Muneya Matsui

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20042026

most citedGoodness-of-Fit Tests for Symmetric Stable Distributions -- Empirical Characteristic Function Approach

44 citations · 85 across the 32 of their papers we have counts for

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math.PR2026

Can we further improve the central limit theorem for stationary $ρ$ -mixing sequences $?$

Muneya Matsui

Through the seminal works of Peligrad and Bradley, the existing sufficient conditions for the central limit theorem for $ρ$ -mixing sequences are known to be very close to necessary…

math.PR2026

Moments for self-normalized partial sums

Muneya Matsui, Thomas Mikosch, Olivier Wintenberger

We consider a regularly varying stationary sequence of random variables (Xt) with tail index ___ < 2. For these sequences we study the joint convergence of sums, `p- type moduli an…

Can we further improve the central limit theorem for stationary ρ-mixing sequences ?

Moments for self-normalized partial sums

Can we further improve the central limit theorem for stationary $ρ$ -mixing sequences $?$