Author

Junichi Hirukawa

Observed names: Hirukawa, Junichi, JUNICHI HIRUKAWA, 蛭川, 潤一

Institution: Nanzan University

Observed institutions: Nanzan University, Waseda University, Niigata University

ORCID: 0000-0001-7934-5033

Observed ORCID: 0000-0001-7934-5033

OpenAlex ID: A5036045223

Optimal Statistical Inference in Financial Engineering

2007 · Masanobu Taniguchi, Junichi Hirukawa, et al. · Chapman & Hall/CRC eBooks · 16

Generalized information criterion

2011 · Masanobu Taniguchi, Junichi Hirukawa · Journal of Time Series Analysis · 15

LAN theorem for non-Gaussian locally stationary processes and its applications

2004 · Junichi Hirukawa, Masanobu Taniguchi · Journal of Statistical Planning and Inference · 14

The Stein–James estimator for short- and long-memory Gaussian processes

2005 · Masanobu Taniguchi, Junichi Hirukawa · Biometrika · 13

Cluster Analysis for Non-gaussian Locally Stationary Processes

2006 · JUNICHI HIRUKAWA · International Journal of Theoretical and Applied Finance · 11

Discriminant Analysis for Multivariate Non-gaussian Locally Stationary Processes

2004 · Junichi Hirukawa · Scientiae mathematicae Japonicae · 7

Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi

2023 · Yan Liu, Junichi Hirukawa, et al. · Springer eBooks · 2

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Statistical Estimation of Portfolios for Dependent Financial Returns

2012 · Masanobu Taniguchi, Cathy W. S. Chen, et al. · Advances in Decision Sciences · 2

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Generalized Information Criteria in Model Selection for Locally Stationary Processes

2008 · Junichi Hirukawa, Hiroko Solvang Kato, et al. · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 2

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Time series regression models with locally stationary disturbance

2017 · Junichi Hirukawa · Statistical Inference for Stochastic Processes · 1

Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance

2012 · Junichi Hirukawa, Mako Sadakata · Advances in Decision Sciences · 1

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Rank-based Inference for Multivariate Nonlinear and Long-memory Time Series Models

2010 · Junichi Hirukawa, Hiroyuki Taniai, et al. · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 1

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A Second-Order Extension of Hájek's Convolution Theorem with Statistical Applications

2026 · Hirukawa, Junichi, Taniguchi, Masanobu, et al. · arXiv (Cornell University)

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Sparse estimators for multivariate integer-valued autoregressive models with applications to inference for Hawkes processes

2026 · Kou Fujimori, Hiroshi Shiraishi, et al. · Stochastic Processes and their Applications

The Generalized Local-to-Unity Models with Locally Stationary Innovations

2026 · 蛭川, 潤一 · Institutional Repositories DataBase (IRDB)

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Rank Tests for Randomness Against Time-Varying MA Alternative

2023 · Junichi Hirukawa, Shunsuke Sakai · Springer eBooks

Inference for Non-Stationary Heavy Tailed Time Series

2022 · Akashi, Fumiya, Fokianos, Konstantinos, et al. · arXiv (Cornell University)

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Asymptotic properties of mildly explosive processes with locally stationary disturbance

2020 · Junichi Hirukawa, Sangyeol Lee · Metrika

Testing linear relationships between non-constant variances of economic variables

2020 · Junichi Hirukawa, Hamdi Raïssi · Economic Modelling

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Multiperiod Problem for Portfolio Theory