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Publications

 

Accepted papers

  • [11] Xu, X., Yijiong, Z., Chen. Y., Y. Liu, Goto, Y., and Taniguchi, M. Long memory modelling to Covid-19 pan-demic count series, to appear in Stat. Sin.

  • [10] Fujimori, K., Goto, Y., Liu, Y., and Taniguchi, M. “Sparse principal component analysis for high-dimensional stationary time series”, to appear in Scand. J. Stat., https://doi.org/10.1111/sjos.12664

  • [9] Goto, Y., Kley, T., Hecke, R. V., Volgushev, S, Dette, H., Hallin, M. (2022) “The integrated copula spec-trum” to appear in Ann. Statist.

  • [8] Goto, Y., Suzuki, K., Xu, X., and Taniguchi, M. (2022). “Tests for the existence of group effects and interactions for two-way models with dependent errors” Ann. Inst. Statist. Math., DOI: 10.1007/s10463-022-00853-3

  • [7] Goto, Y., Arakaki, K., Liu, Y., and Taniguchi, M. (2022). “Homogeneity tests for one-way models with dependent errors under correlated groups” TEST, DOI: 10.1007/s11749-022-00828-9

  • [6] Goto, Y. (2022). “Tests for a structural break for non-negative integer-valued time series” To appear in Research Papers in Statistical Inference for Time Series and Related Models

  • [5] Goto, Y., Kaneko, T., Kojima, S., and Taniguchi, M. (2022). “Likelihood ratio processes under non-standard settings” Theory Probab. Appl. 67 (2), DOI: 10.4213/tvp5453

  • [4] Goto, Y. and Fujimori, K. (2022). “Test for conditional variance of integer-valued time series” Stat. Sin. 32(4), DOI: 10.5705/ss.202020.0357

  • [3] Goto, Y. (2020). “Estimation of Trigonometric Moments for Circular Distribution of MA(p) Type by Using Binary Series”, Sci. Math. Jpn. e-2020 33 2020-2 (in Editione Electronica), DOI: 10.32219/isms.84.1_39

  • [2] Goto, Y. and Taniguchi, M. (2020). “Discriminant analysis based on binary time series”, Metrika, 83 569-595, DOI: 10.1007/s00184-019-00746-1

  • [1] Goto, Y. and Taniguchi, M. (2019). “Robustness of zero crossings estimator”, J. Time Ser. Anal. 40 815 830, DOI: 10.1111/jtsa.12463

  • Books

  • [1] Goto, Y., Nagahata, H., Taniguchi, M., Monti, A.C., and Xu, X. “ANOVA with Dependent Error” SpringerBriefs in Statistics. Springer, https://doi.org/10.1007/978-981-99-4172-8

  • Submitted papers

  • “Residual Spectrum Applied in Brain Functional Connectivity” (with X. Zhang, B. Kedem, S. Chen). arXiv.2305.19461

  • “A test for counting sequences of integer-valued autoregressive models” (with Fujimori K.). arXiv.2307.10276

  • “Spectral clustering algorithm for the allometric extension model” (with Kawamoto, K. and Tsukuda, K.). arXiv.2309.06264

  • “On runs tests for directional data and their local and asymptotic optimality properties” (with Boucher, M., Francq, C., and Verdebout, T.).

  • Working papers

  • “Frequency domain approach to detect relevant change'' (with Y. Liu, and M. Taniguchi)

  • “A subsampling-based test to detect interregional differences among small-sample time series in marine study” (with Solvang, H.K., Taniguchi, M.)

  • “Parametric spectrum for noncausal and noninvertible heavy-tailed time series” (with Hideaki, N.)

  • “Optimal Testing for Random Individual Effects and Serial Dependence in Large $n$ Small $T$ Panels” (with Bennala, N., Paindaveine, D., Hallin, M., )