All Stories

  1. DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION

    Article • Econometric Theory, April 2014, Cambridge University Press

    Professor Katsuto Tanaka

  2. LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS

    Article • Econometric Theory, March 2014, Cambridge University Press

    Professor Katsuto Tanaka

  3. THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA

    Article • Econometric Theory, October 2013, Cambridge University Press

    Professor Katsuto Tanaka

  4. Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process

    Article • Statistical Inference for Stochastic Processes, October 2013, Springer Science + Business Media

    Professor Katsuto Tanaka

  5. On the distribution of quadratic functionals of the ordinary and fractional Brownian motions

    Article • Journal of Statistical Planning and Inference, November 2008, Elsevier

    Professor Katsuto Tanaka

  6. Analysis of Models with Complex Roots on the Unit Circle

    Article • JOURNAL OF THE JAPAN STATISTICAL SOCIETY, January 2008, The Japan Statistical Society

    Professor Katsuto Tanaka

  7. Frequency domain and wavelet-based estimation for long-memory signal plus noise models

    Article • June 2004, Cambridge University Press

    Professor Katsuto Tanaka

  8. A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS

    Article • Econometric Theory, April 2002, Cambridge University Press

    Professor Katsuto Tanaka

  9. K-Asymptotics Associated with Deterministic Trends in Integrated and Near-Integrated Processes

    Article • Japanese Economic Review, March 2001, Springer Science + Business Media

    Professor Katsuto Tanaka

  10. THE NONSTATIONARY FRACTIONAL UNIT ROOT

    Article • Econometric Theory, August 1999, Cambridge University Press

    Professor Katsuto Tanaka

  11. Time Series Analysis: Nonstationary and Noninvertible Distribution Theory

    Article • Journal of the American Statistical Association, June 1998, JSTOR

    Professor Katsuto Tanaka

  12. A review of: “Time Series Analysis Nonstationary and Noninvertible Distribution Theory” Katsuto Tanaka Wiley & Sons, 1996, 623 Pages, ISBN 0-471-14191-7

    Article • IIE Transactions, June 1997, Taylor & Francis

    Professor Katsuto Tanaka

  13. Two New Co-Editors of Econometric Theory

    Article • Econometric Theory, April 1993, Cambridge University Press

    Professor Katsuto Tanaka

  14. An Alternative Approach to the Asymptotic Theory of Spurious Regression, Cointegration, and Near Cointegration

    Article • Econometric Theory, January 1993, Cambridge University Press

    Professor Katsuto Tanaka

  15. Testing for a Moving Average Unit Root

    Article • Econometric Theory, December 1990, Cambridge University Press

    Professor Katsuto Tanaka

  16. The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series Models

    Article • Econometric Theory, December 1990, Cambridge University Press

    Professor Katsuto Tanaka

  17. Limiting power of unit-root tests in time-series regression

    Article • Journal of Econometrics, December 1990, Elsevier

    Professor Katsuto Tanaka

  18. Professor Michio Hatanaka

    Article • Econometric Theory, September 1990, Cambridge University Press

    Professor Katsuto Tanaka, Professor Koichi Fukase

  19. A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors

    Article • Econometrica, January 1990, JSTOR

    Professor Katsuto Tanaka

  20. Asymptotic Properties of the Maximum-Likelihood and Nonlinear Least-Squares Estimators for Noninvertible Moving Average Models

    Article • Econometric Theory, December 1989, Cambridge University Press

    Professor Katsuto Tanaka

  21. Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative

    Article • The Annals of Statistics, March 1988, Institute of Mathematical Statistics

    Professor Katsuto Tanaka

  22. Aproximate Distributions of the Periodogram and Related Statistics under Normality

    Article • Econometric Theory, April 1986, Cambridge University Press

    Professor Katsuto Tanaka

  23. Asymptotic expansions for time series statistics

    Article • Journal of Applied Probability, January 1986, Cambridge University Press

    Professor Katsuto Tanaka

  24. The sampling distributions of the predictor for an autoregressive model under misspecifications

    Article • Journal of Econometrics, July 1984, Elsevier

    Professor Katsuto Tanaka

  25. Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients

    Article • Econometrica, September 1983, JSTOR

    Professor Katsuto Tanaka

  26. Estimation for Transients in the Frequency Domain

    Article • Journal of the American Statistical Association, September 1983, Taylor & Francis

    Professor Katsuto Tanaka

  27. Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean

    Article • Econometrica, July 1983, JSTOR

    Professor Katsuto Tanaka

  28. Analysis of time varying parameter models

    Article • Bulletin of the Australian Mathematical Society, June 1979, Cambridge University Press

    Professor Katsuto Tanaka