to https://www.mathnet.ru/rus/tvp1118
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Hiroomi Kanai, Hiroaki Ogata, Masanobu Taniguchi, “Estimating function approach for CHARN Models”, METRON, 68:1 (2010), 1
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Tomoyuki Amano, Masanobu Taniguchi, “Asymptotic efficiency of conditional least squares estimators for ARCH models”, Statistics & Probability Letters, 78:2 (2008), 179
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Optimal Statistical Inference in Financial Engineering, 2007, 355
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Guy Cohen, Joseph M. Francos, “Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields”, Journal of Multivariate Analysis, 82:2 (2002), 431
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Pilar Ibarrola, Ricardo Ve´lez, “Testing and Confidence estimation of the Mean of a multidimensional Gaussian Process”, Statistics, 36:4 (2002), 317
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Yoshihide Kakizawa, Masanobu Taniguchi, “ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS”, Journal Time Series Analysis, 15:3 (1994), 303
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П. Ибаррола, Р. Велез, “Проверка гипотез для многомерного гауссовского процесса”, Теория вероятн. и ее примен., 37:1 (1992), 175–178 ; P. Ibarolla, R. Velez, “Hypothesis Testing for Multidimensional Gaussian Process”, Theory Probab. Appl., 37:1 (1993), 142–145
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A. Le Breton, M. Musiela, “Strong consistency of least squares estimates in linear regression models driven by semimartingales”, Journal of Multivariate Analysis, 23:1 (1987), 77
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David R. Brillinger, “Regression for randomly sampled spatial series: the trigonometric case”, Journal of Applied Probability, 23:A (1986), 275
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С. П. Чистяков, “Об одной задаче регрессии для случайных процессов”, Теория вероятн. и ее примен., 31:1 (1986), 142–145 ; S. P. Chistyakov, “On a regression problem for random processes”, Theory Probab. Appl., 31:1 (1987), 132–135