劉 言

最終更新日時: 2018/11/27 00:00:01

印刷する

氏名(漢字/フリガナ/アルファベット表記)
劉 言/リユウ ゲン/Liu, Yan
所属部署・職名(部局/所属/講座等/職名)
情報学研究科/システム科学専攻システム構成論講座/助教
学部兼担
部局 所属 講座等 職名
工学部
連絡先住所
種別 住所(日本語) 住所(英語)
職場 京都市左京区吉田本町 Yoshida-honmachi, Sakyo-ku, Kyoto 606-8501, Japan
連絡先電話番号
種別 番号
職場 075-753-9102
電子メールアドレス
メールアドレス
yan.liu @ i.kyoto-u.ac.jp
所属学会(国内)
学会名(日本語) 学会名(英語)
日本数学会 The Mathematical Society of Japan
日本統計学会 The Japan Statistical Society
取得学位
学位名(日本語) 学位名(英語) 大学(日本語) 大学(英語) 取得区分
修士(理学) Master of Science 早稲田大学 Waseda University
博士(理学) Doctor of Science 早稲田大学 Waseda University
職歴
期間 組織名(日本語) 組織名(英語) 職名(日本語) 職名(英語)
2014/04/01〜2015/03/31 日本学術振興会 Japan Society for the Promotion of Science 特別研究員(DC2) Research Fellowship for Young Scientists (DC2)
2015/04/01〜2016/03/31 日本学術振興会 Japan Society for the Promotion of Science 特別研究員(PD) Research Fellowship for Young Scientists (PD)
2016/04/01〜2017/03/31 早稲田大学 Waseda University 助手 Research Associate
2017/04/01〜2017/11/30 早稲田大学 Waseda University 助教 Assistant Professor
個人ホームページ
URL
https://yliustat.github.io/
ORCID ID
https://orcid.org/0000-0002-7079-6644
researchmap URL
https://researchmap.jp/7000017458
研究テーマ
(日本語)
数理統計学,時系列解析,計量経済学,機械学習,統計科学,データサイエンス
(英語)
Mathematical Statistics, Time Series Analysis, Econometrics, Machine Learning, Statistics and Data Science
研究概要
(日本語)
経済・金融などで観測される時系列データは、数理的に展開されてきた確率・統計のモデルで捉えきれない様相を示す。私は非正則な時系列モデルに対する数理的な解析と手法の開発に携わってきた。とりわけ重い裾をもつ時系列データと高次元時系列データについて様々な統計的方法を提案し、その性質を評価した。今後は計算速度なども考慮に入れ、モデル選択やモデルに対する解釈を含めたより広い視点による統計的解析を実現したい。
(英語)
Time series data observed in economics, finance and so on have many aspects which the probabilistic and statistical models we studied so far do not have. I have been involved in the mathematical analysis and method development for non-regular time series models. In particular, I proposed several statistical methods and evaluated their performance for heavy-tailed and high-dimensional time series data. Taking computational aspects into consideration, I will accomplish statistical methodology for such time series data from broader viewpoints of model selection and interpretation of the model.
