Hiroaki Ogata

Marginal Quantiles for Stationary Processes

David Veredas, Yves Dominicy, Siegfried Hörmann et al. · SSRN Electronic Journal · 2012 · 44 citations · Full text

Estimation for multivariate stable distributions with generalized empirical likelihood

Hiroaki Ogata · Journal of Econometrics · 2012 · 30 citations

Density Estimation, Engineering, Statistical Inference +4

On estimating the tail index and the spectral measure of multivariate $$\alpha $$ α -stable distributions

Mohammad Mohammadi, Adel Mohammadpour, Hiroaki Ogata · Metrika · 2014 · 19 citations

Spectral Theory, Spectral Measure, Density Estimation +9

AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION

Hiroaki Ogata, Masanobu Taniguchi · Australian & New Zealand Journal of Statistics · 2010 · 14 citations

Statistical Signal Processing, Density Estimation, Engineering +12

Models for circular data from time series spectra

Masanobu Taniguchi, Shogo Kato, Hiroaki Ogata et al. · Journal of Time Series Analysis · 2020 · 13 citations

Multivariate Circular Models, Engineering, Data Science +14