Muneya Matsui | DeepAI

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∙ 07/07/2023

Mle-equivariance, data transformations and invariant tests of fit

We define data transformations that leave certain classes of distributio...

0 Muneya Matsui, et al. ∙

∙ 03/30/2023

Self-normalized partial sums of heavy-tailed time series

We study the joint limit behavior of sums, maxima and ℓ^p-type moduli fo...

0 Muneya Matsui, et al. ∙

∙ 09/19/2022

Trigonometrically approximated maximum likelihood estimation for stable law

A trigonometrically approximated maximum likelihood estimation for α-sta...

0 Muneya Matsui, et al. ∙

∙ 05/04/2022

Subexponentialiy of densities of infinitely divisible distributions

We show the equivalence of three properties for an infinitely divisible ...

0 Muneya Matsui, et al. ∙

∙ 10/09/2021

Tails of bivariate stochastic recurrence equation with triangular matrices

We study bivariate stochastic recurrence equations with triangular matri...

0 Ewa Damek, et al. ∙

∙ 07/07/2021

Distance covariance for random fields

We study an independence test based on distance correlation for random f...

0 Muneya Matsui, et al. ∙

∙ 02/22/2019

Characterization of the tail behavior of a class of BEKK processes: A stochastic recurrence equation approach

We provide new, mild conditions for strict stationarity and ergodicity o...

0 Muneya Matsui, et al. ∙

∙ 01/27/2019

Asymptotics of maximum likelihood estimation for stable law with continuous parameterization

Asymptotics of maximum likelihood estimation for α-stable law are analyt...

0 Muneya Matsui, et al. ∙

∙ 01/27/2019

Asymptotics of maximum likelihood estimation for stable law with (M) parameterization

Asymptotics of maximum likelihood estimation for α-stable law are analyt...

0 Muneya Matsui, et al. ∙

∙ 06/25/2018

Distance covariance for discretized stochastic processes

Given an iid sequence of pairs of stochastic processes on the unit inter...

0 Herold Dehling, et al. ∙

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