生川雅紀

Narukawa Masaki

所属機関・部署：
職名：准教授

研究分野 (1件)：経済統計

論文 (5件)：

Efficient tapered local Whittle estimation of multivariate fractional processes. Journal of Statistical Planning and Inference. 2021. 215. 234-256
Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models. Journal of Nonparametric Statistics. 2016. 28. 272-295
On semiparametric testing of I(d) by FEXP models. Communications in Statistics -Theory and Methods. 2013. 42. 1637-1653
Global semiparametric estimation of long-memory signal plus noise processes. Journal of the Japan Statistical Society. 2011. 41. 205-226
Masaki Narukawa, Yasumasa Matsuda. Broadband semi-parametric estimation of long-memory time series by fractional exponential models. Journal of Time Series Analysis. 2011. 32. 175-193

学位 (1件)：

※　J-GLOBALの研究者情報は、researchmapの登録情報に基づき表示しています。登録・更新については、こちらをご覧ください。

生川 雅紀