Photograph

Name

NARUKAWA Masaki

Affiliation

Graduate School of Humanities and Social Sciences

Sex

male

Research areas, keyword

Time series analysis, Econometrics

 
 

Research Achievement (Published Thesis) 【 display / non-display

  • Subject:Efficient tapered semiparametric estimation of multivariate fractional time series

    Language:

    Kind of Publishing:

    Journal name:The Economic Association of Okayama University Discussion Paper

    Publish date:2018.02

    Co-writerThe simple work

  • Subject:Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Journal of Nonparametric Statistics , vol.28 (p.272 - 295)

    Publish date:2016.04

    Co-writerThe simple work

  • Subject:Global semiparametric estimation of long-memory signal plus noise processes

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Journal of the Japan Statistical Society , vol.41 (2) (p.205 - 226)

    Publish date:2011.12

    Co-writerThe simple work

  • Subject:Broadband semi-parametric estimation of long-memory time series by fractional exponential models

    Language:English

    Kind of Publishing:Academic Journal

    Journal name:Journal of Time Series Analysis , vol.32 (2) (p.175 - 193)

    Publish date:2011.03

    Author:Narukawa, M., Matsuda, Y.

    Co-writerThe multiple authorship