Xu, Xiaofei; Liu, Yan; Taniguchi, Masanobu Second-order robustness for time series inference. (English) Zbl 07806014 Stat. Inference Stoch. Process. 27, No. 1, 213-225 (2024). MSC: 62Mxx PDFBibTeX XMLCite \textit{X. Xu} et al., Stat. Inference Stoch. Process. 27, No. 1, 213--225 (2024; Zbl 07806014) Full Text: DOI
Xu, Xiaofei; Liu, Yan; Taniguchi, Masanobu Higher-order asymptotics of minimax estimators for time series. (English) Zbl 07731470 J. Time Ser. Anal. 44, No. 2, 247-257 (2023). MSC: 62Mxx 62C10 62C20 PDFBibTeX XMLCite \textit{X. Xu} et al., J. Time Ser. Anal. 44, No. 2, 247--257 (2023; Zbl 07731470) Full Text: DOI
Akashi, Fumiya; Taniguchi, Masanobu; Tanida, Yoshiyuki Estimation of linear functional of large spectral density matrix and application to Whittle’s approach. (English) Zbl 1477.62232 Jpn. J. Stat. Data Sci. 4, No. 1, 449-474 (2021). MSC: 62M10 62H12 62M15 PDFBibTeX XMLCite \textit{F. Akashi} et al., Jpn. J. Stat. Data Sci. 4, No. 1, 449--474 (2021; Zbl 1477.62232) Full Text: DOI
Shiraishi, Hiroshi; Taniguchi, Masanobu; Yamashita, Takashi Higher-order asymptotic theory of shrinkage estimation for general statistical models. (English) Zbl 1499.62322 J. Multivariate Anal. 166, 198-211 (2018). MSC: 62M10 62H12 62J07 60G10 60G15 62P05 91G10 PDFBibTeX XMLCite \textit{H. Shiraishi} et al., J. Multivariate Anal. 166, 198--211 (2018; Zbl 1499.62322) Full Text: DOI
Tamaki, Kenichiro; Taniguchi, Masanobu Higher order asymptotic option valuation for non-Gaussian dependent returns. (English) Zbl 1201.91206 J. Stat. Plann. Inference 137, No. 3, 1043-1058 (2007). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 91G20 62M10 62M15 91G70 PDFBibTeX XMLCite \textit{K. Tamaki} and \textit{M. Taniguchi}, J. Stat. Plann. Inference 137, No. 3, 1043--1058 (2007; Zbl 1201.91206) Full Text: DOI
Sakiyama, Kenji; Taniguchi, Masanobu Discriminant analysis for locally stationary processes. (English) Zbl 1050.62066 J. Multivariate Anal. 90, No. 2, 282-300 (2004). MSC: 62H30 62M15 62M10 62E20 PDFBibTeX XMLCite \textit{K. Sakiyama} and \textit{M. Taniguchi}, J. Multivariate Anal. 90, No. 2, 282--300 (2004; Zbl 1050.62066) Full Text: DOI
Sakiyama, Kenji; Taniguchi, Masanobu Testing composite hypotheses for locally stationary processes. (English) Zbl 1036.62067 J. Time Ser. Anal. 24, No. 4, 483-504 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M07 62E20 62F05 62G20 PDFBibTeX XMLCite \textit{K. Sakiyama} and \textit{M. Taniguchi}, J. Time Ser. Anal. 24, No. 4, 483--504 (2003; Zbl 1036.62067) Full Text: DOI
Taniguchi, Masanobu On large deviation asymptotics of some tests in time series. (English) Zbl 0983.62064 J. Stat. Plann. Inference 97, No. 1, 191-200 (2001). MSC: 62M10 62F05 62M07 60F10 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Stat. Plann. Inference 97, No. 1, 191--200 (2001; Zbl 0983.62064) Full Text: DOI
