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Muneya Matsui

Identifiers

  • name variant Muneya Matsui 0.60 · backfill

Papers (22)

  1. Heavy Tails and Predictive Ability Testing stat.ME · 2026 · author #2
  2. Characterization of the tail behavior of a class of BEKK processes: A stochastic recurrence equation approach math.ST · 2019 · author #1
  3. Asymptotics of maximum likelihood estimation for stable law with continuous parameterization math.ST · 2019 · author #1
  4. Distance covariance for discretized stochastic processes math.ST · 2018 · author #2
  5. Arrival times of Cox process with independent increment with application to prediction problems math.PR · 2017 · author #1
  6. Componentwise different tail solutions for bivariate stochastic recurrence equations -- with application to GARCH(1,1) processes -- math.PR · 2017 · author #2
  7. Distance covariance for stochastic processes math.ST · 2017 · author #1
  8. Log-convexity and the cycle index polynomials with relation to compound Poisson distributions math.CO · 2016 · author #1
  9. Applications of Distance Correlation to Time Series math.ST · 2016 · author #2
  10. The extremogram and the cross-extremogram for a bivariate GARCH(1,1) process math.ST · 2015 · author #1
  11. Prediction of components in random sums math.PR · 2015 · author #1
  12. Prediction in a non-homogeneous Poisson cluster model math.PR · 2013 · author #1
  13. Fractional absolute moments of heavy tailed distributions math.ST · 2013 · author #1
  14. Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions math.ST · 2012 · author #3
  15. Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions math.PR · 2009 · author #2
  16. Generalized fractional Ornstein-Uhlenbeck processes math.PR · 2008 · author #2
  17. A characterization of ARMA and Fractional ARIMA models with infinitely divisible innovations math.ST · 2007 · author #1
  18. Integral representations of one dimensional projections for multivariate stable densities math.ST · 2006 · author #1
  19. Skewness and kurtosis as locally best invariant tests of normality math.ST · 2006 · author #2
  20. Goodness-of-Fit Tests for Symmetric Stable Distributions -- Empirical Characteristic Function Approach math.ST · 2006 · author #1
  21. Fisher Information Matrix of General Stable Distributions Close to the Normal Distribution math.ST · 2005 · author #1
  22. Some improvements in numerical evaluation of symmetric stable density and its derivatives math.ST · 2004 · author #1

Mentions

  • 1505.05385 #1 · backfill · confidence 0.70 Muneya Matsui
  • 1504.07058 #1 · backfill · confidence 0.70 Muneya Matsui
  • 1307.5189 #1 · backfill · confidence 0.70 Muneya Matsui
  • 1301.4804 #1 · backfill · confidence 0.70 Muneya Matsui
  • 1211.5281 #3 · backfill · confidence 0.70 Muneya Matsui
  • 2605.16866 #2 · arxiv_oai · confidence 0.70 Muneya Matsui
  • 0909.1409 #2 · backfill · confidence 0.70 Muneya Matsui
  • 0807.2110 #2 · backfill · confidence 0.70 Muneya Matsui

Frequent Coauthors