論文
著者 著者(日本語) 著者(英語) タイトル タイトル(日本語) タイトル(英語) 書誌情報等 書誌情報等(日本語) 書誌情報等(英語) 出版年月 査読の有無 記述言語 掲載種別 公開
Liu, Yan; Tamura, Yurie; Taniguchi, Masanobu Liu, Yan; Tamura, Yurie; Taniguchi, Masanobu Liu, Yan; Tamura, Yurie; Taniguchi, Masanobu Asymptotic theory of test statistic for sphericity of high-dimensional time series Asymptotic theory of test statistic for sphericity of high-dimensional time series Asymptotic theory of test statistic for sphericity of high-dimensional time series Journal of Time Series Analysis, 39, 3, 402-416 Journal of Time Series Analysis, 39, 3, 402-416 Journal of Time Series Analysis, 39, 3, 402-416 2018 英語 公開
Akashi, Fumiya; Dette, Holger; Liu, Yan Akashi, Fumiya; Dette, Holger; Liu, Yan Akashi, Fumiya; Dette, Holger; Liu, Yan Change-point detection in autoregressive models with no moment assumptions Change-point detection in autoregressive models with no moment assumptions Change-point detection in autoregressive models with no moment assumptions Journal of Time Series Analysis, 39, 5, 763-786 Journal of Time Series Analysis, 39, 5, 763-786 Journal of Time Series Analysis, 39, 5, 763-786 2018 英語 公開
Liu, Yan Liu, Yan Liu, Yan Statistical inference for quantiles in the frequency domain Statistical inference for quantiles in the frequency domain Statistical inference for quantiles in the frequency domain Statistical Infrence for Stochanstic Processes, 20, 3, 369-386 Statistical Infrence for Stochanstic Processes, 20, 3, 369-386 Statistical Infrence for Stochanstic Processes, 20, 3, 369-386 2017 英語 公開
Liu, Yan; Nagahata, Hideaki; Uchiyama, Hirotaka; Taniguchi Masanobu Liu, Yan; Nagahata, Hideaki; Uchiyama, Hirotaka; Taniguchi Masanobu Liu, Yan; Nagahata, Hideaki; Uchiyama, Hirotaka; Taniguchi Masanobu Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Communications in Statistics - Simulation and Computation, 46, 10, 8014-8027 Communications in Statistics - Simulation and Computation, 46, 10, 8014-8027 Communications in Statistics - Simulation and Computation, 46, 10, 8014-8027 2017 英語 公開
Liu, Yan Liu, Yan Liu, Yan Robust parameter estimation for stationary processes by an exotic disparity from prediction problem Robust parameter estimation for stationary processes by an exotic disparity from prediction problem Robust parameter estimation for stationary processes by an exotic disparity from prediction problem Statistics & Probability Letters, 129, 120-130 Statistics & Probability Letters, 129, 120-130 Statistics & Probability Letters, 129, 120-130 2017 英語 公開
Suto, Yoshihiro; Liu, Yan; Taniguchi, Masanobu Suto, Yoshihiro; Liu, Yan; Taniguchi, Masanobu Suto, Yoshihiro; Liu, Yan; Taniguchi, Masanobu Asymptotic theory of parameter estimation by a contrast function based on interpolation error Asymptotic theory of parameter estimation by a contrast function based on interpolation error Asymptotic theory of parameter estimation by a contrast function based on interpolation error Statistical Inference for Stochastic Processes, 19, 1, 93-110 Statistical Inference for Stochastic Processes, 19, 1, 93-110 Statistical Inference for Stochastic Processes, 19, 1, 93-110 2016/04 英語 公開
Liu, Yan Liu, Yan Liu, Yan Optimal portfolio of the Government Pension Investment Fund based on the systemic risk evaluated by a new asymmetric copula Optimal portfolio of the Government Pension Investment Fund based on the systemic risk evaluated by a new asymmetric copula Optimal portfolio of the Government Pension Investment Fund based on the systemic risk evaluated by a new asymmetric copula Advances in Science, Technology and Environmentology, B13, 21-38 Advances in Science, Technology and Environmentology, B13, 21-38 Advances in Science, Technology and Environmentology, B13, 21-38 2016 英語 公開
