7 citations · 8 across the 2 of their papers we have counts for
4 papers
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…
Sparse principal component analysis for high-dimensional stationary time series
Kou Fujimori, Yuichi Goto, Yan Liu +1
We consider the sparse principal component analysis for high-dimensional stationary processes. The standard principal component analysis performs poorly when the dimension of the p…
Statistical Inference for Local Granger Causality
Yan Liu, Masanobu Taniguchi, Hernando Ombao
Granger causality has been employed to investigate causality relations between components of stationary multiple time series. We generalize this concept by developing statistical i…
An empirical likelihood approach for symmetric -stable processes
Fumiya Akashi, Yan Liu, Masanobu Taniguchi
Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown qua…