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Mituaki Huzii

Tokyo Institute of Technology

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Annals of the Institute of Statistical Mathematics | 1977

On a spectral estimate obtained by an autoregressive model fitting

Mituaki Huzii

Abstract : A stationary Gaussian process X(t) is considered which is expressed as an autoregressive process of infinite order. An autoregressive model of finite order K is fitted for this process and an estimate for the spectral density is obtained. The consistency and the asymptotic normality of this estimate under some conditions are shown. This estimate has an asymptotically efficient property in a sense under some conditions which are stronger than Berks conditions.

Journal of Time Series Analysis | 1981

ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT

Mituaki Huzii

Annals of the Institute of Statistical Mathematics | 1962

On a simplified method of the estimation of the correlogram for a stationary Gaussian process.

Mituaki Huzii

Kodai Mathematical Seminar Reports | 1964

On a simplified method of the estimation of the correlogram for a stationary Gaussian process, II

Mituaki Huzii

Annals of the Institute of Statistical Mathematics | 1970

On the variance of a simplified estimate of correlogram

Mituaki Huzii

Journal of Time Series Analysis | 1988

SOME PROPERTIES OF CONDITIONAL QUASI‐LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING

Mituaki Huzii

Journal of Time Series Analysis | 1995

ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS

Yoshihiro Usami; Mituaki Huzii

Journal of the Japan Statistical Society. Japanese issue | 1992

SOME PROPERTIES OF MOVING-AVERAGE MODEL FITTINGS

Minoru Tanaka; Mituaki Huzii

Annals of the Institute of Statistical Mathematics | 1971

Note on the estimation of correlogram by using transformed variables

Mituaki Huzii

Kodai Mathematical Seminar Reports | 1966

On the bias of a simplified estimate of correlogram

Mituaki Huzii

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Minoru Tanaka

Senshu University

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Yoshihiro Usami

Tokyo Institute of Technology

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