Narukawa Masaki

Affiliation and department：

Research field (1)： Economic statistics

Papers (5)：

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

Professional career (1)：

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