Shinshu University · Faculty of Economics and Law · 准教授

Research keywords確率過程・数理統計学・確率論

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• Test for Conditional Variance of Integer-Valued Time Series
• The Dantzig selector for diffusion processes with covariates
• The Dantzig selector for a linear model of diffusion processes
• The variable selection by the Dantzig selector for Cox's proportional hazards model

• 分散不均一性を有する高次元確率過程モデルに対する統計的推測
• 高次元Hawkes過程の統計解析手法の確立とその金融時系列データへの応用
• 超高次元の確率解析手法による統計的推測

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