Rchr
J-GLOBAL ID：200901076664570623
Update date: Apr. 17, 2024
Taniguchi Masanobu
タニグチ マサノブ | Taniguchi Masanobu
Affiliation and department：
Job title：
Professor
Research field (1)：
Applied mathematics and statistics
Research keywords (1)：
Time series analysis, Mathematical Statistics, Econometrics, Financial Engineering, Information geometry
Research theme for competitive and other funds (41)：
- 2018 - 2023 Introduction of general causality to various observations and the innovation for its optimal statistical inference
- 2015 - 2019 Theory for quantile regression inference of time series and its applications
- 2015 - 2018 時系列解析における分位点回帰推測論の構築とその応用
- 2014 - 2017 Shrinkage Estimation Theory for Unbiased Estimators of Dependent Observations
- 2011 - 2015 Asymmetric and nonlinear statistical theory and its applications to economics and bioscience
- 2010 - 2014 Developments of mathematical statistics through computational algebraic methods
- 2011 - 共同研究:金融数理および年金数理研究
- 2007 - 2010 Theory and Applications for Mathematical Methods in Statistical Science
- 2006 - 2009 Semiparametric Econometrics based on moment conditions-theory and applications
- 2005 - 2007 局外母数をもつ時系列回帰モデルのセミパラメトリックな高次漸近理論
- 2002 - 2005 Statistical inference for discrete patterns in dependent sequences
- 2002 - 2004 A STUDY ON STATISTICAL INFERENCE OF STOCHASTIC PROCESS AND ITS ROBUSTNESS
- 1999 - 2001 A STUDY ON ASYMPTOTIC STRUCTURE OF STATISTICAL INFERENCE FOR PARAMETRIC MODELS OF STOCHASTIC PROCESS
- 1998 - 2001 Researches on the Non-Regular Inference Theory and the Concepts of the Amounts of Information
- 1996 - 1997 Theory and application of information extraction in mathematical statistics
- 1996 - 1996 Discriminant analysis for time series
- 1996 - 1996 LAN approach for time series
- 1995 - 1995 非指数型分布族における統計的高次漸近理論の研究
- 1995 - 1995 ノンパラメトリックな回帰分析の研究
- 1994 - 1994 可逆マルコフ過程の関数解析的研究
- 1993 - 1993 Nonparametric approach for time series
- 1993 - 1993 確率過程における母数モデルと統計的推測の研究
- 1992 - 1992 確率過程の関数解析的研究
- 1991 - 1992 Research on Test and Estimate of Distribution Function and its Functionals
- 1991 - 1991 数理モデルの代数的構造の研究
- 1990 - 1991 Researches on Statistical Inference and Its Applications
- 1990 - 1990 統計的推測に関連する最適化理論の研究
- 1990 - 1990 Uー統計量の応用的研究
- 1989 - 1990 A Study on Asymptotic Methods for Statistical Inference
- 1988 - 1989 Long-memory time series; its foundations and applications to economics.
- 1988 - 1988 確率分布の近似理論と応用に関する研究
- 1986 - 1986 経済時系列における因果性検定の理論的基礎と応用
- 1985 - 1986 Analysis of Time Series Data: Theory and its Applications
- 1985 - 1986 Statistical Analysis of Spatial Data
- 大偏差原理と統計学
- Research of Statistical Transformation Methodology
- Research of Information-geometric Properties in Statistical Estimation Theory
- セミパラメトリック手法に対する高次漸近理論
- Statistical Inference for Discrete Patterns
- integrated research with the theory applications of statistics
- 時系列セミパラメトリックモデルに対する高次漸近理論
Show all
Papers (39)：
-
小池隆之介, Dou Xiaoling, 谷口正信, Xue Yujie. Testing for Granger causality by use of Box-Cox transformations. ASTE Special Issue on the “Financial & Pension Mathematical Science”. 2016. 13. 17-23
-
Hiroyuki Taniai, Takashi Usami, Nobuyuki Suto, Masanobu Taniguchi. Asymptotics of realized volatility with non-Gaussian ARCH(∞) microstructure noise. Journal of Financial Econometrics. 2012. 10. 4. 617-636
-
Masanobu Taniguchi, Kenichiro Tamaki, Thomas J. DiCiccio, Anna Clara Monti. JACKKNIFED WHITTLE ESTIMATORS. STATISTICA SINICA. 2012. 22. 3. 1287-1304
-
Masanobu Taniguchi, Junichi Hirukawa. Generalized information criterion. JOURNAL OF TIME SERIES ANALYSIS. 2012. 33. 2. 287-297
-
Taniguchi, M, Petkovic, A, Kase, T, DiCiccio, T.J, Monti, A.C. Robust portfolio estimation under skew-normal return processes. The European Journal of Finance. 2012. iFirst. 1-22
ｍore...
MISC (1)：
-
小池 隆之介, Dou Xiaoling, 谷口 正信, Xue Yujie. Box-Cox変換を用いたGranger因果性検定 (Special Issue on the "Financial & Pension Mathematical Science"). 理工研報告特集号 : ASTE : advances in science, technology and environmentology : special issue. 2016. 13. 3-17
Books (2)：
-
Optimal Statistical Inference in Financial Engineering
Chapman & Hall 2008 ISBN:1584885912
-
数理統計・時系列・金融工学
朝倉 2005
Education (1)：
- - 1974 Osaka University Faculty of Science Mathematics
Professional career (1)：
- Doctor of Engineering (Osaka University)
Awards (4)：
- 2012/09 - Analysis Award
- 2004/09 - Japan Statistical Society Prize
- 2000 - Econometric Theory Award
- 1989 - Ogawa Prize
Association Membership(s) (4)：
日本統計学会
, 日本数学会
, International Statistical Institute
, Institute of Mathematical Statistics
