Tomoyuki AMANO
| Division of General Education（Graduate School of Informatics and Engineering） | Associate Professor |
| Department of Informatics | Associate Professor |
| Cluster I (Informatics and Computer Engineering) | Associate Professor |
Researcher Information
Research Activity Information
Paper
- Statistical Estimation for CAPM with Long-Memory Dependence
Tomoyuki Amano; Tsuyoshi Kato; Masanobu Taniguchi
Lead, Advances in Decision Sciences, 2012, Article ID 571034, 2012, Peer-reviwed, Null
Scientific journal, Abkhazian - Optimal portfolios with end-of-period target
Hiroshi Shiraishi; Hiroaki Ogata; Tomoyuki Amano; Valentin Patilea; David Veredas; Masanobu Taniguchi
Lead, Advances in Decision Sciences, 2012, Article ID 703465, 2012, Peer-reviwed, Null
Scientific journal, Abkhazian - Asymptotic Optimality of Estimating Function Estimator for CHARN Model
Tomoyuki Amano
Lead, Advances in Decision Sciences, 2012, Article ID 515494, 2012, Peer-reviwed, Null
Scientific journal, Abkhazian - Control variate method for stationary processes
Tomoyuki Amano; Masanobu Taniguchi
Lead, Journal of Econometrics, 165, 1, 20-29, 2011, Peer-reviwed, Null
Scientific journal, Abkhazian - Local Whittle LIkelihood Estimators and Tests for non-Gaussian Linear Processes
Tomohito Naito; Kohei Asai; Tomoyuki Amano; Masanobu Taniguchi
Lead, Statistical Inference for Stochastic Processes, 13, 3, 163-174, 2010, Peer-reviwed, Null
Scientific journal, Abkhazian - Spectral analysis for intrinsic time processes
Takahide Ishioka; Shunsuke Kawamura; Tomoyuki Amano; Masanobu Taniguchi
Lead, Statistics and Probability Letters, 79, 23, 2389-2396, 2009, Peer-reviwed, Null
Scientific journal, Abkhazian - Systematic Approach for Portmanteau Tests in View of Whittle Likelihood Ratio
Masanobu Taniguchi; Tomoyuki Amano
Lead, Journal of the Japan Statistical Society, 39, 2, 177-192, 2009, Peer-reviwed, Null
Scientific journal, Abkhazian - Asymptotic efficiency of estimating function estimators for nonlinear time series models
Tomoyuki Amano
Lead, Journal of The Japan Statistical Society, 39, 2, 209-231, 2009, Peer-reviwed, Null
Scientific journal, Abkhazian - Asymptotic efficiency of conditional least squares estimators for ARCH models
Tomoyuki Amano; Masanobu Taniguchi
Lead, Statistics and Probability Letters, 78, 2, 179-185, 2008, Peer-reviwed, Null
Scientific journal, Abkhazian - Comparison of Whittle type portmanteau tests
Tomoyuki Amano
Lead, Scientiae Mathematicae Japonicae, 68, 2, 247-254, 2008, Peer-reviwed, Null
Scientific journal, Abkhazian - Note on Asymptotics of Whittle estimators for square transformed ARCH($\infty$) models
Tomoyuki Amano
Lead, Scientiae Mathematicae Japonicae, 65, 1, 43-51, 2007, Peer-reviwed, Null
Scientific journal, Abkhazian
Books and other publications
- Diagnostic Methods in Time Series.
Fumiya Akashi; Masanobu Taniguchi; Anna Clara Monti; Tomoyuki Amano
Scholarly book, English, Single work, Springer, Jun. 2021 - Statistical Inference for Financial Engineering
Masanobu Taniguchi; Tomoyuki Amano; Hiroaki Ogata; Hiroyuki Taniai
Scholarly book, Abkhazian, Single work, Springer, Apr. 2014
