Tomoyuki Amano

Dr. Tomoyuki Amano

Assistant Professor of Waseda University
Doctor of Science in Waseda University
Department of Applied Mathematics School of Science and Engineering Waseda University,
3-4-1, Okubo, Shinjuku-ku, Tokyo,169-8555, Japan

Academic Work

WUTS20; Amano, T., Taniguchi, M. (2008). Asymptotic efficiency of conditional least squares estimators for ARCH models. Statistics & Probability Letters, 78, No 2, 179-185.

WUTS24; Naito, T., Asai, K., Amano, T., Taniguchi, M. (2010). Local Whittle LIkelihood Estimators and Tests for non-Gaussian Linear Processes. Statistical Inference for Stochastic Processes, 13, No 3, 163-174.

WUTS26; Amano, T. (2007). Note on Asymptotics of Whittle estimators for square transformed ARCH($\infty$) models. Scientiae Mathematicae Japonicae, 65, No 1, 43-51.

WUTS33; Amano, T., Taniguchi, M. (2009). Control variate method for stationary processes. To appear in Journal of Econometrics.

WUTS37; Taniguchi, M., Amano, T. (2009). Systematic Approach for Portmanteau Tests in View of Whittle Likelihood Ratio. Journal of the Japan Statistical Society, 39, No 2, 177-192.

WUTS39; Amano, T. (2008). Comparison of Whittle type portmanteau tests. Scientiae Mathematicae Japonicae, 68, No 2, 247-254.

WUTS44; Amano, T. (2009). Asymptotic efficiency of estimating function estimators for nonlinear time series models. Journal of The Japan Statistical Society, 39, No 2, 209-231.

WUTS45; Ishioka, T., Kawamura, S., Amano, T. and Taniguchi, M. (2009). Spectral analysis for intrinsic time processes. Statist. Probab. Letters, 79, 2389-2396.

Research Interest

Time Series Analysis
Financial Engineering
Statistical Analysis

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