89 citations
- The University of TokyoJP5 papers
- RIKEN Center for Advanced Intelligence ProjectJP3 papers
- Kyoto UniversityJP2 papers
- RIKENJP2 papers
- The University of OsakaJP2 papers
- University of CopenhagenDK2 papers
- Aichi University of EducationJP1 paper
- Columbia UniversityUS1 paper
- Department of Mathematical SciencesRU1 paper
- Fraunhofer Institute for Experimental Software EngineeringDE1 paper
- Fujitsu (Japan)JP1 paper
- Ghent UniversityBE1 paper
Showing math.STShow all
3 papers · 1 filter
math.ST2019
Asymptotics of maximum likelihood estimation for stable law with continuous parameterization
Muneya Matsui
Asymptotics of maximum likelihood estimation for -stable law are analytically investigated with a continuous parameterization. The consistency and asymptotic normality are shown…
math.ST2016★ 6 cited
Applications of Distance Correlation to Time Series
Richard A. Davis, Muneya Matsui, Thomas Mikosch +1
The use of empirical characteristic functions for inference problems, including estimation in some special parametric settings and testing for goodness of fit, has a long history d…
math.ST2012★ 4 cited
Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
Anita Behme, Makoto Maejima, Muneya Matsui +1
It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we…