Yasuyoshi Tokutsu
2004
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Yasuyoshi Tokutsu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Yasuyoshi Tokutsu's perspective
Ordered by how strongly the researchers Yasuyoshi Tokutsu trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
- A test for a change in a parameter occurring at an unknown point
- On the Cusum test for parameter changes in garch(1,1) Models
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- The Cusum Test for Parameter Change in Time Series Models
- Generalized autoregressive conditional heteroskedasticity
- Testing for the Constancy of Parameters over Time
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization
Their papers
- The Cusum Test for Parameter Change in Regression Models with ARCH Errors (2004) — 88 citations