Concurrent Post

Faculty of Science and Engineering Graduate School of Fundamental Science and Engineering

Faculty of International Research and Education Graduate School of International Culture and Communication Studies
Details of a Researcher
Updated on 2022/05/21
Faculty of Science and Engineering Graduate School of Fundamental Science and Engineering
Faculty of International Research and Education Graduate School of International Culture and Communication Studies
Osaka University
Osaka University
Osaka University School of Science Department of Mathematics
1993.03 Osaka University (Master of Engineering)
1998.05 Utrecht University (Ph. D.)
Faculty of International Research and Education, Waseda University Professor
Faculty of International Research and Education, Waseda University Associate Professor
The Institute of Statistical Mathematics Associate Professor
The Institute of Statistical Mathematics Assistant Professor
日本数学会
日本統計学会
Statistical science
Applied mathematics and statistics
Basic mathematics
Mathematical Statistics
Probability Theory
Data Science
Martingales
Random Fields
Weak convergence of marked empirical processes in a Hilbert space and its applications
Koji Tsukuda, Yoichi Nishiyama
ELECTRONIC JOURNAL OF STATISTICS 14 ( 2 ) 3914  3938 2020.10 [Refereed]
Moment convergence of $Z$estimators
Ilia Negri, Yoichi Nishiyama
STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 20 ( 3 ) 387  397 2017.10 [Refereed]
The Dantzig selector for diffusion processes with covariates
Kou Fujimori, Yoichi Nishiyama
JOURNAL OF THE JAPAN STATISTICAL SOCIETY 47 ( 1 ) 59  73 2017.06 [Refereed]
$Z$process method for change point problems with applications to discretely observed diffusion processes
Ilia Negri, Yoichi Nishiyama
STATISTICAL METHODS AND APPLICATIONS 26 ( 2 ) 231  250 2017.06 [Refereed]
The $l_q$ consistency of the Dantzig selector for Cox's proportional hazards model
Kou Fujimori, Yoichi Nishiyama
JOURNAL OF STATISTICAL PLANNING AND INFERENCE 181 62  70 2017.02 [Refereed]
On $L_2$ space approach to change point problems
Koji Tsukuda, Yoichi Nishiyama
JOURNAL OF STATISTICAL PLANNING AND INFERENCE 149 46  59 2014.06 [Refereed]
Asymptotically distribution free test for parameter change in a diffusion process model
Ilia Negri, Yoichi Nishiyama
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 64 ( 5 ) 911  918 2012.10 [Refereed]
Some problems in nonparametric inference for the stress release process related to the local time
Takayuki Fujii, Yoichi Nishiyama
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 64 ( 5 ) 991  1007 2012.10 [Refereed]
ノンパラメトリック変化点問題に対する順位統計量について
西山 陽一
統計数理 60 215  218 2012.06 [Refereed]
A rank statistic for nonparametric $k$sample and change point problems
Yoichi Nishiyama
JOURNAL OF THE JAPAN STATISTICAL SOCIETY 41 67  73 2011.09 [Refereed]
Goodness of fit test for small diffusions by discrete time observations
Ilia Negri, Yoichi Nishiyama
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 63 ( 2 ) 211  225 2011.04 [Refereed]
Estimation for the invariant law of an ergodic diffusion process based on highfrequency data
Yoichi Nishiyama
JOURNAL OF NONPARAMETRIC STATISTICS 23 ( 4 ) 909  915 2011 [Refereed]
Goodnessoffit test for ergodic diffusions by discretetime observations: an innovation martingale approach
Hiroki Masuda, Ilia Negri, Yoichi Nishiyama
JOURNAL OF NONPARAMETRIC STATISTICS 23 ( 2 ) 237  254 2011 [Refereed]
Impossibility of weak convergence of kernel density estimators to a nondegenerate law in $L_2(\mathbb{R}^d)$
Yoichi Nishiyama
JOURNAL OF NONPARAMETRIC STATISTICS 23 ( 1 ) 129  135 2011 [Refereed]
On $Z$estimation by rounded data
Yoichi Nishiyama
JOURNAL OF STATISTICAL PLANNING AND INFERENCE 141 ( 1 ) 287  292 2011.01 [Refereed]
Moment convergence of $M$estimators
Yoichi Nishiyama
STATISTICA NEERLANDICA 64 ( 4 ) 505  507 2010.11 [Refereed]
