Kou Fujimori, Yuichi Goto, Yan Liu, Masanobu Taniguchi. Sparse principal component analysis for high-dimensional stationary time series. Scandinavian Journal of Statistics. 2023
Yuichi Goto, Kou Fujimori. Test for Conditional Variance of Integer-Valued Time Series. Statistica Sinica. 2023. 33. 1
Kou Fujimori. The variable selection by the Dantzig selector for Cox's proportional hazards model. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS. 2022. 74. 3. 515-537
Two step estimations via the Dantzig selector for ergodic time series models
(The 7th International Conference on Econometrics and Statistics (EcoSta 2024) 2024)
Two step estimations via the Dantzig selector for ergodic time series models
(日本数学会年会 2024)
Empirical likelihood methods for matrix-valued time series with long memory
(2024)
The Dantzig selector for semiparametric models of stochastic processes
(日本数学会秋季総合分科会 2023)