Elsewhere: [math people] [google] [google scholar]

- Approximation to the limiting distribution of $t$- and $F$-statistics in testing for seasonal unit roots. Econometric Theory 2001. 17:711-737 .
- Unit root seasonal autoregressive models with a polynomial trend of higher degree. Econometric Theory 2001. 17:357-385 .
- Independence of double Wiener integrals. Econometric Theory 2001. 17:1143-1155 .
- Asymptotic distributions for unit root test statistics in nearly integrated seasonal autoregressive models. Econometric Theory 2000. 16:200-230 .
- Asymptotic moments of some unit root test statistics in the null case. Econometric Theory 1999. 15:139-149 .
- Approximations to some exact distributions in the first order autoregressive model with dependent errors. Econometric Reviews 1995. 14:421-457 .
- Acknowledgment of priority to ``Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative'' (V16 p218-235). The Annals of Statistics 1994. 22:563-563 .
- Local asymptotic distribution related to the AR$(1)$ model with dependent errors. Journal of Econometrics 1994. 62:229-264 .
- Acknowledgment of Priority: Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative. The Annals of Statistics 1994. 22:563-563 .
- Consistency and coincidence of election outcomes in a large population of voters with orthant probabilities. Journal of the Japan Statistical Society 1994. 24:47-58 .
- Coincidence of two failure rate models. Communications in Statistics: Theory and Methods 1993. 22:781-785 .
- Limiting moment generating function of Cramér-von Mises-Smirnov goodness of fit statistics under null and local alternatives. Journal of the Japan Statistical Society 1992. 22:113-122 .
- A general approach to the limiting distribution for estimators in time series regression with nonstable autoregressive errors. Econometrica 1990. 58:145-163 .
- Limiting power of unit-root tests in time-series regression. Journal of Econometrics 1990. 46:247-271 .
- Asymptotic distributions of test statistics for the constancy of regression coefficients under a sequence of random walk alternatives. Journal of the Japan Statistical Society 1989. 19:23-33 .
- Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative. The Annals of Statistics 1988. 16:218-235 .
- On Aki's nonparametric test for symmetry. Annals of the Institute of Statistical Mathematics 1987. 39:473-482 .
- Transformations preserving normality and Wishart-ness. Journal of Multivariate Analysis 1986. 20:251-264 .
- On a condition for the log-rank test to be a locally optimal rank test. Journal of Statistical Planning and Inference 1986. 13:403-405 .
- Approximate distributions of the periodogram and related statistics under normality. Econometric Theory 1986. 2:33-65 .
- Asymptotic expansions for the sum of series used in sequential analysis. Journal of Statistical Computation and Simulation 1983. 16:223-240 .
- Joint moments of the number of + runs and the number of + signs in a random sequence. Annals of the Institute of Statistical Mathematics 1983. 35:321-328 .
- Absolute moments in 3-dimensional normal distribution. Annals of the Institute of Statistical Mathematics 1952. 4:15-30 .
- Note on the moments of the transformed correlation. Annals of the Institute of Statistical Mathematics 1951. 3:2-6 .
- Absolute moments in 2-dimensional normal distribution. Annals of the Institute of Statistical Mathematics 1951. 3:1-1 .
- On a relation between exponential law and Poisson’s law. Annals of the Institute of Statistical Mathematics 1950. 2:13-16 .