Liu, Yan Liu, Yan Liu, Yan Variance stabilizing properties of Box-Cox transformation for dependent observations. Variance stabilizing properties of Box-Cox transformation for dependent observations. Variance stabilizing properties of Box-Cox transformation for dependent observations. Advances in Science, Technology and Environmentology, B12, 63-70 Advances in Science, Technology and Environmentology, B12, 63-70 Advances in Science, Technology and Environmentology, B12, 63-70 2015 英語 公開
Akashi, Fumiya; Liu, Yan; Taniguchi, Masanobu Akashi, Fumiya; Liu, Yan; Taniguchi, Masanobu Akashi, Fumiya, Liu, Yan and Taniguchi, Masanobu An empirical likelihood approach for symmetric α-stable processes An empirical likelihood approach for symmetric α-stable processes An empirical likelihood approach for symmetric α-stable processes Bernoulli, 21, 4, 2093-2119 Bernoulli, 21, 4, 2093-2119 Bernoulli, 21, 4, 2093-2119 2015 英語 公開
Liu, Yan Liu, Yan Liu, Yan Asymptotic Theory for Non-standard Estimating Function and Self-normalized Method in Time Series Analysis Asymptotic Theory for Non-standard Estimating Function and Self-normalized Method in Time Series Analysis Asymptotic Theory for Non-standard Estimating Function and Self-normalized Method in Time Series Analysis Waseda University Waseda University Waseda University 2015 英語 学位論文(博士) 公開
Liu, Yan Liu, Yan Liu, Yan Asymptotics for M-estimators in time series Asymptotics for M-estimators in time series Asymptotics for M-estimators in time series Advances in Science, Technology and Environmentology, B10, 55-67 Advances in Science, Technology and Environmentology, B10, 55-67 Advances in Science, Technology and Environmentology, B10, 55-67 2014 英語 公開
Liu, Yan Liu, Yan Liu, Yan Asymptotic moments of symmetric self-normalized sums Asymptotic moments of symmetric self-normalized sums Asymptotic moments of symmetric self-normalized sums Scientiae Mathematicae Japonicae, 77, 1, 59-67 Scientiae Mathematicae Japonicae, 77, 1, 59-67 Scientiae Mathematicae Japonicae, 77, 1, 59-67 2013 英語 公開

  • <<
  • >>
  • 表示
タイトル言語:
Misc
著者 著者(日本語) 著者(英語) タイトル タイトル(日本語) タイトル(英語) 書誌情報等 書誌情報等(日本語) 書誌情報等(英語) 出版年月 査読の有無 記述言語 掲載種別 公開
Liu, Yan Liu, Yan Liu, Yan From prediction and interpolation problem to parameter estimation problem of time series From prediction and interpolation problem to parameter estimation problem of time series From prediction and interpolation problem to parameter estimation problem of time series 日本数学会統計数学分科会講演アブストラクト, 99-118 日本数学会統計数学分科会講演アブストラクト, 99-118 , 99-118 2018/09 英語 研究発表要旨(全国大会、その他学術会議) 公開
Liu, Yan Liu, Yan Liu, Yan Statistical inference for quantiles in frequency domain Statistical inference for quantiles in frequency domain Statistical inference for quantiles in frequency domain Hokkaido International Symposium Hokkaido International Symposium Hokkaido International Symposium 2016 英語 会議報告等 公開
Liu, Yan Liu, Yan Liu, Yan Minimum contrast estimation for spectral densities based on exotic disparity Minimum contrast estimation for spectral densities based on exotic disparity Minimum contrast estimation for spectral densities based on exotic disparity 新潟シンポジウム 新潟シンポジウム 2014 英語 会議報告等 公開
Liu, Yan Liu, Yan Liu, Yan Robust estimation of frequencies Robust estimation of frequencies Robust estimation of frequencies 奈良シンポジウム 奈良シンポジウム 2014 英語 会議報告等 公開
Liu, Yan Liu, Yan Liu, Yan Asymptotics for M-estimators in time series Asymptotics for M-estimators in time series Asymptotics for M-estimators in time series 金沢シンポジウム 金沢シンポジウム 2013 英語 会議報告等 公開
タイトル言語:
講演・口頭発表等
タイトル タイトル(日本語) タイトル(英語) 会議名 会議名(日本語) 会議名(英語) 主催者 主催者(日本語) 主催者(英語) 開催年月日 記述言語 会議種別 公開
A test for missingness in time series A test for missingness in time series A test for missingness in time series Waseda International Symposium Waseda International Symposium Waseda International Symposium 2018/10 英語 公開
