Junichi 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, M. Sadakata. Asymptotic properties of unit root processes with locally stationary disturbance. Special Issue of Waseda University. 2012. 8. 31-45
Statistical Portfolio Estimation
Chapman & Hall 2017
北川 源四朗・田中 勝人・川崎 能典 監修:「時系列分析ハンドブック」
朝倉書店 2016
要点明解 統計学
培風館 2013
Optimal Statistical Inference in Financial Engineering
Chapman & Hall 2007
Lectures and oral presentations (45)：
On the Causality between Multiple Locally Stationary Processes
(Niigata Global Graduate Research Forum 2013 2013)
Asymptotic properties of time series non-life insurance model
(日本行動計量学会第40回大会 2012)
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)
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
1990 - 1993 神奈川県立湘南高等学校
Professional career (3)：
博士(理学) (早稲田大学)
修士(理学) (早稲田大学)
学士(理学) (早稲田大学)
Work history (4)：
2017/04 - 現在 Niigata University Faculty of Science, Department of Science Associate Professor
2007/04 - 2017/03 Niigata University Faculty of Science, Department of Mathematics Associate Professor
2007/01 - 2007/03 Niigata University Faculty of Science, Department of Mathematics Associate Professor
2004/04 - 2006/12 Waseda University School of Science and Engineering, Department of Mathematical Science Research Associate
Committee career (5)：
2018/06 - 現在 Japanese Journal of Statistics and Data Science (JJSD) Associate Editor
2018/06 - 現在 Japanese Journal of Statistics and Data Science (JJSD) Associate Editor
2017/06 - 2018/05 日本統計学会英文誌 編集委員
2007/04 - 2010/03 雑誌「数学」 編集委員
2006/04 - 2009/03 日本統計学会英文誌 編集委員
Association Membership(s) (5)：
BERNOULLI Society, ISI elected member
, JAFEE
, INTERNATIONAL SOCIETY FOR MATHEMATICAL SCIENCES
, THE JAPAN STATISTICAL SOCIETY
, THE MATHEMATICAL SOCIETY OF JAPAN
