Rchr
J-GLOBAL ID:200901026500152939   Update date: May. 26, 2016

Nagai Keiji

ナガイ ケイジ | Nagai Keiji
Affiliation and department:
Homepage URL  (1): http://www2.igss.ynu.ac.jp/~knagai/index.htm
Research keywords  (2): 統計学 ,  statistics
Research theme for competitive and other funds  (6):
  • 2002 - 2005 確率過程の統計学
  • 2002 - 2005 Statistics of Stochastic Processes
  • 1995 - 2005 遂次解析および変化点探索の研究
  • 1995 - 2005 Study on Sequential Analysis and Change-point Detection
  • 2001 - 2002 セミパラメトリック統計学
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MISC (12):
  • Unit Root Test and Sequential Estimation of Autoregressive Parameter with Conditionally Heteroskedastic Errors. Proceedings of ISM/KIER Jonint Conference Nonparmetric and Semiparametric Statistics. 2005
  • Nonparametric methods of estimating integrated multivariate volatilities. Proceedings of ISM/KIER Jonint Conference Nonparmetric and Semiparametric Statistics. 2005. 183-198
  • Unit Root Test and Sequential Estimation of Autoregressive Parameter with Conditionally Heteroskedastic Errors. Proceedings of ISM/KIER Jonint Conference Nonparmetric and Semiparametric Statistics. 2005
  • Nonparametric methods of estimating integrated multivariate volatilities. Proceedings of ISM/KIER Jonint Conference Nonparmetric and Semiparametric Statistics. 2005. 183-198
  • Asymptotic Lower Bounds for the Average Detection Delay of Change-point Detection Rules. Discussion Paper Series, The Center for International Trade Studies, Faculty of Economics, Yokohama National University. 2003. 03-F. 5
more...
Books (2):
  • Decoupling for Generalized U-statistics and its Application to Nonparametrics
    Synthetic Study of Probabability, edited by N. Funaki 2002
  • Decoupling for Generalized U-statistics and its Application to Nonparametrics
    Synthetic Study of Probabability, edited by N. Funaki 2002
Works (2):
  • 確率過程の弱収束の統計学への応用
    2004 -
  • Application of weak convergence of stochastic processes to statisitics
    2004 -
Education (2):
  • - 1998 ラトガース大学大学院 統計学 統計学
  • - 1998 Rutgers Univ. Statistics Statistics
Professional career (2):
  • Doctor of Philosophy
  • 修士(商学) (一橋大学)
Work history (7):
  • 1999 - 2002 Nagasaki University Faculty of Economics
  • 1999 - 2002 Associate Professor, Faculty of Economics, Nagasaki Univ.
  • 2002 - - 横浜国立大学 国際社会科学研究科 助教授
  • 2002 - - Associate Professor, International School of Social Sciences, Yokohama National Univ.
  • 1998 - 1999 Nagasaki University Faculty of Economics
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