• 27 Citations
  • 4 h-Index
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Fingerprint Dive into the research topics where Daisuke Nagakura is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Random Coefficient Models Mathematics
Gaussian Model Mathematics
Unit Root Mathematics
State-space Model Mathematics
Spurious Regression Mathematics
Locally Best Invariant Test Mathematics
Autoregressive Model Mathematics
Unit Root Tests Mathematics

Research Output 2008 2019

  • 27 Citations
  • 4 h-Index
  • 10 Article
Gaussian Model
State-space Model
Covariance matrix

On the relationship between the matrix operators, vech and vecd

Nagakura, D., 2017 Aug 30, (Accepted/In press) In : Communications in Statistics - Theory and Methods. p. 1-17 17 p.

Research output: Contribution to journalArticle

Operator Matrix
Heteroscedastic Model
Wald Test
Conditional Model
1 Citation (Scopus)
Market microstructure noise
State space
Integrated variance
Realized variance
Microstructure noise
3 Citations (Scopus)

Asymmetry in government bond returns

Fujiwara, I., Körber, L. M. & Nagakura, D., 2013 Aug, In : Journal of Banking and Finance. 37, 8, p. 3218-3226 9 p.

Research output: Contribution to journalArticle

Bond returns
Government bonds
1 Citation (Scopus)

Explicit vector expression of exact score for time series models in state space form

Nagakura, D., 2013 Jul, In : Statistical Methodology. 13, p. 69-74 6 p.

Research output: Contribution to journalArticle

Space Form
Time Series Models
State Space
Gaussian Model
State-space Model