Masanobu Taniguchi

Asymptotic Theory of Statistical Inference for Time Series

Higher Order Asymptotic Theory for Time Series Analysis

Diagnostic Methods in Time Series

Optimal Statistical Inference in Financial Engineering

Statistical Portfolio Estimation

ANOVA with Dependent Errors

Econometrics, Finance, and Time Series Analysis

Statistical Inference for Financial Engineering

Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Optimality, and Prediction