Koichi Maekawa
2001–2004
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Whom Koichi Maekawa trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Koichi Maekawa overall
Papers from Koichi Maekawa's perspective
Ordered by how strongly the researchers Koichi Maekawa 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
- Testing for the Constancy of Parameters over Time
- Generalized autoregressive conditional heteroskedasticity
- 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
- On spurious Granger causality (2001) — 105 citations
- The Cusum Test for Parameter Change in Regression Models with ARCH Errors (2004) — 88 citations