明石郁哉

アカシフミヤ | Akashi Fumiya

所属機関・部署：
職名：講師

研究分野 (1件)：統計科学

研究キーワード (3件)：時系列解析 , ロバスト推定 , 一般化経験尤度法

論文 (10件)：

Fumiya Akashi. Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models. Research Papers in Statistical Inference for Time Series and Related Models. 2023. 1-23
Fumiya Akashi, Masanobu Taniguchi, Yoshiyuki Tanida. Estimation of linear functional of large spectral density matrix and application to Whittle’s approach. Japanese Journal of Statistics and Data Science. 2021. 4. 1. 449-474
Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti. Robust causality test of infinite variance processes. Journal of Econometrics. 2019
Fumiya Akashi, Shuyang Bai, Murad Taqqu. Robust regression on stationary time series: A self-normalized resampling approach. Journal of Time Series Analysis. 2018. 39. 3. 417-432
Fumiya Akashi, Holger Dette, Yan Liu. Change point detection in autoregressive models with no moment assumptions. Journal of Time Series Analysis. 2018. 39. 5. 763-786

書籍 (2件)：

Diagnostic Methods in Time Series
2021 ISBN:9789811622649
Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Optimality and Prediction
JSS Research Series in Statistics. Springer Singapore 2018

講演・口頭発表等 (61件)：

非正則時系列モデルの頑健推測理論とその拡張
(統計関連学会連合大会 2023)
Robust reduced rank estimation for low-rank vector AR models
(6th International Conference on Econometrics and Statistics (EcoSta 2023) 2023)
多変量自己回帰モデルに対する一般化経験尤度法を用いた頑健な推測理論の構成
(日本数学会2022年度秋季総合分科会 2022)
Weighted estimation procedures for time-varying heavy-tailed processes
(5th International Conference on Econometrics and Statistics (EcoSta 2022) 2022)
Self-weighted GEL method based on spatial median
(Waseda International Symposium "Topological Data Science, Causality, Analysis of Variance & Time Series Analysis" 2022)

学位 (1件)：

経歴 (6件)：

全件表示

受賞 (1件)：

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明石 郁哉