Shinshu University · Faculty of Economics and Law · 准教授

Research keywordstime series asymptotics・unit root MA models・conditional-sum-of-squares estimation・score tests・varying coefficient Cox models・variable selection

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• Variable selection and structure identification for varying coefficient Cox models
• Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1)
• Variable selection and structure identification for varying coefficient Cox models
• Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)

• 非定常非線形回帰モデルの確率・統計理論

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