Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, Junfan Tao. A Sequential Test For a Unit Root in Monitoring a p-th Order Autoregressive Process. Advances in Econometrics. 2023. 115-153
Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, Junfan Tao. Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models. KIER Discussion Paper Series, No. 1060. 2021
Junfan Tao. Sequential analysis of detection for unit roots in autoregressive models with p-th order. Ph.D. Thesis, Yokohama National University, Degree Number 28. 2018
Lectures and oral presentations (8)：
An optimal invariant sequential unit root test
(Summer Econometrics Forum, University of Tokyo 2023)
Time-changed method in non-ergodic autoregressive process and branching process
(Japanese joint statistical meeting 2021 (Online) 2021)
Sequential criticality test for branching process with immigration
(63rd ISI World Statistics Congress 2021 (ISI WSC 2021) (Online) 2021)
Sequential test for a unit root in monitoring a p-th order autoregressive process
(2021 Japanese Economic Association Spring Meeting, Kwansei Gakuin University (Online) 2021)
The role of Bessel processes on the sequential test for a unit root in autoregressive process and criticality in branching processes
(Statistics of stochastic processes Session, Bernoulli-IMS One World Symposium (Online) 2020)