Nonparametric inference in multiplicative intensity model by discrete time observation
Yoichi Nishiyama
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 62 ( 5 ) 823  833 2010.10 [Refereed]
Goodness of fit test for ergodic diffusions by tick time sample scheme
Ilia Negri, Yoichi Nishiyama
STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 13 ( 1 ) 81  95 2010.04 [Refereed]
Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes
Ilia Negri, Yoichi Nishiyama
ECONOMIC NOTES 39 ( 12 ) 91  106 2010.02 [Refereed]
Uniform rate of convergence of smoothed NelsonAalen estimator
Nishiyama, Yoichi (The, Institute of, Statistical Mathematics
Proceedings of the Institue of Statistical Mathematics 58 131  135 2010 [Refereed]
射影推定量についての一注意
西山 陽一
統計数理 58 127  130 2010 [Refereed]
A sufficient condition for observation noise not to affect the extreme value distribution
Yoichi Nishiyama, Takaaki Shimura
Proceedings of the Institute of Statistical Mathematics 57 443  447 2009.12 [Refereed]
Two sample problem for rounded data
Yoichi Nishiyama
JOURNAL OF THE JAPAN STATISTICAL SOCIETY 39 233  238 2009.12 [Refereed]
Asymptotic theory of semiparametric $Z$estimators for stochastic processes with applications to ergodic diffusions and time series
Yoichi Nishiyama
THE ANNALS OF STATISTICS 37 ( 6A ) 3555  3579 2009.12 [Refereed]
Goodness of fit test for ergodic diffusion processes
Ilia Negri, Yoichi Nishiyama
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 61 ( 4 ) 919  928 2009.12 [Refereed]
Goodnessoffit test for a nonlinear time series
Yoichi Nishiyama
JOURNAL OF TIME SERIES ANALYSIS 30 ( 6 ) 674  681 2009.11 [Refereed]
Nonparametric goodness of fit tests for diffusion processes
Nishiyama, Yoichi (The, Institute of, Statistical Mathematics
Proceedings of the Institute of Statistical Mathematics 57 83  95 2009.06 [Refereed]
Donsker's theorem for discretized data
Yoichi Nishiyama
JOURNAL OF THE JAPAN STATISTICAL SOCIETY 38 505  515 2008.12 [Refereed]
Nonparametric estimation and testing timehomogeneity for processes with independent increments
Yoichi Nishiyama
STOCHASTIC PROCESSES AND THEIR APPLICATIONS 118 ( 6 ) 1043  1055 2008.06 [Refereed]
On the paper "Weak convergence of some classes of martingales with jumps"
Yoichi Nishiyama
THE ANNALS OF PROBABILITY 35 ( 3 ) 1194  1200 2007.05 [Refereed]
Test for parameter change in diffusion processes by cusum statistics based on onestep estimators
Sangyeol Lee, Yoichi Nishiyama, Nakahiro Yoshida
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 58 ( 2 ) 211  222 2006.06 [Refereed]
Authorship：Corresponding author
Weak convergence of some classes of martingales with jumps
Yoichi Nishiyama
THE ANNALS OF PROBABILITY 28 ( 2 ) 685  712 2000.04 [Refereed]
A maximal inequality for continuous martingales and $M$estimation in a Gaussian white noise model
Yoichi Nishiyama
THE ANNALS OF STATISTICS 27 ( 2 ) 675  696 1999.04 [Refereed]
Some central limit theorems for $\ell^\infty$valued semimartingales and their applications
Yoichi Nishiyama
PROBABILITY THEORY AND RELATED FIELDS 108 ( 4 ) 459  494 1997.08 [Refereed]
Local asymptotic normality of a sequential model for marked point processes and its applications
Yoichi Nishiyama
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 47 ( 2 ) 195  209 1995.06 [Refereed]
Martingale Methods in Statistics
Yoichi Nishiyama
CRC Press, Taylor & Francis Group 2022 ISBN: 9781466582811
Statistical Analysis by the Theory of Martingales (In Japanese)
Yoichi Nishiyama
Kindaikagakusha 2011.10
Entropy Methods for Martingales
Yoichi Nishiyama
CWI Tracts 2000
Moment convergence of $Z$estimators and $Z$process method for change point problems
Ilia Negri, Yoichi Nishiyama
Research Memorandum, The Institute of Statistical Mathematics 1158 2012.06
Internal/External technical report, preprint, etc.
