Rchr
J-GLOBAL ID:200901012571177257   Update date: May. 21, 2019

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  (3): Money/Finance ,  Foundations of mathematics/Applied 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):
  • Optimal Statistical Inference in Financial Engineering
    Chapman & Hall 2007
  • Statistical Portfolio Estimation
    Chapman & Hall 2017
Lectures and oral presentations  (45):
  • LAN Theorem for Non-Gaussian Locally Stationary Processes and Its Applications
    (日本数学会 2003年度秋期総合分科会 2003)
  • LAN Theorem for Non-Gaussian Locally Stationary Processes and Its Applications
    (科学研究費シンポジウム「統計的推測の理論とその応用」 2003)
  • LAN Theorem for Non-Gaussian Locally Stationary Processes and Its Applications
    (Recent Developments in Nonlinear Time Series Analysis with Applications to Finance 2004)
  • Discriminant Analysis for Multivariate Non-Gaussian Locally Stationary Processes
    (日本数学会 2004年度秋期総合分科会 2004)
  • The wavelet estimation for hidden periodic model in spatial series
    (日本数学会 2004年度秋期総合分科会 2004)
more...
Education (3):
  • 1994 - 1998 Waseda University School of Science & Engineering Department of Mathematics
  • 1998 - 2000 Waseda University Graduate School of Science and Engineering M.S. student in Department of Mathematical Sciences
  • 2000 - 2004 Waseda University Graduate School of Science and Engineering Ph. D. student in Department of Mathematical Sciences
Work history (4):
  • 2004/04 - 2006/12 Waseda University Research Associate
  • 2007/01 - 2007/03 Niigata University Associate Professor
  • 2007/04 - 2017/03 Niigata University Associate Professor
  • 2017/04 - 現在 Niigata University Associate Professor
Committee career (1):
  • 2018/06 - 現在 Japanese Journal of Statistics and Data Science (JJSD) Associate Editor
Association Membership(s) (4):
THE MATHEMATICAL SOCIETY OF JAPAN ,  THE JAPAN STATISTICAL SOCIETY ,  INTERNATIONAL SOCIETY FOR MATHEMATICAL SCIENCES ,  BERNOULLI Society, ISI elected member
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