Updated on 2023/02/02

写真a

 
KIMURA, Akitoshi
 
Scopus Paper Info  
Paper Count: 0  Citation Count: 0  h-index: 1

Citation count denotes the number of citations in papers published for a particular year.

Affiliation
Faculty of Science and Engineering, School of Fundamental Science and Engineering
Job title
Assistant Professor(without tenure)

Education

  • 2015.04
    -
    2018.03

    The University of Tokyo   Graduate School of Mathematical Sciences  

  • 2013.04
    -
    2015.03

    The University of Tokyo   Graduate School of Mathematical Sciences  

  • 2009.04
    -
    2013.03

    The University of Tokyo   Faculty of Science  

Degree

  • 東京大学大学院数理科学研究科   博士 (数理科学)

Research Experience

  • 2020.04
    -
    Now

    Waseda University   Faculty of Science and Engineering

  • 2018.12
    -
    2020.03

    Waseda University   Research Institute for Science and Engineering

  • 2018.04
    -
    2018.11

    The University of Tokyo   Graduate School of Mathematical Sciences

Professional Memberships

  •  
     
     

    THE MATHEMATICAL SOCIETY OF JAPAN

  •  
     
     

    THE JAPAN STATISTICAL SOCIETY

 

Research Areas

  • Basic mathematics   Mathematical Statistics

  • Applied mathematics and statistics   Mathematical Statistics

Research Interests

  • 時系列解析

  • 確率過程

  • 数理統計学

Papers

  • Confidence interval for correlation estimator between latent processes

    Akitoshi Kimura

    Japanese Journal of Statistics and Data Science    2019.03  [Refereed]

    DOI

  • Estimation of Correlation Between Latent Processes

    Akitoshi Kimura, Nakahiro Yoshida

    ADVANCED MODELLING IN MATHEMATICAL FINANCE: IN HONOUR OF ERNST EBERLEIN   189   131 - 146  2016  [Refereed]

     View Summary

    This paper discusses estimation of correlation between hidden semimartingales. We show the consistency and the asymptotic mixed normality of the proposed correlation estimator in a high frequency setting. As an example, estimation of covariance between intensity processes of doubly stochastic point processes will be mentioned.

    DOI

    Scopus

    1
    Citation
    (Scopus)

Research Projects

  • 点過程モデリングによる金融資産価格変動メカニズムの統計解析

    日本学術振興会  科学研究費助成事業 若手研究

    Project Year :

    2020.04
    -
    2023.03
     

    木村 晃敏

Presentations

  • 仲値の大きな変動に着目した, リミットオーダーブックの高 次元Hawkes 過程によるモデリング

    木村 晃敏

    2021年度 統計関連学会連合大会 

    Presentation date: 2021.09

    Event date:
    2021.09
     
     
  • Granger causality of irregular sampled time series

    A. Kimura

    Kinosaki Seminar“ Data Science & Causality"  (Blue Ridge Hotel) 

    Presentation date: 2019

  • The asymptotic variance estimators of the correlation estimator between latentprocesses

    A. Kimura

    NCKU-Waseda International Symposium Time Series, Machine Learningand Causality Analysis  (National Cheng Kung University) 

    Presentation date: 2019

  • A Persistent Diagram Approach for LocalGranger Causality Analysis

    Y. Liu, A. Kimura, M. Taniguchi, H. Ombao

    FCU-Waseda International Symposium Time Series,Machine Learning and Causality Analysis  (Feng Chia University) 

    Presentation date: 2019

  • The asymptotic properties of the correlation estimator between latent processes

    木村 晃敏

    日本数学会2019年度秋季総合分科会  (金沢大学) 

    Presentation date: 2019

  • THE ASYMPTOTIC VARIANCE ESTIMATORS OF THE CORRELATIONESTIMATOR BETWEEN LATENT PROCESSES

    A. Kimura

    IMS-APRM2018: the 5th Insti-tute of Mathematical Statistics Asia Pacifc Rim Meeting  (National University of Singapore) 

    Presentation date: 2018

  • Estimation of correlation between latent processes

    A. Kimura

    ASC2016:Asymptotic Statistics and Computations  (東京大学) 

    Presentation date: 2016

  • Estimation of lead-lag parameter between latent processes

    木村 晃敏

    第2 回YUIMA ユーザー会ユース  (東京大学) 

    Presentation date: 2016

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Syllabus