M. Maejima

Finance · 2003–2013

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #2,600 of 10,518 by trust here, #3,760 by citations

Whom M. Maejima trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ken-iti Sato
2. Vladas Pipiras
3. Patrick Cheridito
4. Ole E. Barndorff-Nielsen
5. Ciprian A. Tudor
6. Murad S. Taqqu

Who trusts M. Maejima overall

1. Ciprian A. Tudor
2. Shuyang Bai
3. Ivan Nourdin
4. Murad S. Taqqu
5. T. T. Diu Tran
6. Eckhard Schlemm
7. Guangjun Shen
8. Ken-iti Sato
9. Yaozhong Hu

Papers from M. Maejima's perspective

Ordered by how strongly the researchers M. Maejima trusts endorse each paper. Same corpus, a different order for every researcher.

1. Integration questions related to fractional Brownian motion
2. Lévy processes and infinitely divisible distributions
3. Tempering stable processes
4. Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
5. An extension of the notion of a generalized Γ-convolution
6. Stochastic integrals in additive processes and application to semi-Lévy processes
7. Class L of multivariate distributions and its subclasses
8. Analysis of the Rosenblatt process
9. On the Theory of the Brownian Motion
10. Regularization and integral representations of Hermite processes

Their papers

• Fractional Ornstein-Uhlenbeck processes (2003) — 477 citations
• On the distribution of the Rosenblatt process (2013) — 86 citations
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem (2007) — 120 citations
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations (2006) — 120 citations