[Book]
・Taniguchi, M., Amano, T., Ogata, H. & Taniai, H. (2014). Statistical Inference for Financial Engineering. SpringerBriefs in Statistics. doi: bbm:978-3-319-03497-3/1

[Refereed paper]
・Ogata, H. (2005). Empirical likelihood approach for non Gaussian stationary processes. Scientiae Mathematicae Japonicae, 62, No.3, 429-438, :e2005, 465-474.
・Taniguchi, M., Shiraishi, H. & Ogata, H. (2007). Improved estimation for the autocovariances of a Gaussian stationary process. Statistics, 41, Issue.4, 269-277. doi: 10.1080/02331880701270515
・Ogata, H. & Taniguchi, M. (2009). Cressie-Read power-divergence statistics for non-Gaussian vector stationary processes. Scandinavian Journal of Statistics, 36, Issue.1, 141-156. doi: 10.1111/j.1467-9469.2008.00618.x
・Taniguchi, M., Ogata, H. & Shiraishi, H. (2009). Preliminary test estimation for regression models with long-memory disturbance. Communications in Statistics -Theory and Methods-, 38, Issue.16-17, 3213-3224. doi:10.1080/03610920902947741
・Kanai, H., Ogata, H.& Taniguchi, M. (2010). Estimating function approach for CHARN models. Metron, 68, Issue.1, 1-21. doi: 10.1007/BF03263521
・Ogata, H. & Taniguchi, M. (2010). An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation. Australian and New Zealand Journal of Statistics, 52, Issue.4, 451-468. doi: 10.1111/j.1467-842X.2010.00585.x
・Ogata, H. (2010). Empirical likelihood estimation for a class of stable processes. Journal of the Japan Statistical Society, 40, No.2, 207-219.
・Shiraishi, H., Ogata, H., Amano, T., Patilea, V., Veredas, D. & Taniguchi, M. (2012) Optimal portfolios with end-of-period target. Advances in Decision Sciences. 2012, Article ID 703465, 13pages. doi:10.1155/2012/703465
・Ogata, H. (2012). Estimation for non-Gaussian locally stationary processes with empirical likelihood method. Advances in Decision Sciences. 2012, Article ID 704693, 22pages. doi:10.1155/2012/704693
・Ogata, H. (2012). Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood. Advances in Decision Sciences. 2012, Article ID 973173, 8pages. doi:10.1155/2012/973173
・Dominicy, Y., H"{o}rmann, S., Ogata, H. & Veredas, D. (2013). On Sample Marginal Quantiles for Stationary Processes. Statistics and Probability Letters. 83, Issue.1, 28-36. doi:10.1016/j.spl.2012.07.016
・Ogata, H. (2013). Estimation for multivariate stable distributions with generalized empirical likelihood. Journal of Econometrics. 172, Issue.2, 248-254. doi: 10.1016/j.jeconom.2012.08.017
・Dominicy, Y., Ogata, H. & Veredas, D. (2013). Inference for vast dimensional elliptical distributions. Computational Statistics. 28, Issue.4, 1853-1880. doi: 10.1007/s00180-012-0384-3
・Ogata, H. (2014). Estimation of autocopulas. ASTE, Research Institute for Science and Engineering, Waseda University, Special Issue "Financial and Pension Mathematical Science" : Editor, M. Taniguchi. 10 19-24.
・Mohammadi, M., Mohammadpour, A. & Ogata, H. (2015). On estimating the tail index and the spectral measure of multivariate $alpha$-stable distributions. Metrika. 78, 549-561. https://doi.org/10.1007/s00184-014-0515-7.
・Abe, T., Ogata, H., Shiohama, T & Taniai, H. (2017). Circular autocorrelation of stationary circular Markov processes. Statistical Inference for Stochastic Processes. 20, 275-290. doi:10.1007/s11203-016-9154-0.
・Taniguchi, M., Kato, S., Ogata, H. & Pewsey, A. (2020). Models for circular data from time series spectra. Journal of Time Series Analysis. 41, Issue.6, 808-829. doi:10.1111/jtsa.12549
・Ogata, H. (2023). Copula Bounds for Circular Data. In: Liu, Y., Hirukawa, J., Kakizawa, Y. (eds) Research Papers in Statistical Inference for Time Series and Related Models. 389-402. Springer, Singapore.

[Other Publications]
・Conditional confidence intervals for a location-scale parameter family of distributions (with Masafumi Akahira). RIMS Kokyuroku, 1380, 80-93 (2004).
・Empirical likelihood approach for non-Gaussian locally stationary processes. Proceedings 1st Waseda-Brussels Seminar on Time Series and Statistical Finance, Hakone, Japan. (2007)
・Application of empirical likelihood method to dependent stable distributions. Proceedings 3rd Waseda-Brussels Seminar on Time Series and Statistical Finance, Izu, Japan. (2008)
・Application of empirical likelihood method to time series model. RIMS Kokyuroku, 1621, 88-103 (2009).
・Estimation for multivariate stable distributions. RIMS Kokyuroku, 1758, 100-108 (2011).

応用統計学会(編集委員(2022-2023年度))
日本統計学会(企画・行事委員(2021.6-))
日本統計学会(日本統計学会誌 Journal of the Japan Statistical Society 編集委員(2013.6-2017.5))
日本数学会(学会発行誌 '数学' 常任編集委員(2011.7-2013.6))

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