Research Experience
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2017.12-2019.08
Kyoto University Graduate School of Informatics
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Waseda University Faculty of Science and Engineering
Details of a Researcher
Updated on 2024/11/04
Kyoto University Graduate School of Informatics
Waseda University Faculty of Science and Engineering
Computational Statistics and Data Analysis Associate Editor
Econometrics and Statistics Guest Editor
第35回 小川研究奨励賞
2021 日本統計学会
Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for Covid-19 Pandemic Modeling
Xiaofei Xu, Yijiong Zhang, Yan Liu, Yuichi Goto, Masanobu Taniguchi, Ying Chen
Statistica Sinica 2025
Second-order robustness for time series inference
Xiaofei Xu, Yan Liu, Masanobu Taniguchi
Statistical Inference for Stochastic Processes 2023.09
A Minimum Contrast Estimation for Spectral Densities of Multivariate Time Series
Yan Liu
Research Papers in Statistical Inference for Time Series and Related Models 325 - 342 2023.06
Sparse principal component analysis for high‐dimensional stationary time series
Kou Fujimori, Yuichi Goto, Yan Liu, Masanobu Taniguchi
Scandinavian Journal of Statistics 2023.05
Homogeneity tests for one-way models with dependent errors under correlated groups
Yuichi Goto, Koichi Arakaki, Yan Liu, Masanobu Taniguchi
TEST 32 ( 1 ) 163 - 183 2022.09
Higher‐order asymptotics of minimax estimators for time series
Xiaofei Xu, Yan Liu, Masanobu Taniguchi
Journal of Time Series Analysis 2022.07
予測に基づく時系列の統計推測
日本統計学会誌 52 ( 1 ) 53 - 68 2022.04 [Refereed] [Invited]
Authorship:Lead author, Corresponding author
Minimax estimation for time series models
Yan Liu, Masanobu Taniguchi
METRON 79 ( 3 ) 353 - 359 2021.12
Shrinkage estimation for multivariate time series
Yan Liu, Yoshiyuki Tanida, Masanobu Taniguchi
Statistical Inference for Stochastic Processes 24 ( 3 ) 733 - 751 2021.10
Robust Linear Interpolation and Extrapolation of Stationary Time Series in L p
Yan Liu, Yujie Xue, Masanobu Taniguchi
Journal of Time Series Analysis 41 ( 2 ) 229 - 248 2020.03
Change-point detection in autoregressive models with no moment assumptions
Akashi, Fumiya, Dette, Holger, Liu, Yan
Journal of Time Series Analysis 39 ( 5 ) 763 - 786 2018 [Refereed]
Statistical inference for quantiles in the frequency domain
Liu, Yan
Statistical Infrence for Stochanstic Processes 20 ( 3 ) 369 - 386 2017 [Refereed]
Optimal portfolio of the Government Pension Investment Fund based on the systemic risk evaluated by a new asymmetric copula
Liu, Yan
Advances in Science, Technology and Environmentology B13 21 - 38 2016 [Refereed]
Asymptotic Theory for Non-standard Estimating Function and Self-normalized Method in Time Series Analysis
Liu, Yan
Waseda University 2015
Variance stabilizing properties of Box-Cox transformation for dependent observations.
