Yabe Ryota
Academic Assembly School of Humanities and Social Sciences Institute of Social Sciences
Faculty of Economics and Law Department of Economics
Associate Professor
Researcher Information
Research activity information
Paper
- Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)
Ryota Yabe
Statistics and Probability Letters, 125, 220-226, 01 Jun. 2017, Refereed - Variable selection and structure identification for varying coefficient Cox models
Toshio Honda and Ryota Yabe
arXiv:1607.05415, 19 Jul. 2016, Refereed - Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1)
Ryota Yabe
Journal of Time Series Analysis, 33(4), 533-541, Oct. 2011
Lectures, oral presentations, etc.
- Wald-type test for conditional moving average unit root
矢部竜太
日本計算機統計学会第 38 回シンポジウム, 26 Oct. 2024, Not invitedWald-type test for Conditional Moving Average Unit Root
矢部竜太
2024年度統計関連学会連合大会, 03 Sep. 2024, Not invitedWald-type test for Conditional Moving Average Unit Root
Ryota Yabe
COMPSTAT 2024, 27 Aug. 2024, COMPSTAT 2024, Not invitedDickey–Fuller type test for moving average unit root
Ryota Yabe
IMS APRM 2024, 07 Jan. 2024, Not invited