Matsui, Muneya : rechercher sur Z-Library

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1

The stationarity of multidimensional generalized Ornstein–Uhlenbeck processes

Kotaro Endo, Muneya Matsui

Journal:

Statistics & Probability Letters

Année:

2008

Langue:

english

Fichier:

PDF, 288 KB

english, 2008

2

Estimation of the tail index for lattice-valued sequences

Matsui, Muneya, Mikosch, Thomas, Tafakori, Laleh

Journal:

Année:

2013

Langue:

english

Fichier:

PDF, 509 KB

english, 2013

3

Prediction in a mixed Poisson cluster model

Matsui, Muneya, Rolski, Tomasz

Journal:

Stochastic Models

Année:

2016

Langue:

english

Fichier:

PDF, 680 KB

english, 2016

4

Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions

Behme, Anita, Maejima, Makoto, Matsui, Muneya, Sakuma, Noriyoshi

Journal:

Année:

2012

Langue:

english

Fichier:

PDF, 174 KB

english, 2012

5

Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE

Muneya Matsui, Akimichi Takemura

Journal:

Annals of the Institute of Statistical Mathematics

Année:

2005

Langue:

english

Fichier:

PDF, 858 KB

english, 2005

6

Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach

Muneya Matsui, Akimichi Takemura

Journal:

Année:

2008

Langue:

english

Fichier:

PDF, 403 KB

english, 2008

7

Integral representations of one-dimensional projections for multivariate stable densities

Muneya Matsui, Akimichi Takemura

Journal:

Journal of Multivariate Analysis

Année:

2009

Langue:

english

Fichier:

PDF, 600 KB

english, 2009

8

Prediction in a non-homogeneous Poisson cluster model

Journal:

Insurance: Mathematics and Economics

Année:

2014

Langue:

english

Fichier:

PDF, 416 KB

english, 2014

9

On the exponential process associated with a CARMA-type process

Matsui, Muneya, Shieh, Narn-Rueih

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Année:

2013

Langue:

english

Fichier:

PDF, 211 KB

english, 2013

10

The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials

Matsui, Muneya, Shieh, Narn-Rueih

Journal:

Stochastic Models

Année:

2014

Langue:

english

Fichier:

PDF, 292 KB

english, 2014

11

Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives

Matsui, Muneya, Takemura, Akimichi

Journal:

Communication in Statistics- Theory and Methods

Année:

2006

Langue:

english

Fichier:

PDF, 316 KB

english, 2006

12

Prediction in a Poisson cluster model

Matsui, Muneya, Mikosch, Thomas

Journal:

Journal of Applied Probability

Année:

2010

Langue:

english

Fichier:

PDF, 172 KB

english, 2010

13

Macroeconomic dynamics in a model with heterogeneous wage contracts

Matsui, Muneya, Yoshimi, Taiyo

Journal:

Economic Modelling

Année:

2015

Langue:

english

Fichier:

PDF, 801 KB

english, 2015

14

Prediction in a Poisson cluster model with multiple cluster processes

Journal:

Scandinavian Actuarial Journal

Année:

2015

Langue:

english

Fichier:

PDF, 385 KB

english, 2015

15

PREDICTION IN A POISSON CLUSTER MODEL

MUNEYA MATSUI and THOMAS MIKOSCH

Journal:

Journal of Applied Probability

Année:

2010

Langue:

english

Fichier:

PDF, 1.10 MB

english, 2010

16

Generalized fractional Lévy processes with fractional Brownian motion limit

Klüppelberg, Claudia, Matsui, Muneya

Journal:

Advances in Applied Probability

Année:

2015

Langue:

english

Fichier:

PDF, 178 KB

english, 2015

17

Classes of Infinitely Divisible Distributions on $\mathbf{R}^d$ Related to the Class of Selfdecomposable Distributions

MAEJIMA, Makoto, MATSUI, Muneya, SUZUKI, Mayo

Journal:

Tokyo Journal of Mathematics

Année:

2010

Langue:

english

Fichier:

PDF, 237 KB

english, 2010

18

Fractional absolute moments of heavy tailed distributions

Matsui, Muneya, Pawlas, Zbyněk

Journal:

Brazilian Journal of Probability and Statistics

Année:

2016

Langue:

english

Fichier:

PDF, 233 KB

english, 2016

19

Prediction of Components in Random Sums

Journal:

Methodology and Computing in Applied Probability

Année:

2017

Langue:

english

Fichier:

PDF, 561 KB

english, 2017

20

The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process

Matsui, Muneya, Mikosch, Thomas

Journal:

Advances in Applied Probability

Année:

2016

Langue:

english

Fichier:

PDF, 227 KB

english, 2016

21

Applications of distance correlation to time series

Davis, Richard A., Matsui, Muneya, Mikosch, Thomas, Wan, Phyllis

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 390 KB

english, 2018

22

Generalized fractional Lévy processes with fractional Brownian motion limit

Klüppelberg, Claudia, Matsui, Muneya

Journal:

Advances in Applied Probability

Année:

2015

Langue:

english

Fichier:

PDF, 241 KB

english, 2015

23

Prediction in a Poisson cluster model

Matsui, Muneya, Mikosch, Thomas

Journal:

Journal of Applied Probability

Année:

2010

Langue:

english

Fichier:

PDF, 174 KB

english, 2010

24

Prediction in a Poisson cluster model

Matsui, Muneya, Mikosch, Thomas

Journal:

Journal of Applied Probability

Année:

2010

Fichier:

PDF, 174 KB

2010

25

Tail indices for $$\mathbf{A}\mathbf{X}+\mathbf{B}$$ Recursion with Triangular Matrices

Matsui, Muneya, ÅwiÄtkowski, Witold

Journal:

Journal of Theoretical Probability

Année:

2020

Fichier:

PDF, 711 KB

2020