Katsuto Tanaka

1.4k total citations
33 papers, 837 citations indexed

About

Katsuto Tanaka is a scholar working on Finance, Statistics and Probability and General Economics, Econometrics and Finance. According to data from OpenAlex, Katsuto Tanaka has authored 33 papers receiving a total of 837 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 15 papers in Statistics and Probability and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Katsuto Tanaka's work include Financial Risk and Volatility Modeling (19 papers), Stochastic processes and financial applications (9 papers) and Statistical Distribution Estimation and Applications (8 papers). Katsuto Tanaka is often cited by papers focused on Financial Risk and Volatility Modeling (19 papers), Stochastic processes and financial applications (9 papers) and Statistical Distribution Estimation and Applications (8 papers). Katsuto Tanaka collaborates with scholars based in Japan, Singapore and China. Katsuto Tanaka's co-authors include Seiji Nabeya, Richard Davis, Stephen Satchell, Hisashi Ohsaki, Koichi Maekawa, Weilin Xiao, Jun Yu and Kenji Nakamura and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

In The Last Decade

Katsuto Tanaka

28 papers receiving 784 citations

Peers

Countries citing papers authored by Katsuto Tanaka

Since Specialization

Citations

This map shows the geographic impact of Katsuto Tanaka's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Katsuto Tanaka with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Katsuto Tanaka more than expected).

Fields of papers citing papers by Katsuto Tanaka

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Katsuto Tanaka. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Katsuto Tanaka. The network helps show where Katsuto Tanaka may publish in the future.

Co-authorship network of co-authors of Katsuto Tanaka

This figure shows the co-authorship network connecting the top 25 collaborators of Katsuto Tanaka. A scholar is included among the top collaborators of Katsuto Tanaka based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Katsuto Tanaka. Katsuto Tanaka is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

#	Work	Indexed citations
1	Brownian Motion, the Fredholm Determinant, and Time Series Analysis 2024 ·Cambridge University Press eBooks ·Katsuto Tanaka	0
2	Comparison of the LS-based estimators and the MLE for the fractional Ornstein–Uhlenbeck process 2020 ·Statistical Inference for Stochastic Processes ·Katsuto Tanaka	2
3	Maximum Likelihood Estimation for the Fractional Vasicek Model 2020 ·Econometrics ·Katsuto Tanaka, Weilin Xiao, Jun Yu	14
4	Time Series Analysis 2017 ·Wiley series in probability and statistics ·Katsuto Tanaka	11
5	Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process 2014 ·Statistical Inference for Stochastic Processes ·Katsuto Tanaka	18
6	LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS 2014 ·Econometric Theory ·Katsuto Tanaka	1
7	Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process 2013 ·Statistical Inference for Stochastic Processes ·Katsuto Tanaka	26
8	On the distribution of quadratic functionals of the ordinary and fractional Brownian motions 2008 ·Journal of Statistical Planning and Inference ·Katsuto Tanaka	0
9	K-Asymptotics Associated with Deterministic Trends in Integrated and Near-Integrated Processes 2001 ·Japanese Economic Review ·Katsuto Tanaka	1
10	THE NONSTATIONARY FRACTIONAL UNIT ROOT 1999 ·Econometric Theory ·Katsuto Tanaka	141
11	Acknowledgment of Priority: Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative 1994 ·The Annals of Statistics ·Seiji Nabeya, Katsuto Tanaka	2
12	Testing for a Moving Average Unit Root 1990 ·Econometric Theory ·Katsuto Tanaka	67
13	Professor Michio Hatanaka 1990 ·Econometric Theory ·Koichi Maekawa, Katsuto Tanaka	0
14	Aproximate Distributions of the Periodogram and Related Statistics under Normality 1986 ·Econometric Theory ·Seiji Nabeya, Katsuto Tanaka	1
15	An Asymptotic Expansion Associated with the Maximum Likelihood Estimators in Arma Models 1984 ·Journal of the Royal Statistical Society Series B (Statistical Methodology) ·Katsuto Tanaka	49
16	The sampling distributions of the predictor for an autoregressive model under misspecifications 1984 ·Journal of Econometrics ·Katsuto Tanaka, Koichi Maekawa	11
17	Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean 1983 ·Econometrica ·Katsuto Tanaka	35
18	Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients 1983 ·Econometrica ·Katsuto Tanaka	18
19	The One-Sided Lagrange Multiplier Test of the AR (p) Model vs the AR (p) Model with Measurement Error 1983 ·Journal of the Royal Statistical Society Series B (Statistical Methodology) ·Katsuto Tanaka	7
20	Estimation for Transients in the Frequency Domain 1983 ·Journal of the American Statistical Association ·Katsuto Tanaka	1

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact