Masaki Narukawa - My portal - researchmap

Profile Information

Affiliation: Graduate School of Humanities and Social Sciences, Okayama University

Degree: 博士（経済学）(東北大学)

J-GLOBAL ID: 202101015063341208
researchmap Member ID: R000031497

Research Areas

1

Humanities & social sciences / Economic statistics /

Papers

5

Efficient tapered local Whittle estimation of multivariate fractional processes

Journal of Statistical Planning and Inference, 215 234-256, 2021
Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models

Journal of Nonparametric Statistics, 28 272-295, 2016
On semiparametric testing of I(d) by FEXP models

Communications in Statistics –Theory and Methods, 42 1637-1653, 2013
Global semiparametric estimation of long-memory signal plus noise processes

Journal of the Japan Statistical Society, 41 205-226, 2011
Broadband semi-parametric estimation of long-memory time series by fractional exponential models

Masaki Narukawa, Yasumasa Matsuda

Journal of Time Series Analysis, 32 175-193, 2011