• Shrinkage estimation for multivariate time series. Statistical Inference for Stochastic Processes, 2021, 24, 733-751. DOI: 10.1007/s11203-021-09248-2 (with Tanida, Y. and Taniguchi, M.)
  • Minimax estimation for time series models. Metron, 2021, 79, 353-359. DOI: 10.1007/s40300-021-00217-6 (with Taniguchi, M.)
  • Robust linear extrapolations of stationary processes in Lp. Journal of Time Series Analysis, 2020, 41(2), 229-248. DOI: 10.1111/jtsa.12502 (with Xue, Y. and Taniguchi, M.)
  • Change-point detection in autoregressive models with no moment assumptions. Journal of Time Series Analysis, 2018, 39(5), 763-786. DOI: 10.1111/jtsa.12405 (with Akashi, F and Dette, H.)
  • Asymptotic theory of test statistic for sphericity of high-dimensional time series. Journal of Time Series Analysis, 2018, 39(3), 402-416. DOI: 10.1111/jtsa.12288 (with Tamura, Y and Taniguchi, M.)
  • Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities. To appear in Communications in Statistics - Simulation and Computation. DOI:10.1080/03610918.2016.1263732 (with Nagahata, H., Uchiyama, H. and Taniguchi, M.)
  • Statistical inference for quantiles in the frequency domain. To appear in Statistical Infrence for Stochanstic Processes. DOI: 10.1007/s11203-017-9166-4
  • Robust parameter estimation for stationary processes by an exotic disparity from prediction problem. Statistics & Probability Letters, 2017, 129, 120-130. DOI: 10.1016/j.spl.2017.05.005
  • Optimal portfolio of the Government Pension Investment Fund based on the systemic risk evaluated by a new asymmetric copula, ASTE Special Issue, 2016, B13, 21-38. PDF
  • Asymptotic theory of parameter estimation by a contrast function based on interpolation error, Statistical Inference for Stochastic Processes, 2016, 19(1), 93-110. DOI:10.1007/s11203-015-9116-y  (with Suto, Y. and Taniguchi, M)
  • An empirical likelihood approach for symmetric α-stable processes, Bernoulli, 2015, 21(4), 2093-2119. DOI:10.3150/14-BEJ636 (with Akashi, F. and Taniguchi, M.)
  • Variance stabilizing properties of Box-Cox transformation for dependent observations, ASTE Special Issue, 2015, B12, 63-70. PDF
  • Asymptotics for M-estimators in time series, ASTE Special Issue, 2014, B10, 55-67. PDF
  • Asymptotic moments of symmetric self-normalized sums, Scientiae Mathematicae Japonicae, 2013, 77(1), 59-67. web


  • Empirical Likelihood and Quantile Methods for Time Series, 2018, Springer. web (with Akashi, F. and Taniguchi, M.)
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