Yoshihiro Yajima

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All published works

Action	Title	Year	Authors
+	Log-periodogram regression of two-dimensional intrinsically stationary random fields	2020	Yoshihiro Yajima Yasumasa Matsuda
+	Log periodogram regression of two-dimensional intrinsic stationary random fields	2018	Yoshihiro Yajima Yasumasa Matsuda
+ PDF Chat	On nonparametric and semiparametric testing for multivariate linear time series	2009	Yoshihiro Yajima Yasumasa Matsuda
+	Fourier analysis of irregularly spaced data on "R"-super-"d"	2009	Yasumasa Matsuda Yoshihiro Yajima
+ PDF Chat	Fourier Analysis of Irregularly Spaced Data on Rd	2007	Yasumasa Matsuda Yoshihiro Yajima
+ PDF Chat	Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion	2006	Yasumasa Matsuda Yoshihiro Yajima Howell Tong
+	On Testing for Separable Correlations of Multivariate Time Series	2004	Yasumasa Matsuda Yoshihiro Yajima
+	On testing for separable correlations of multivariate time series	2004	Yasumasa Matsuda Yoshihiro Yajima
+	Semiparametric estimation of the long-range parameter	2003	Juan J. Hidalgo Yoshihiro Yajima
+	Asymptotic Properties of Least Squares Estimators in a Linear Regression Model	1989	Yoshihiro Yajima
+	On an autoregressive model with time-dependent coefficients	1986	Gea Hwa Kwoun Yoshihiro Yajima

Common Coauthors

Coauthor	Papers Together
Yasumasa Matsuda	8
Gea Hwa Kwoun	1
Juan J. Hidalgo	1
Howell Tong	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Nonparametric Approach for Non-Gaussian Vector Stationary Processes	1996	Masanobu Taniguchi Madan L. Puri Masao Kondo	3
+	Gaussian Semiparametric Estimation of Long Range Dependence	1995	Peter M. Robinson	3
+	Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods	1985	Clifford M. Hurvich	3
+	Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models	1991	Peter M. Robinson	2
+	A note on time-reversibility of multivariate linear processes	2006	Kung‐Sik Chan Lop-Hing Ho Howell Tong	2
+	Semiparametric estimation of the long-range parameter	2003	Juan J. Hidalgo Yoshihiro Yajima	2
+	On testing for separable correlations of multivariate time series	2004	Yasumasa Matsuda Yoshihiro Yajima	2
+ PDF Chat	Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series	1964	A. M. Walker	1
+	SPECTRAL ANALYSIS WITH TAPERED DATA	1983	Rainer Dahlhaus	1
+ PDF Chat	On Conditional Least Squares Estimation for Stochastic Processes	1978	Lawrence A. Klimko Paul I. Nelson	1
+	Adaptive tests of regression functions via multiscale generalized likelihood ratios	2003	Chunming M. Zhang	1
+ PDF Chat	Efficient parameter estimation for self-similar processes	2006	Rainer Dahlhaus	1
+	Fixed-Domain Asymptotics for Spatial Periodograms	1995	Michael L. Stein	1
+	A simple generalised crossvalidation method of span selection for periodogram smoothing	2001	Hernando Ombao Jonathan Raz Robert L. Strawderman Rainer von Sachs	1
+ PDF Chat	On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean	1994	Yin‐Wong Cheung Francis X. Diebold	1
+	Nonparametric estimation of the variogram and its spectrum	2011	Chunfeng Huang Tailen Hsing Noel Cressie	1
+ PDF Chat	Testing for independence between two covariance stationary time series	1996	Yongmiao Hong	1
+ PDF Chat	Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process	1980	Ritei Shibata	1
+ PDF Chat	Gaussian Markov Distributions over Finite Graphs	1986	Terence P. Speed Harri Kiiveri	1
+	Linear Model Selection by Cross-validation	1993	Jun Shao	1
+ PDF Chat	On a Theorem of Pitman	1955	Gottfried E. Noether	1
+ PDF Chat	Properties of nonparametric estimators of autocovariance for stationary random fields	1994	Peter Hall Prakash Patil	1
+	A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations	1952	Herman Chernoff	1
+	Consistent Specification Testing Via Nonparametric Series Regression	1995	Yongmiao Hong Halbert White	1
+ PDF Chat	Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion	2006	Yasumasa Matsuda Yoshihiro Yajima Howell Tong	1
+	NON‐PARAMETRIC APPROACH IN TIME SERIES ANALYSIS	1993	Masanobu Taniguchi Masao Kondo	1
+ PDF Chat	Martingale Central Limit Theorems	1971	B. M. Brown	1
+	Some Classes of Random Fields in<i>n</i>-Dimensional Space, Related to Stationary Random Processes	1957	A. M. Yaglom	1
+	Inference for stationary random fields given Poisson samples	1986	Alan F. Karr	1
+	Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory	2001	Javier Hidalgo	1
+ PDF Chat	Non-stationary log-periodogram regression	1999	Carlos Velasco	1
+	How Far are Automatically Chosen Regression Smoothing Parameters from their Optimum?	1988	Wolfgang Karl Härdle Peter Hall J. S. Marron	1
+	THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I	1980	D. F. Nicholls Barry G. Quinn	1
+	THE DISTRIBUTION OF PERIODOGRAM ORDINATES	1980	Zhaoguo Chen E. J. Hannan	1
+	Spectral Analysis for Bivariate Time Series with Long Memory	1996	Juan J. Hidalgo	1
+ PDF Chat	Time Series: Theory and Methods	1992	Eric R. Ziegel Peter J. Brockwell Richard A. Davis	1
+	Analysis of Longitudinal Data	2001	Peter J. Diggle Patrick J. Heagerty Kung‐Yee Liang Scott L. Zeger	1
+ PDF Chat	A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate	1990	Liudas Giraitis Донатас Сургайлис	1
+	Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models	2000	Efstathios Paparoditis	1
+ PDF Chat	An Adaptive Estimation of Dimension Reduction Space	2002	Yingcun Xia Howell Tong W. K. Li Li Zhu	1
+	THE GEOMETRY OF RANDOM FIELDS	1982	Wilfrid S. Kendall	1
+	Asymptotic Theory of Statistical Inference for Time Series	2000	Masanobu Taniguchi Yoshihide Kakizawa	1
+	Some Tests of Independence for Stationary Multivariate Time Series	1971	Grace Wahba	1
+	Nonparametric Comparison of Cumulative Periodograms	1991	Peter J. Diggle N. I. Fisher	1
+	Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA FISSARMA models	2016	Alireza Ghodsi Mahendran Shitan	1
+ PDF Chat	Distribution free goodness-of-fit tests for linear processes	2005	Miguel A. Delgado Javier Hidalgo Carlos Velasco	1
+ PDF Chat	Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory	2002	Javier Hidalgo Peter M. Robinson	1
+	Testing the Fit of a Vector Autoregressive Moving Average Model	2005	Efstathios Paparoditis	1
+	Correlation theory of stationary and related random functions	1987	A. M. Iaglom	1
+	Covariance Selection	1972	A. P. Dempster	1