Akihiko Inoue

Identifiers

• name variant Akihiko Inoue 0.60 · backfill

Papers (14)

1. Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes math.PR · 2015 · author #1
2. A Vasicek-type short rate model with memory effect math.PR · 2015 · author #1
3. The intersection of past and future for multivariate stationary processes math.PR · 2015 · author #1
4. An explicit representation of Verblunsky coefficients math.PR · 2011 · author #2
5. Dynamic risk diversification and insurance premium principles math.PR · 2009 · author #2
6. Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 math.PR · 2008 · author #1
7. Optimal intertemporal risk allocation applied to insurance pricing q-fin.PR · 2007 · author #2
8. Applications of a finite-dimensional duality principle to some prediction problems math.PR · 2007 · author #3
9. Prediction of Fractional Processes with Long-range Dependence math.PR · 2007 · author #1
10. AR and MA representation of partial autocorrelation functions, with applications math.SP · 2007 · author #1
11. Optimal long term investment model with memory math.PR · 2005 · author #1
12. Binary market models with memory math.PR · 2004 · author #1
13. Linear filtering of systems with memory math.PR · 2004 · author #1
14. Explicit representation of finite predictor coefficients and its applications math.ST · 2004 · author #1

Mentions

• 1507.02848 #1 · backfill · confidence 0.70 Akihiko Inoue
• 1504.01542 #1 · backfill · confidence 0.70 Akihiko Inoue
• 1501.00625 #1 · backfill · confidence 0.70 Akihiko Inoue
• 1109.4513 #2 · backfill · confidence 0.70 Akihiko Inoue
• 0906.1632 #2 · backfill · confidence 0.70 Akihiko Inoue
• 0801.2509 #1 · backfill · confidence 0.70 Akihiko Inoue
• 0711.1143 #2 · backfill · confidence 0.70 Akihiko Inoue
• 0708.3895 #3 · backfill · confidence 0.70 Akihiko Inoue
• 0708.3631 #1 · backfill · confidence 0.70 Akihiko Inoue

Frequent Coauthors

• Yukio Kasahara 6 shared papers
• Yumiharu Nakano 5 shared papers
• Mohsen Pourahmadi 3 shared papers
• Kei Fukuda 2 shared papers
• Vo Van Anh 2 shared papers
• N.H. Bingham 1 shared papers
• Punam Phartyal 1 shared papers
• Shingo Moriuchi 1 shared papers
• Vo Anh 1 shared papers
• Yusuke Nakamura 1 shared papers