Taniguchi, Masanobu; Puri, Madan L.; Kondo, Masao Nonparametric approach for non-Gaussian vector stationary processes. (English) Zbl 0863.62042 J. Multivariate Anal. 56, No. 2, 259-283 (1996). MSC: 62G10 62M15 62G20 PDFBibTeX XMLCite \textit{M. Taniguchi} et al., J. Multivariate Anal. 56, No. 2, 259--283 (1996; Zbl 0863.62042) Full Text: DOI
Kakizawa, Yoshihide; Taniguchi, Masanobu Asymptotic efficiency of the sample covariances in a Gaussian stationary process. (English) Zbl 0794.62068 J. Time Ser. Anal. 15, No. 3, 303-311 (1994). MSC: 62M15 62F12 PDFBibTeX XMLCite \textit{Y. Kakizawa} and \textit{M. Taniguchi}, J. Time Ser. Anal. 15, No. 3, 303--311 (1994; Zbl 0794.62068) Full Text: DOI
Kondo, Masao; Taniguchi, Masanobu Two sample problem in time series analysis. (English) Zbl 0857.62046 Matsusita, K. (ed.) et al., Statistical sciences and data analysis. Proceedings of the third Pacific Area statistical conference, Makuhari, Japan, December 11-13, 1991. Utrecht: VSP. 165-174 (1993). MSC: 62G10 62M10 62G20 PDFBibTeX XMLCite \textit{M. Kondo} and \textit{M. Taniguchi}, in: Statistical sciences and data analysis. Proceedings of the third Pacific Area statistical conference, Makuhari, Japan, December 11-13, 1991. Utrecht: VSP. 165--174 (1993; Zbl 0857.62046)
Taniguchi, Masanobu; Kondo, Masao Non-parametric approach in time series analysis. (English) Zbl 0780.62044 J. Time Ser. Anal. 14, No. 4, 397-408 (1993). MSC: 62G10 62M15 62G05 62G20 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{M. Kondo}, J. Time Ser. Anal. 14, No. 4, 397--408 (1993; Zbl 0780.62044) Full Text: DOI
Taniguchi, Masanobu Berry-Esseen theorems for quadratic forms of Gaussian stationary processes. (English) Zbl 0572.60030 Probab. Theory Relat. Fields 72, 185-194 (1986). MSC: 60F05 60G15 60E10 62E20 PDFBibTeX XMLCite \textit{M. Taniguchi}, Probab. Theory Relat. Fields 72, 185--194 (1986; Zbl 0572.60030) Full Text: DOI
Hosoya, Yuzo; Taniguchi, Masanobu A central limit theorem for stationary processes and the parameter estimation of linear processes. (English) Zbl 0484.62102 Ann. Stat. 10, 132-153 (1982). MSC: 62M15 62M09 60F05 62M10 60G10 60G35 PDFBibTeX XMLCite \textit{Y. Hosoya} and \textit{M. Taniguchi}, Ann. Stat. 10, 132--153 (1982; Zbl 0484.62102) Full Text: DOI
Taniguchi, Masanobu An estimation procedure of parameters of a certain spectral density model. (English) Zbl 0455.62072 J. R. Stat. Soc., Ser. B. 43, 34-40 (1981). MSC: 62M15 62G05 62E20 62M09 60G15 60G10 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. R. Stat. Soc., Ser. B 43, 34--40 (1981; Zbl 0455.62072)
Taniguchi, Masanobu On estimation of the integrals of certain functions of spectral density. (English) Zbl 0428.62055 J. Appl. Probab. 17, 73-83 (1980). MSC: 62M09 62M15 60G10 60G15 44A10 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Appl. Probab. 17, 73--83 (1980; Zbl 0428.62055) Full Text: DOI
Taniguchi, Masanobu On estimation of parameters of Gaussian stationary processes. (English) Zbl 0417.60048 J. Appl. Probab. 16, 575-591 (1979). MSC: 60G15 62M05 62F35 PDFBibTeX XMLCite \textit{M. Taniguchi}, J. Appl. Probab. 16, 575--591 (1979; Zbl 0417.60048) Full Text: DOI