Talks [2015Apr-2016Mar]
Hiroki Masuda: Lévy in quasi-likelihood estimation of SDE, Statistics for Stochastic Processes and Analysis of High Frequency Data V, University Pierre and Marie Curie, 2016.3.23
増田弘毅: レヴィ駆動型回帰モデル. 統計学会春季大会, 東北大学, 2016.3.5.
鎌谷研吾: マルコフ連鎖のエルゴード性とregular variation, 日本統計学会春季集会, 東北大学, 2016.3.5
Ryosuke Nomura: Computation of higher order terms in an asymptotic expansion ASC2016, Asymptotic Statistics and Computations, 東京大学駒場キャンパス, 2016.2.16.
Masayuki Uchida: Adaptive estimation for small diffusion processes and its applications, ASC2016, Asymptotic Statistics and Computations, 東京大学駒場キャンパス, 2016.2.16.
Hiroki Masuda: Stepwise estimation of ergodic Lévy driven SDE. ASC2016, Asymptotic Statistics and Computations, University of Tokyo, 2016.2.15.
Kengo Kamatani: Ergodicity of MpCN and related MCMC algorithms, ASC2016, Asymptotic Statistics and Computations, 東京大学駒場キャンパス, 2016.2.15.
Kengo Kamatani: Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distributions. The 6th joint IMS-ISBA meeting MCMSki V, Lenzerheide, Switzerland, 2016.1.6
Nakahiro Yoshida: Quasi likelihood analysis for ultra high frequency data. The 9th IASC-ARS conference, Stephen Riady Centre in University Town of National University of Singapore, Singapore, 2015.12.19
Masuda, H.: Computational aspects of estimating Lévy driven models. The 9th IASC-ARS conference, Stephen Riady Centre in University Town of National University of Singapore, Singapore, 2015.12.19
Stefano M. Iacus: Simulation and Inference for CARMA and COGARCH models. The 9th IASC-ARS conference, Stephen Riady Centre in University Town of National University of Singapore, Singapore, 2015.12.19
Masayuki Uchida: Hybrid multi-step estimators of the volatility for stochastic regression models. The 9th IASC-ARS conference, Stephen Riady Centre in University Town of National University of Singapore, Singapore, 2015.12.19
Kengo Kamatani: Efficient strategy for the Markov chain Monte Carlo in high-dimension and its implementation. The 9th IASC-ARS conference, Stephen Riady Centre in University Town of National University of Singapore, Singapore, 2015.12.17
Y. Koike: Detecting infinitesimal lead-lag effects from ultra high frequency data. The 8th International Conference of the ERCIM WG on Computational and Methodological Statistics, Senate House, University of London, UK, 2015.12.14
N. Yoshida: Quasi likelihood analysis for ultra high frequency data. The 8th International Conference of the ERCIM WG on Computational and Methodological Statistics, Senate House, University of London, UK, 2015.12.13
K. Kamatani: On some ergodic properties of the MpCN algorithm. The 8th International Conference of the ERCIM WG on Computational and Methodological Statistics, Senate House, University of London, UK, 2015.12.13
T. Ogihara: Maximum-likelihood-type estimation for diffusion processes with noisy, nonsynchronous observations. The 8th International Conference of the ERCIM WG on Computational and Methodological Statistics, Senate House, University of London, UK, 2015.12.13
M. Uchida: Hybrid type estimation for stochastic differential equations based on sampled data. The 8th International Conference of the ERCIM WG on Computational and Methodological Statistics, Senate House, University of London, UK, 2015.12.13
Masuda, H.: On approximate self-normalized residuals in heteroskedastic model. 統計数理研究所 リスク解析戦略研究センター 第４回 金融シンポジウム「ファイナンスリスクのモデリングと制御 III」, 2015.12.8
江口翔一: 従属型一般化線形モデルにおけるモデル評価. 科学研究費シンポジウム”大規模複雑データの理論と方法論：最前線の動向”, 筑波大学, 2015.11.16.
Masayuki Uchida: Model selection for diffusion type processes via information criteria with hybrid estimators, Berlin Meeting on Statistical Analysis of Stochastic Processes, Humboldt Graduate School, 2015.11.7
上原悠槙: Stepwise estimation of ergodic Lévy driven stochastic differential equation. 科研費シンポジウム “多様な分野における統計科学の新展開”, 富山県民会館, 2015.10.24.
鎌谷研吾: 対称な提案を有するMCMCの高次元解析, 応用統計ワークショップ, 東京大学本郷キャンパス, 2015.10.16
増田弘毅: Locally Cauchy SDE model with high-frequency data. 大規模統計モデリングと計算統計II, 東京大学駒場キャンパス, 2015.9.25
鎌谷研吾:高次元でのマルコフ連鎖モンテカルロ法, 大規模統計モデリングと計算統計II, 東京大学駒場キャンパス, 2015.9.25
内田雅之: ハイブリッド推測法に基づく拡散過程の統計モデリング, 大規模統計モデリングと計算統計II, 東京大学駒場キャンパス, 2015.9.25
鎌谷研吾: Asymptotic theory of Markov chain Monte Carlo method in high-dimension, 日本数学会2015年度秋季総合分科会, 京都産業大学, 2015.9.15
江口翔一, 増田弘毅: 疑似尤度とSchwarz型モデル評価, 統計関連学会連合大会, 岡山大学, 2015.9.7
鎌谷研吾: 高次元での高速なマルコフ連鎖モンテカルロ法, 統計関連学会連合大会, 岡山大学, 2015.9.7
内田雅之: 確率微分方程式のハイブリッド型推定法とモデル選択への応用, 統計関連学会連合大会, 岡山大学, 2015.9.7
吉田朋広:Construction of quasi likelihood analysis for ultra high frequency financial data, 統計関連学会連合大会, 岡山大学, 2015.9.7
清水優祐: 拡散パラメータの逐次推定手法の考案およびその実装. 統計関連学会連合大会, 岡山大学, 2015.9.7.
江口翔一: 従属型一般化線形モデルにおけるモデル評価. 統計関連学会連合大会, 岡山大学, 2015.9.7.
上原悠槙: エルゴード的Lévy駆動型確率微分方程式の二段階推定. 統計関連学会連合大会, 岡山大学, 2015.9.7.
Shoichi, E., Masuda, H.: Approximate Bayesian model comparison of LAQ models. 60th World Statistical Congress — ISI2015, Rio de Janeiro, July 30, 2015.
Masayuki Uchida: Hybrid multi-step estimation for non-ergodic diffusion processes, 60th World Statistics Congress ISI2015, Riocentro, Barra da Tijuca, Rio de Janeiro, 2015.7.30
Masayuki Uchida: HYBRID MULTI-STEP ESTIMATORS OF THE VOLATILITY FOR NON-ERGODIC DIFFUSION TYPE PROCESSES, Dynstoch 2015, Lund University, 2015.5.28
Masuda, H., Uehara, Y.: Explicit bias correction in functional estimation of Lévy driven ergodic SDE. Dynstoch meeting 2015, University of Lund, Sweden, May 27, 2015.