Statistical analysis for multiplicatively modulated nonlinear autoregressive model and its applications to electrophysiological signal analysis in humans. - Hiroko Kato; Masanobu Taniguchi; Manabu Honda (IEEE Trans. Signal Process., 2006)

Optimal Statistical Inference in Financial Engineering. - Masanobu Taniguchi (International Encyclopedia of Statistical Science, 2011)

Statistical Estimation for CAPM with Long-Memory Dependence. - Tomoyuki Amano; Tsuyoshi Kato; Masanobu Taniguchi (Adv. Decis. Sci., 2012)

Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables. - Kenta Hamada; Wei Ye Dong; Masanobu Taniguchi (Adv. Decis. Sci., 2012)

Optimal Portfolios with End-of-Period Target. - Hiroshi Shiraishi; Hiroaki Ogata; Tomoyuki Amano; Valentin Patilea; David Veredas; Masanobu Taniguchi (Adv. Decis. Sci., 2012)

Statistical Estimation of Portfolios for Dependent Financial Returns. - Masanobu Taniguchi; Cathy W. S. Chen; Junichi Hirukawa; Hiroshi Shiraishi; Kenichiro Tamaki; David Veredas (Adv. Decis. Sci., 2012)

Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities. - Yan Liu 033; Hideaki Nagahata; Hirotaka Uchiyama; Masanobu Taniguchi (Commun. Stat. Simul. Comput., 2017)

Higher-order asymptotic theory of shrinkage estimation for general statistical models. - Hiroshi Shiraishi; Masanobu Taniguchi; Takashi Yamashita (J. Multivar. Anal., 2018)

Shrinkage estimators of BLUE for time series regression models. - Yujie Xue; Masanobu Taniguchi; Tong Liu (J. Multivar. Anal., 2024)