Details about Yoshihiro Yajima

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Short-id: pya494

Working Papers

2011

1. Covariance Tapering for Prediction of Large Spatial Data Sets in Transformed Random Fields
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)
   See also Journal Article Covariance tapering for prediction of large spatial data sets in transformed random fields, Annals of the Institute of Statistical Mathematics, Springer (2013) View citations (1) (2013)

2008

2. Asymptotic Properties of the LSE of a Spatial Regression in both Weakly and Strongly Dependent Stationary Random Fields
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (7)

2003

3. On Nonparametric and Semiparametric Testing for Multivariate Time Series
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)

2001

4. Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001)

Journal Articles

2013

1. Covariance tapering for prediction of large spatial data sets in transformed random fields
   Annals of the Institute of Statistical Mathematics, 2013, 65, (5), 913-939 View citations (1)
   See also Working Paper Covariance Tapering for Prediction of Large Spatial Data Sets in Transformed Random Fields, CIRJE F-Series (2011) View citations (1) (2011)

2009

2. Fourier analysis of irregularly spaced data on Rd
   Journal of the Royal Statistical Society Series B, 2009, 71, (1), 191-217 View citations (21)

2004

3. On testing for separable correlations of multivariate time series
   Journal of Time Series Analysis, 2004, 25, (4), 501-528 View citations (11)

2003

4. Semiparametric estimation of the long-range parameter
   Annals of the Institute of Statistical Mathematics, 2003, 55, (4), 705-736 View citations (1)

2002

5. PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN
   Econometric Theory, 2002, 18, (3), 584-624 View citations (11)

1989

6. Asymptotic Properties of Least Squares Estimators in a Linear Regression Model
   Economic Review, 1989, 40, (1), 34-41