Katsuto Tanaka
Hitotsubashi University(JP)Gakushuin University(JP)
Publications by Year
Research Areas
Financial Risk and Volatility Modeling, Stochastic processes and financial applications, Statistical Distribution Estimation and Applications, Monetary Policy and Economic Impact, Statistical Methods and Inference
Most-Cited Works
- → THE NONSTATIONARY FRACTIONAL UNIT ROOT(1999)219 cited
- → Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative(1988)199 cited
- → Time Series Analysis: Nonstationary and Noninvertible Distribution Theory(1998)197 cited
- → Testing for a Moving Average Unit Root(1990)129 cited
- → A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors(1990)82 cited
- → An Asymptotic Expansion Associated with the Maximum Likelihood Estimators in Arma Models(1984)66 cited
- → Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean(1983)