Rchr
J-GLOBAL ID：200901033770983294
Update date: Oct. 18, 2024
Amano Tomoyuki
アマノ トモユキ | Amano Tomoyuki
Affiliation and department：
Job title：
Associate Professor
Research field (1)：
Statistical science
Research keywords (3)：
時系列解析
, 金融工学
, 数理統計学
Papers (11)：
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Tomoyuki Amano, Tsuyoshi Kato, Masanobu Taniguchi. Statistical Estimation for CAPM with Long-Memory Dependence. Advances in Decision Sciences. 2012. 2012. Article ID 571034
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Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, Masanobu Taniguchi. Optimal portfolios with end-of-period target. Advances in Decision Sciences. 2012. 2012. Article ID 703465
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Tomoyuki Amano. Asymptotic Optimality of Estimating Function Estimator for CHARN Model. Advances in Decision Sciences. 2012. 2012. Article ID 515494
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Tomoyuki Amano, Masanobu Taniguchi. Control variate method for stationary processes. Journal of Econometrics. 2011. 165. 1. 20-29
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Tomohito Naito, Kohei Asai, Tomoyuki Amano, Masanobu Taniguchi. Local Whittle LIkelihood Estimators and Tests for non-Gaussian Linear Processes. Statistical Inference for Stochastic Processes. 2010. 13. 3. 163-174
ｍore...
Books (2)：
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Diagnostic Methods in Time Series.
Springer 2021
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Statistical Inference for Financial Engineering
Springer 2014
Professional career (1)：
- Doctor of Science (Waseda University)
Association Membership(s) (3)：
国際数理科学協会
, 日本数学会
, 日本統計学会
