Rchr
J-GLOBAL ID:200901057868090979
Update date: Jan. 30, 2024
Yajima Yoshihiro
blank Yoshihiro | Yajima Yoshihiro
Affiliation and department:
Research field (4):
Applied mathematics and statistics
, Basic mathematics
, Economic statistics
, Statistical science
Research keywords (5):
時空間統計解析
, 時系列解析
, 計量経済学
, Spatio-temporal Econometrics
, Spatio-temporal Statistical Analysis
Research theme for competitive and other funds (22):
- 2021 - 2026 Modeling of large scale spatio-temporal data and its empirical applications in social science
- 2017 - 2022 Building new models for spatio-temporal econometrics and thier statistical inference
- 2017 - 2021 CARMA random fields and their applications to large spatio-temporal data
- 2014 - 2019 Extended spatial point process and mathematical modesl of disasters
- 1980 - 2018 時空間統計科学・時空間計量経済学の理論と応用
- 2013 - 2017 Modelling of non-stationary spatio-temporal data with estimation, testing and forecasting
- 2015 - 2016 Inference Theory in the frequency domain of spatio-temporal statistical analysis
- 2013 - 2015 Statistical inference theory for irregularly spaced spatio-temporal data
- 2007 - 2010 On a comprehensive research on statistical modelling and analysis for spatio-temporal data
- 2006 - 2009 Semiparametric Econometrics based on moment conditions-theory and applications
- 2003 - 2006 Statistical Analysis of Spatio-Temporal Data: its Theory and Applications
- 1999 - 2006 Theory and Applications of Spatial Econometrics
- 1997 - 2006 Theory and Applications of Time Series Analysis
- 2002 - 2004 時空間モデルの理論と環境データ等への応用
- 1998 - 2003 The Construction and Management of Spatial Databases in Economics and Business Administration and the Development of Analytical Methodologies for them
- 2001 - 2002 Semiparametric Econometrics
- 1999 - 2000 Measuring Financial Risks
- 1997 - 1998 Economic Time Series and Seasonal Adjustment Methods
- 1997 - 1998 ミクロデータ利用における統計的推測理論の応用
- 1996 - 1997 Nonlinear and nonstationary models in econometric analysis
- 1996 - 1996 ミクロデータ利用における統計的推測理論の応用
- 1994 - 1995 Non-regular Time Series Analysis and Econometric Methods
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Papers (5):
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Yoshihiro Yajima, Yasumasa Matsuda. Log-periodogram regression of two-dimensional intrinsically stationary random fields. Japanese Journal of Statistics and Data Science. 2020. 3. 1. 333-347
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Yasumasa Matsuda, Yoshihiro Yajima. Locally stationary spatio-temporal processes. JAPANESE JOURNAL OF STATISTICS AND DATA SCIENCE. 2018. 1. 1. 41-57
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Yasumasa Matsuda, Yoshihiro Yajima. Fourier Analysis of Irregularly Spaced Data on Rd. Japanese journal of applied statistics. 2007. 36. 1. 1-14
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Y Matsuda, Y Yajima. On testing for separable correlations of multivariate time series. JOURNAL OF TIME SERIES ANALYSIS. 2004. 25. 4. 501-528
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J Hidalgo, Y Yajima. Semiparametric estimation of the long-range parameter. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS. 2003. 55. 4. 705-736
MISC (28):
Books (6):
-
時系列解析の新しいモデル
東京大学出版会 数理統計学の理論と応用(共著) 1994
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New Models in Time Series Analysis
Theory and Applications in Mathematical Statistics 1994
-
自然科学の統計学(共著)
東京大学出版会 1992
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Asymptotic properties in incorrect ARMA models for long memory time series Proc. New Directions in Time Series Analysis
Springer-Verlarg 1992
-
Statistics in Natural Science
1992
more...
Lectures and oral presentations (1):
-
Asymptotic properties of the LSE of a spatial regression in both weakly and strongly dependent stationary random fields
(Recent Advancement in Time Seires 2008)
Works (4):
-
人文社会科学の空間情報科学
1998 -
-
Spatial Information Science of Human and Social Science
1998 -
-
複雑系としての非線形経済システム・理論と応用
1997 -
-
Complexity and Non Linear Economic Systems : Theory and Application
1997 -
Education (4):
- - 1980 Tokyo Institute of Technology Science of Engineering
- - 1980 Tokyo Institute of Technology Graduate School, Division of Science and Engineering Information Sciences
- - 1975 Tokyo Institute of Technology School of Science Dept. of Information Science
- - 1975 Tokyo Institute of Technology Faculty of Science Department of Information Sciences
Professional career (2):
- Dr of Science (Tokyo Institute of Technology)
- (BLANK)
Work history (9):
- 2016/04 - 2022/03 Tohoku University Graduate School of Economics and Management
- 1996 - 2016 - 東京大学 教授
- 1990 - 1996 The University of Tokyo
- 1990 - 1996 University of Tokyo, Assistant Professor
- 1996 - - University of Tokyo, Professor
- 1988 - 1990 Wakayama University Faculty of Economics
- 1988 - 1990 Wakayama University, Assistant Professor
- 1980 - 1988 Tokyo Institute of Technology
- 1980 - 1988 Tokyo Institute of Technology, Assistant
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Committee career (1):
- 1998 - 2002 日本統計学会 理事、評議員
Awards (2):
- 2010/09 - 日本統計学会 日本統計学会賞
- 1990 - 小川賞
Association Membership(s) (8):
日本金融・証券計量・工学学会
, (International Statistical Institute)国際統計協会
, 日本OR学会
, 日本応用数理学会
, (Institute of Mathematical Statistics)数理統計学会
, 日本数学会
, 日本経済学会
, 日本統計学会
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