Author

Yukio Kasahara

Observed names: Kasahara, Yukio, Y. Kasahara

Institution: Hokkaido University

Observed institutions: Hokkaido University, The University of Tokyo

OpenAlex ID: A5055142712

Explicit representation of finite predictor coefficients and its applications

2006 · Akihiko Inoue, Yukio Kasahara · The Annals of Statistics · 33

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Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization

2005 · V. Anh, A. Inoue, et al. · Stochastic Analysis and Applications · 25

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Duals of random vectors and processes with applications to prediction problems with missing values

2009 · Yukio Kasahara, Mohsen Pourahmadi, et al. · Statistics & Probability Letters · 19

Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing

2003 · Akihiko Inoue, Yukio Kasahara · Journal of Multivariate Analysis · 17

A prediction problem in $L^2 (w)$

2006 · Mohsen Pourahmadi, Akihiko Inoue, et al. · Proceedings of the American Mathematical Society · 15

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Verblunsky coefficients and Nehari sequences

2013 · Yukio Kasahara, Nicholas H. Bingham · Transactions of the American Mathematical Society · 13

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An explicit representation of Verblunsky coefficients

2011 · N.H. Bingham, Akihiko Inoue, et al. · Statistics & Probability Letters · 12

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On the asymptotic behavior of the prediction error of a stationary process

1998 · A. Inoue, Yukio Kasahara · EPrints - Department of Mathematics, Hokkaido University · 10

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Baxter’s inequality for finite predictor coefficients of multivariate long-memory stationary processes

2017 · Akihiko Inoue, Yukio Kasahara, et al. · Bernoulli · 9

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The intersection of past and future for multivariate stationary processes

2015 · Akihiko Inoue, Yukio Kasahara, et al. · Proceedings of the American Mathematical Society · 6

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Coefficient stripping in the matricial Nehari problem

2017 · Yukio Kasahara, Nicholas H. Bingham · Journal of Approximation Theory · 4

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Rigidity for Matrix-Valued Hardy Functions

2015 · Yukio Kasahara, Akihiko Inoue, et al. · Integral Equations and Operator Theory · 4

Matricial Baxter's theorem with a Nehari sequence

2018 · Yukio Kasahara, Nicholas H. Bingham · Mathematische Nachrichten · 3

Asymptotics for Prediction Errors of Stationary Processes with Reflection Positivity

2000 · A. Inoue, Y. Kasahara · Journal of Mathematical Analysis and Applications · 3

Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle

2018 · Akihiko Inoue, Yukio Kasahara · Journal of Mathematical Analysis and Applications · 2

Baxter’s inequality for fractional Brownian motion-type processes with Hurst index less than

2008 · Akihiko Inoue, Yukio Kasahara, et al. · Statistics & Probability Letters · 1

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Representation theorems for finite predictors of multivariate stationary processes

2015 · Akihiko Inoue, Yukio Kasahara, et al. · arXiv (Cornell University)

Applications of a finite-dimensional duality principle to some prediction problems

2007 · Kasahara, Yukio, Pourahmadi, Mohsen, et al. · EPrints - Department of Mathematics, Hokkaido University

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Works count: 18

Citation count: 176

H-index: 9

I10-index: 8