Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations. - Naoto Kunitomo; Yukitoshi Matsushita (J. Multivar. Anal., 2009)

The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise. - Naoto Kunitomo; Seisho Sato (Math. Comput. Simul., 2011)