A new perspective of parameter estimation of stationary time series A new perspective of parameter estimation of stationary time series A new perspective of parameter estimation of stationary time series Nanzan International Symposium Nanzan International Symposium Nanzan International Symposium 2018/10 英語 公開
Sphericity test for high-dimensional time series Sphericity test for high-dimensional time series Sphericity test for high-dimensional time series 大規模統計モデリングと計算統計V 大規模統計モデリングと計算統計V 2018/09 日本語 公開
高次元時系列の球面性検定 高次元時系列の球面性検定 高次元時系列の球面性検定 2018年度統計関連学会連合大会 2018年度統計関連学会連合大会 Japanese Joint Statistical Meeting 2018/09 日本語 公開
From prediction and interpolation problem to parameter estimation problem of time series[招待あり] From prediction and interpolation problem to parameter estimation problem of time series [招待あり] From prediction and interpolation problem to parameter estimation problem of time series [招待あり] 2018年度日本数学会秋季総合分科会 2018年度日本数学会秋季総合分科会 2018/09 日本語 公開
Robust Gel Test in Infinite Variance Processes and Its Application to Change Point Tests Robust Gel Test in Infinite Variance Processes and Its Application to Change Point Tests Robust Gel Test in Infinite Variance Processes and Its Application to Change Point Tests Kagawa International Symposium Kagawa International Symposium Kagawa International Symposium 2018/03 英語 公開
Robust parameter estimation for irregularly observed stationary process Robust parameter estimation for irregularly observed stationary process Robust parameter estimation for irregularly observed stationary process Kyoto International Seminar Kyoto International Seminar Kyoto International Seminar 2017/10 英語 公開
Asymptotics of test statistic for sphericity of high-dimensional time series without diagonalizability condition Asymptotics of test statistic for sphericity of high-dimensional time series without diagonalizability condition Asymptotics of test statistic for sphericity of high-dimensional time series without diagonalizability condition Waseda International Symposium Waseda International Symposium Waseda International Symposium 2017/10 英語 公開
Self-weighted GEL methods for linear hypothesis in infinite variance processes and its application to change point tests Self-weighted GEL methods for linear hypothesis in infinite variance processes and its application to change point tests Self-weighted GEL methods for linear hypothesis in infinite variance processes and its application to change point tests Waseda International Symposium Waseda International Symposium Waseda International Symposium 2017/10 英語 公開
Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Statistical Seminar at University of Malaya Statistical Seminar at University of Malaya Statistical Seminar at University of Malaya 2017/09 英語 公開
A test for stationary by copula spectral density A test for stationary by copula spectral density A test for stationary by copula spectral density 2017年度日本数学会秋季総合分科会 2017年度日本数学会秋季総合分科会 2017/09 日本語 公開
Linear discriminant analysis for high-dimensional time series Linear discriminant analysis for high-dimensional time series Linear discriminant analysis for high-dimensional time series 2017年度統計関連学会連合大会 2017年度統計関連学会連合大会 2017/09 英語 公開
Robust interpolation problem in Lp Robust interpolation problem in Lp Robust interpolation problem in Lp 1st International Conference on Econometrics and Statistics 1st International Conference on Econometrics and Statistics 1st International Conference on Econometrics and Statistics 2017/06/17 英語 公開
Change Point detection by self-weighted empirical likelihood method and its application to real data Change Point detection by self-weighted empirical likelihood method and its application to real data Change Point detection by self-weighted empirical likelihood method and its application to real data Statistical Seminar at National Tsing Hua University Statistical Seminar at National Tsing Hua University Statistical Seminar at National Tsing Hua University 2017/05 英語 公開
Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Statistical Seminar at Sun Yat-sen University Statistical Seminar at Sun Yat-sen University Statistical Seminar at Sun Yat-sen University 2017/05 英語 公開
Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities WIRP workshop WIRP workshop WIRP workshop 2017/04 日本語 ポスター発表 公開
Statistical inference for quantiles in frequency domain Statistical inference for quantiles in frequency domain Statistical inference for quantiles in frequency domain Keio International Symposium Keio International Symposium Keio International Symposium 2017/03 英語 公開
A frequency domain bootstrap for irregularly spaced spatial data A frequency domain bootstrap for irregularly spaced spatial data A frequency domain bootstrap for irregularly spaced spatial data 2017年度日本数学会年会 2017年度日本数学会年会 2017/03 日本語 公開
Robust parameter estimation for irregularly observed stationary process Robust parameter estimation for irregularly observed stationary process Robust parameter estimation for irregularly observed stationary process Waseda International Symposium Waseda International Symposium Waseda International Symposium 2017/02 英語 公開
Statistical inference for quantiles in frequency domain Statistical inference for quantiles in frequency domain Statistical inference for quantiles in frequency domain Hokkaido International Symposium Hokkaido International Symposium Hokkaido International Symposium 2016/10 英語 公開
A frequency domain bootstrap for irregularly spaced spatial data A frequency domain bootstrap for irregularly spaced spatial data A frequency domain bootstrap for irregularly spaced spatial data Waseda International Symposium Waseda International Symposium Waseda International Symposium 2016/10 英語 公開
Robust interpolation problems in Lp Robust interpolation problems in Lp Robust interpolation problems in Lp Waseda International Symposium Waseda International Symposium Waseda International Symposium 2016/10 英語 公開
Robust statistical analysis on irregular time series data and its asymptotic theory Robust statistical analysis on irregular time series data and its asymptotic theory Robust statistical analysis on irregular time series data and its asymptotic theory 2016年度統計関連学会連合大会 2016年度統計関連学会連合大会 2016/09 日本語 公開
Quantile tests in frequency domain for sinusoid models Quantile tests in frequency domain for sinusoid models Quantile tests in frequency domain for sinusoid models 2016年度日本数学会秋季総合分科会 2016年度日本数学会秋季総合分科会 2016年度日本数学会秋季総合分科会 2016/09 日本語 公開
Robust interpolation problems in Lp Robust interpolation problems in Lp Robust interpolation problems in Lp 2016年度日本数学会秋季総合分科会 2016年度日本数学会秋季総合分科会 2016年度日本数学会秋季総合分科会 2016/09 日本語 公開
Statistical theory for quantiles in frequency domain Statistical theory for quantiles in frequency domain Statistical theory for quantiles in frequency domain Research Seminar on Statistics and Financial Mathematics Research Seminar on Statistics and Financial Mathematics Research Seminar on Statistics and Financial Mathematics 2016/07 日本語 公開
Minimax extrapolation error of predictors Minimax extrapolation error of predictors Minimax extrapolation error of predictors 2015年度日本数学会年会 2015年度日本数学会年会 2015年度日本数学会年会 2016/03 日本語 公開
Box-Cox transformation for variance stabilization of dependent observations Box-Cox transformation for variance stabilization of dependent observations Box-Cox transformation for variance stabilization of dependent observations 2015年度日本数学会年会 2015年度日本数学会年会 2015年度日本数学会年会 2016/03 日本語 公開
Robust parameter estimation for irregularly observed stationary process Robust parameter estimation for irregularly observed stationary process Robust parameter estimation for irregularly observed stationary process Kumamoto International Symposium Kumamoto International Symposium Kumamoto International Symposium 2016/03 英語 公開