JSS Ogawa Prize
2009.09
高次元マルチンゲール理論とその統計的応用
科研費基盤研究(C)
Project Year :
西山 陽一
超高次元の確率解析手法による統計的推測
科研費基盤研究(C)
Project Year :
西山 陽一
無限次元の弱収束理論と統計的応用
科研費基盤研究(C)
Project Year :
西山 陽一
メトリック・エントロピー法の統計的応用
科研費基盤研究(C)
Project Year :
西山 陽一
A stochastic maximal inequality, weak convergence of infinitedimensional martingales, and semiparametric statistics
西山 陽一 [Invited]
日本数学会 2013 年度秋季総合分科会
Presentation date： 2013.09
Adaptive semiparametric estimation for diffusion processes
Yoichi Nishiyama [Invited]
The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting
Presentation date： 2012.07
Bracketing CLT for martingales
Yoichi Nishiyama [Invited]
52th ISI World Statistical Congress
Presentation date： 1999.08
マルチンゲール確率場に対するエントロピー法とその統計的推測への応用
西山 陽一 [Invited]
日本数学会 1999 年度年会
Presentation date： 1999.03
Seminar on Stochastic Processes and Statistical Inference D
Graduate School of Fundamental Science and Engineering
2022 fall semester
Seminar on Stochastic Processes and Statistical Inference C
Graduate School of Fundamental Science and Engineering
2022 spring semester
Seminar on Stochastic Processes and Statistical Inference B
Graduate School of Fundamental Science and Engineering
2022 fall semester
Seminar on Stochastic Processes and Statistical Inference A
Graduate School of Fundamental Science and Engineering
2022 spring semester
Research on Stochastic Processes and Statistical Inference
Graduate School of Fundamental Science and Engineering
2022 full year
Master's Thesis (Department of Pure and Applied Mathematics)
Graduate School of Fundamental Science and Engineering
2022 full year
Research on Stochastic Processes and Statistical Inference
Graduate School of Fundamental Science and Engineering
2022 full year
Master's Thesis (Department of Pure and Applied Mathematics)
Graduate School of Fundamental Science and Engineering
2022 full year
Seminar on Stochastic Processes and Statistical Inference D
Graduate School of Fundamental Science and Engineering
2022 fall semester
Seminar on Stochastic Processes and Statistical Inference C
Graduate School of Fundamental Science and Engineering
2022 spring semester
Seminar on Stochastic Processes and Statistical Inference B
Graduate School of Fundamental Science and Engineering
2022 fall semester
Seminar on Stochastic Processes and Statistical Inference A
Graduate School of Fundamental Science and Engineering
2022 spring semester
Research on Stochastic Processes and Statistical Inference
Graduate School of Fundamental Science and Engineering
2022 full year
Social Studies and Communication
Graduate School of International Culture and Communication Studies
2022 spring semester
Graph Theory
Waseda University
Linear Algebra and Its Applications
Waseda University
Social Studies and Communication
Waseda University
First Year Seminar A
Waseda University
Software and Data Science
Waseda University
Discrete Mathematics
Waseda University
Linear Algebra
Waseda University
確率論
早稲田大学
確率と確率過程 A
早稲田大学
ノン・セミパラメトリック統計推測
総合研究大学院大学
確率過程の統計解析
総合研究大学院大学
推測数理概論
総合研究大学院大学
日本統計学会 会誌編集理事（欧文）
The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting 2012 Local organizing comittee
日本数学会 評議員
日本数学会 和文誌「数学」編集委員
統計学関連連合大会 企画委員