3 papers
math.ST2026
A Second-Order Extension of Hájek's Convolution Theorem with Statistical Applications
Junichi Hirukawa, Masanobu Taniguchi, Marc Hallin
For a class of regular estimators, Hájek, in his celebrated ``Convolution Theorem,'' showed that the asymptotic distribution of a regular estimator is the convolution of the distri…
math.ST2022
Inference for Non-Stationary Heavy Tailed Time Series
Fumiya Akashi, Konstantinos Fokianos, Junichi Hirukawa
We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a…
stat.ME2020
Investigating linear relationships between non constant variances of economic variables
Junichi Hirukawa, Hamdi Raïssi
In this paper we aim to assess linear relationships between the non constant variances of economic variables. The proposed methodology is based on a bootstrap cumulative sum (CUSUM…