Research keywords (3)：
Time series analysis
, ロバスト推定
, Generalized empirical likelihood
Papers (10)：
Fumiya Akashi. Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models. Research Papers in Statistical Inference for Time Series and Related Models. 2023. 1-23
Fumiya Akashi, Masanobu Taniguchi, Yoshiyuki Tanida. Estimation of linear functional of large spectral density matrix and application to Whittle’s approach. Japanese Journal of Statistics and Data Science. 2021. 4. 1. 449-474
Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti. Robust causality test of infinite variance processes. Journal of Econometrics. 2019
Diagnostic Methods in Time Series
2021 ISBN:9789811622649
Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Optimality and Prediction
JSS Research Series in Statistics. Springer Singapore 2018
Lectures and oral presentations (61)：
非正則時系列モデルの頑健推測理論とその拡張
(統計関連学会連合大会 2023)
Robust reduced rank estimation for low-rank vector AR models
(6th International Conference on Econometrics and Statistics (EcoSta 2023) 2023)
Weighted estimation procedures for time-varying heavy-tailed processes
(5th International Conference on Econometrics and Statistics (EcoSta 2022) 2022)
Self-weighted GEL method based on spatial median
(Waseda International Symposium "Topological Data Science, Causality, Analysis of Variance & Time Series Analysis" 2022)