Liu, Yan
Advances in Science, Technology and Environmentology B12 63 - 70 2015 [Refereed]
Asymptotics for M-estimators in time series
Liu, Yan
Advances in Science, Technology and Environmentology B10 55 - 67 2014 [Refereed]
Asymptotic moments of symmetric self-normalized sums
Liu, Yan
Scientiae Mathematicae Japonicae 77 ( 1 ) 59 - 67 2013 [Refereed]
Precise large deviations for negatively associated random variables with consistently varying tails
Yan Liu
STATISTICS & PROBABILITY LETTERS 77 ( 2 ) 181 - 189 2007.01 [Refereed]
Research papers in statistical inference for time series and related models : essays in honor of Masanobu Taniguchi
劉, 言, 蛭川, 潤一, 柿沢, 佳秀
Springer 2023 ISBN: 9789819908028
Empirical Likelihood and Quantile Methods for Time Series
Liu, Yan, Akashi, Fumiya, Taniguchi, Masanobu( Part: Joint author)
Springer 2018
Enhancement of low-dimensional embedding methods for complex structures in spatiotemporal data with their applications
Japan Society for the Promotion of Science Grants-in-Aid for Scientific Research
Project Year :
Theoretical development on statistical inference for local complex structure of temporal and spatial data
Japan Society for the Promotion of Science Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
Project Year :
Japan Society for the Promotion of Science Grants-in-Aid for Scientific Research Grant-in-Aid for Young Scientists (B)
Project Year :
Liu Yan
Research on the robust statistics applied to the time series models with infinite variance
Japan Society for the Promotion of Science Grants-in-Aid for Scientific Research Grant-in-Aid for JSPS Fellows
Project Year :
Seminar on Mathematical Statistics, Time Series, Finance D
Graduate School of Fundamental Science and Engineering
2024 fall semester
Seminar on Mathematical Statistics, Time Series, Finance C
Graduate School of Fundamental Science and Engineering
2024 spring semester
Seminar on Mathematical Statistics, Time Series, Finance B
Graduate School of Fundamental Science and Engineering
2024 fall semester
Seminar on Mathematical Statistics, Time Series, Finance A
Graduate School of Fundamental Science and Engineering
2024 spring semester
Research on Mathematical Statistics, Time Series, Finance
Graduate School of Fundamental Science and Engineering
2024 full year
Seminar on Mathematical Statistics, Time Series, Finance D
Graduate School of Fundamental Science and Engineering
2024 fall semester
Seminar on Mathematical Statistics, Time Series, Finance C
Graduate School of Fundamental Science and Engineering
2024 spring semester
Seminar on Mathematical Statistics, Time Series, Finance B
Graduate School of Fundamental Science and Engineering
2024 fall semester
Seminar on Mathematical Statistics, Time Series, Finance A
Graduate School of Fundamental Science and Engineering
2024 spring semester
Research on Mathematical Statistics, Time Series, Finance
Graduate School of Fundamental Science and Engineering
2024 full year
Master's Thesis (Department of Pure and Applied Mathematics)
Graduate School of Fundamental Science and Engineering
2024 full year
Master's Thesis (Department of Pure and Applied Mathematics)
Graduate School of Fundamental Science and Engineering
2024 full year
Research on Mathematical Statistics, Time Series, Finance
Graduate School of Fundamental Science and Engineering
2024 full year
Seminar in Applied Mathematics A [S Grade]
School of Fundamental Science and Engineering
2024 spring semester
Exercises in Applied Mathematics B [S Grade]
School of Fundamental Science and Engineering
2024 fall semester
Introduction to Probability and Statistics [S Grade]
School of Fundamental Science and Engineering
2024 spring semester
Introduction to Probability and Statistics
School of Fundamental Science and Engineering
2024 spring semester
Survey of Applied Mathematics [S Grade]
School of Fundamental Science and Engineering
2024 full year
Introduction to Probability and Statistics B
School of Fundamental Science and Engineering
2024 fall semester
Seminar in Mathematics A [S Grade]
School of Fundamental Science and Engineering
2024 spring semester
Fundamental Mathematics Kikan(3)-II
School of Fundamental Science and Engineering
2024 spring semester
Introduction to Probability and Statistics B
School of Fundamental Science and Engineering
2024 fall semester
Seminar in Applied Mathematics B [S Grade]
School of Fundamental Science and Engineering
2024 fall semester
Research Project Spring [S Grade]
School of Fundamental Science and Engineering
2024 spring semester
Foundations of Statistics B [S Grade]
School of Fundamental Science and Engineering
2024 fall semester
Foundations of Statistics A [S Grade]
School of Fundamental Science and Engineering
2024 spring semester
Foundations of Statistics B [S Grade]
School of Fundamental Science and Engineering
2024 fall semester
Foundations of Statistics A [S Grade]
School of Fundamental Science and Engineering
2024 spring semester
Faculty of Science and Engineering Graduate School of Fundamental Science and Engineering
Faculty of Commerce Graduate School of Accountancy
Center for Data Science Concurrent Researcher
Waseda Research Institute for Science and Engineering Concurrent Researcher
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