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J-GLOBAL ID:200901012571177257   Update date: May. 17, 2020

Hirukawa Junichi

ヒルカワ ジユンイチ | Hirukawa Junichi
Affiliation and department:
Job title: Associate Professor
Other affiliations (2):
  • Niigata University  Graduate School of Science and Technology Fundamental Sciences   Associate Professor
  • Niigata University  Graduate School of Science and Technology Fundamental Sciences   Associate Professor
Research field  (4): Money and finance ,  Applied mathematics and statistics ,  Basic mathematics ,  Statistical science
Research keywords  (4): Wavelet Analysis ,  Mathematical Statistics ,  Financial Engineering ,  Time Series Analysis
Papers (16):
  • J. Hirukawa. Time series regression models with locally stationary disturbance. Statistical Inference for Stochastic Processes. 2017. 20. 3. 329-346
  • K. Sasaki, M. Takahashi, J. Hirukawa. Optimal multiperiod mean-variance portfolio selection for time series return process. International Journal of Applied & Experimental Mathematics. 2015. 1. 1. 4 pages
  • J. Hirukawa. Large deviation results for discriminant statistics of Gaussian locally stationary processes. Advances in Decision Sciences. 2012
  • J. Hirukawa. On the causality between multiple locally stationary processes. Advances in Decision Sciences. 2012
  • J. Hirukawa, M. Sadakata. Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance. Advances in Decision Sciences. 2012
more...
Books (2):
  • Statistical Portfolio Estimation
    Chapman & Hall 2017
  • Optimal Statistical Inference in Financial Engineering
    Chapman & Hall 2007
Lectures and oral presentations  (21):
  • On the Causality between Multiple Locally Stationary Processes
    (Niigata Global Graduate Research Forum 2013 2013)
  • Ruin probabilities for locally stationary time series premium model
    (Waseda Statistical Symposium on Time Series and Related Topics ---A Satellite Meeting of IMS-APRM 2012--- 2012)
  • Asymptotic properties of time series non-life insurance model
    (The 2nd ims-APRM (Institute of Mathematical Statistics Asia Pacific Rim Meetings) 2012)
  • Ruin probabilities in time series premium model
    (The 2012 Taipei International Statistics Workshop 2012)
  • The optimal portfolio problem with the ideal balance and exogenous variable causality
    (Statistics for Biomedical & Social Mathematical Sciences 2012)
more...
Education (3):
  • 2000 - 2004 Waseda University Graduate School of Science and Engineering Ph. D. student in Department of Mathematical Sciences
  • 1998 - 2000 Waseda University Graduate School of Science and Engineering M.S. student in Department of Mathematical Sciences
  • 1994 - 1998 Waseda University School of Science & Engineering Department of Mathematics
Work history (4):
  • 2017/04 - 現在 Niigata University Associate Professor
  • 2007/04 - 2017/03 Niigata University Associate Professor
  • 2007/01 - 2007/03 Niigata University Associate Professor
  • 2004/04 - 2006/12 Waseda University Research Associate
Committee career (1):
  • 2018/06 - 現在 Japanese Journal of Statistics and Data Science (JJSD) Associate Editor
Association Membership(s) (4):
BERNOULLI Society, ISI elected member ,  INTERNATIONAL SOCIETY FOR MATHEMATICAL SCIENCES ,  THE JAPAN STATISTICAL SOCIETY ,  THE MATHEMATICAL SOCIETY OF JAPAN
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