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J-GLOBAL ID：200901005961615356   Update date: Feb. 01, 2024

Tamaki Kenichiro

タマキ ケンイチロウ | Tamaki Kenichiro
Affiliation and department：
Waseda University Faculty of Political Science and Economics School of Political Science and Economics

About Waseda University Faculty of Political Science and Economics School of Political Science and Economics


Job title： Associate Professor
Homepage URL  (1)： http://www.f.waseda.jp/tamaki/
Research field  (1)： Statistical science
Research keywords  (1)： Statistical Finance, Time Series Analysis
Research theme for competitive and other funds  (4)：
  • 2013 - 2017 Generalized empirical likelihood for time series
  • 2007 - 2010 Theory and Applications for Mathematical Methods in Statistical Science
  • 2007 - 2009 Bayes approach to time series models
  • 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
Papers (11)：
ｍore...
Books (1)：
  • Optimal Statistical Inference in Financial Engineering
    Chapman & Hall/CRC 2008 ISBN:1584885912
Lectures and oral presentations  (3)：
  • 時系列モデルに対する高次漸近理論
    (日本数学会 2008)
  • Higher order asymptotic option valuation for non-Gaussian dependent returns
    (4th World Congress of Bachelier Finance Society 2006)
  • Second order optimality for estimators in time series regression models
    (25th European Meeting of Statisticians 2005)
Professional career (1)：
  • Doctor of Science (Waseda University)
Work history (2)：
  • 2008/04 - Waseda University Faculty of Political Science and Economics Associate Professor
  • 2005/04 - 2008/03 Waseda University Faculty of Science and Engineering Research Associate
Association Membership(s) (4)：
Mathematical Society of Japan ,  Japanese Association of Financial Econometrics and Engineering ,  Japan Statistical Society ,  International Society for Mathematical Sciences
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