Minimax extrapolation error of stationary processes Minimax extrapolation error of stationary processes Minimax extrapolation error of stationary processes Waseda International Symposium Waseda International Symposium Waseda International Symposium 2016/03 英語 公開
Variance stabilization and robust permutation tests Variance stabilization and robust permutation tests Variance stabilization and robust permutation tests Hakone Seminar Hakone Seminar Hakone Seminar 2015/11 英語 公開
Minimax extrapolation error of predictors Minimax extrapolation error of predictors Minimax extrapolation error of predictors Waseda International Symposium Waseda International Symposium Waseda International Symposium 2015/11 英語 公開
Discriminant and cluster analysis of high-dimensional time series data Discriminant and cluster analysis of high-dimensional time series data Discriminant and cluster analysis of high-dimensional time series data 2015年度日本数学会秋季総合分科会 2015年度日本数学会秋季総合分科会 2015/09 日本語 公開
Discriminant and cluster analysis of high-dimensional time series data by a class of disparities Discriminant and cluster analysis of high-dimensional time series data by a class of disparities Discriminant and cluster analysis of high-dimensional time series data by a class of disparities Project Research Seminar on Financial and Pension Mathematics Project Research Seminar on Financial and Pension Mathematics Project Research Seminar on Financial and Pension Mathematics 2015/06 日本語 公開
Asymptotic Theory for Minimum Contrast Estimation in Time Series Anal- ysis Asymptotic Theory for Minimum Contrast Estimation in Time Series Anal- ysis Asymptotic Theory for Minimum Contrast Estimation in Time Series Anal- ysis 2014年度日本数学会年会 2014年度日本数学会年会 2015/03 日本語 公開
Empirical likelihood methods for quantile regression with long range depen- dent errors Empirical likelihood methods for quantile regression with long range depen- dent errors Empirical likelihood methods for quantile regression with long range depen- dent errors Waseda International Symposium Waseda International Symposium Waseda International Symposium 2015/03 英語 公開
Prediction error or interpolation error? A general perspective of parameter estimation in time series analysis Prediction error or interpolation error? A general perspective of parameter estimation in time series analysis Prediction error or interpolation error? A general perspective of parameter estimation in time series analysis Statistical Seminar at Technische Universität München Statistical Seminar at Technische Universität München Statistical Seminar at Technische Universität München 2015/02 英語 公開
Minimum Contrast Estimation for Spectral Densities Based on Exotic Dis- parity Minimum Contrast Estimation for Spectral Densities Based on Exotic Dis- parity Minimum Contrast Estimation for Spectral Densities Based on Exotic Dis- parity 新潟シンポジウム 新潟シンポジウム 2014/10 日本語 公開
Quantile Estimation in Frequency Domain Quantile Estimation in Frequency Domain Quantile Estimation in Frequency Domain 2014年度日本数学会秋季総合分科会 2014年度日本数学会秋季総合分科会 2014/09 日本語 公開
Parameter Estimation by a Contrast Function Based on Interpolation Error Parameter Estimation by a Contrast Function Based on Interpolation Error Parameter Estimation by a Contrast Function Based on Interpolation Error 2014年度日本数学会秋季総合分科会 2014年度日本数学会秋季総合分科会 2014/09 日本語 公開
Robust Estimation of Frequencies Robust Estimation of Frequencies Robust Estimation of Frequencies 奈良シンポジウム 奈良シンポジウム 奈良シンポジウム 2014/09 日本語 公開
Parameter Estimation by a Contrast Function of Interpolation Error Parameter Estimation by a Contrast Function of Interpolation Error Parameter Estimation by a Contrast Function of Interpolation Error 奈良シンポジウム 奈良シンポジウム 奈良シンポジウム 2014/09 日本語 公開
