Fumiya Akashi

activity

20142022

most citedAn empirical likelihood approach for symmetric

α

-stable processes

7 citations · 7 across the 3 of their papers we have counts for

collaborators

3 papers

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…

math.ST2016

Change point detection in autoregressive models with no moment assumptions

Fumiya Akashi, Holger Dette, Yan Liu

In this paper we consider the problem of detecting a change in the parameters of an autoregressive process, where the moments of the innovation process do not necessarily exist. An…

math.ST2014★ 7 cited

An empirical likelihood approach for symmetric $α$ -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…

Inference for Non-Stationary Heavy Tailed Time Series

Change point detection in autoregressive models with no moment assumptions

An empirical likelihood approach for symmetric α-stable processes

An empirical likelihood approach for symmetric $α$ -stable processes