Concurrent Post
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Faculty of Political Science and Economics Graduate School of Economics
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Faculty of Social Sciences School of Social Sciences
Details of a Researcher
Updated on 2023/02/06
Faculty of Political Science and Economics Graduate School of Economics
Faculty of Social Sciences School of Social Sciences
Center for Data Science Concurrent Researcher
Waseda University Doctor of Science
Waseda University Faculty of Political Science and Economics Associate Professor
Waseda University Faculty of Science and Engineering Research Associate
Mathematical Society of Japan
Japanese Association of Financial Econometrics and Engineering
Japan Statistical Society
International Society for Mathematical Sciences
Statistical science
Statistical Finance, Time Series Analysis
Generalized information criteria in model selection for locally stationary processes
Junichi Hirukawa, Hiroko Solvang Kato, Kenichiro Tamaki, Masanobu Taniguchi
Journal of the Japan Statistical Society 38 ( 1 ) 157 - 171 2008
The Bernstein-von Mises theorem for stationary processes
Kenichiro Tamaki
Journal of the Japan Statistical Society 38 ( 2 ) 311 - 323 2008
Power properties of empirical likelihood for stationary processes
Kenichiro Tamaki
Scientiae Mathematicae Japonicae 66 ( 3 ) 359 - 369 2007
Second order asymptotic properties of a class of test statistics under the existence of nuisance parameters
Kenichiro Tamaki
Scientiae Mathematicae Japonicae 61 ( 1 ) 119 - 143 2005
Optimal Statistical Inference in Financial Engineering
Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki
Chapman & Hall/CRC 2008 ISBN: 1584885912
Generalized empirical likelihood for time series
Project Year :
Bayes approach to time series models
時系列モデルに対する高次漸近理論
日本数学会
Presentation date: 2008.03
Higher order asymptotic option valuation for non-Gaussian dependent returns
4th World Congress of Bachelier Finance Society
Presentation date: 2006.08
Second order optimality for estimators in time series regression models
25th European Meeting of Statisticians
Presentation date: 2005.07
2006
2005
Research guidance(seminar) on Statistical Finance A
Graduate School of Economics
2022 spring semester
Research guidance(seminar) on Statistical Finance A
Graduate School of Economics
2022 spring semester
Advanced Econometrics (Time Series Analysis) [J] 01
School of Political Science and Economics
2022 spring semester
Intermediate Seminar (Introduction to Financial Engineering) [J] 01
School of Political Science and Economics
2022 fall semester
Intermediate Seminar (Introduction to Data Science and Machine Learning) [J] 02
School of Political Science and Economics
2022 fall semester
Intermediate Seminar (Introduction to Data Science and Machine Learning) [J] 01
School of Political Science and Economics
2022 spring semester
Introduction to Mathematics for Economics [J] 05
School of Political Science and Economics
2022 fall semester
Introduction to Mathematics for Economics [J] 01
School of Political Science and Economics
2022 spring semester
Citation count denotes the number of citations in papers published for a particular year.