Asymptotic Theory of Parameter Estimation by a Function Based on Interpolation Error Asymptotic Theory of Parameter Estimation by a Function Based on Interpolation Error Asymptotic Theory of Parameter Estimation by a Function Based on Interpolation Error Project Research Seminar on Financial and Pension Mathematics Project Research Seminar on Financial and Pension Mathematics Project Research Seminar on Financial and Pension Mathematics 2014/05 日本語 公開
Generalized periodogram and its statistical inference for time series Generalized periodogram and its statistical inference for time series Generalized periodogram and its statistical inference for time series Waseda International Symposium Waseda International Symposium Waseda International Symposium 2014/03 英語 公開
M-estimation in time series and its applications M-estimation in time series and its applications M-estimation in time series and its applications 2013年度日本数学会年会 2013年度日本数学会年会 2014/03 日本語 公開
On the Properties of Tail Index Estimators by Self-normalized Method On the Properties of Tail Index Estimators by Self-normalized Method On the Properties of Tail Index Estimators by Self-normalized Method Final Results Presentation of Young Researchers Final Results Presentation of Young Researchers Final Results Presentation of Young Researchers 2014/03 日本語 ポスター発表 公開
Empirical likelihood ratio for symmetric alpha-stable processes Empirical likelihood ratio for symmetric alpha-stable processes Empirical likelihood ratio for symmetric alpha-stable processes Waseda International Symposium Waseda International Symposium Waseda International Symposium 2014/03 英語 公開
Robust spectral estimation in time series analysis Robust spectral estimation in time series analysis Robust spectral estimation in time series analysis High Dimensional Statistical Analysis and Related Topics High Dimensional Statistical Analysis and Related Topics High Dimensional Statistical Analysis and Related Topics 2014/01 英語 公開
On the properties of tail index estimators by self-normalized method On the properties of tail index estimators by self-normalized method On the properties of tail index estimators by self-normalized method WINeST Symposium WINeST Symposium WINeST Symposium 2013/11 日本語 公開
Asymptotics for M-Estimators in time series Asymptotics for M-Estimators in time series Asymptotics for M-Estimators in time series 金沢シンポジウム 金沢シンポジウム 2013/11 日本語 公開
A new way to estimate tail index A new way to estimate tail index A new way to estimate tail index 2013年度日本数学会秋季総合分科会 2013年度日本数学会秋季総合分科会 2013/09 日本語 公開
Asymptotic moments of symmetric self-normalized sums Asymptotic moments of symmetric self-normalized sums Asymptotic moments of symmetric self-normalized sums Project Research Seminar on Financial and Pension Mathematics Project Research Seminar on Financial and Pension Mathematics Project Research Seminar on Financial and Pension Mathematics 2013/05 日本語 公開
Hypothesis testing for vector stable processes Hypothesis testing for vector stable processes Hypothesis testing for vector stable processes 2012年度日本数学会年会 2012年度日本数学会年会 2013/03 日本語 公開

  • <<
  • >>
  • 表示
タイトル言語:
書籍等出版物
著者 著者(日本語) 著者(英語) タイトル タイトル(日本語) タイトル(英語) 出版社 出版社(日本語) 出版社(英語) 出版年月 記述言語 担当区分 公開
Liu, Yan; Akashi, Fumiya; Taniguchi, Masanobu Liu, Yan; Akashi, Fumiya; Taniguchi, Masanobu Liu, Yan; Akashi, Fumiya; Taniguchi, Masanobu Empirical Likelihood and Quantile Methods for Time Series Empirical Likelihood and Quantile Methods for Time Series Empirical Likelihood and Quantile Methods for Time Series Springer Springer Springer 2018 共著 公開
タイトル言語:
外部資金:競争的資金・科学研究費補助金
種別 代表/分担 テーマ(日本語) テーマ(英語) 期間
若手研究(B) 代表 時空間データのブートストラップ法と経験尤度法の理論的展開 (平成29年度分) 2017/04/01〜2018/03/31
特別研究員奨励費 代表 非有限分散時系列データに対する頑健な統計量の開発に関する研究 2014/04/25〜2016/03/31
担当科目
講義名(日本語) 講義名(英語) 開講期 学部/研究科 年度
システム工学実験 System Analysis Laboratory 後期 工学部 2018/04〜2019/03
数理工学セミナー Seminar on Applied Mathematics and Physics 後期 工学部 2018/04〜2019/03