Hirukawa Junichi 蛭川潤一

… Alternative Names

HIRUKAWA Junichi 蛭川潤一

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Researcher Number	10386617
Other IDs
Affiliation (Current)	2025: 南山大学, 理工学部, 教授
Affiliation (based on the past Project Information) *help	2014 – 2023: 新潟大学, 自然科学系, 准教授 2010: 新潟大学, 自然科学系, 准教授 2007 – 2008: Niigata University, 自然科学系, 准教授 2005 – 2007: 早稲田大学, 理工学術院, 助手 2006: 新潟大学, 自然科学系, 助教授
Review Section/Research Field	Principal Investigator Basic Section 60030:Statistical science-related / Statistical science / General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Medium-sized Section 60:Information science, computer engineering, and related fields / Statistical science / Statistical science
Keywords	Principal Investigator 金融工学 / 時系列解析 / 高次元データ / ランク検定 / 非整数和分過程 / 局所定常過程 / 一般化単位根周辺過程 / 無限分散過程 / 大規模金融データ / 単位根周辺過程 … More / 長期記憶過程 / 緩やかに爆発するモデル / 単位根過程 / 次元縮小 / 局所定常 / 局所定常時系列 / 因子モデル / 統計数学 … More Except Principal Investigator 高次元データ / 統計数学 / 金融工学 / 計量ファイナンス / 統計的漸近理論 / 統計推測 / 統計的金融工学 / 時系列解析 / 高次元小標本 / 深層学習 / 高次元統計解析 / 時空間データ / マイクロアレイ / ゲノム / データサイエンス / 医薬生物統計 / モデル選択 / 統計的予測・制御 / 統計的推測 / 数理モデル / 遺伝子統計 / 医学・生物統計 / 因果性検定 / 近接単位根過程 / 一般化モーメント法 / 計量経済学 / ポートフォリオ推測 / セミマルチンゲール / 経験尤度法 / 非線形時系列解析 / ポートフォリオ / 安定過程 / 経験尤度比 / 統計科学 / 医学統計 / 計算機統計学 / 大偏差原理 / 非母数解析 / 順位統計量 / 経験尤度解析 / 確率解析 / 統計解析 / 非対称分布 / 多変量解析 / 非母数統計解析 / 漸近最適性 / 金融時系列 / 局所定常過程 / 局所漸近正規性 / セミパラメトリック推定 / 漸近有効性 / 高次の漸近理論 Less

Non-regular robust methods for locally stationary generalized unit root related processes and their applications to large-scale dataPrincipal Investigator
- Principal Investigator
  
  蛭川潤一
- Project Period (FY)
  2023 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  Niigata University
Innovative Developments of Theories and Methodologies for Large Complex Data
- Principal Investigator
  
  青嶋誠
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 60:Information science, computer engineering, and related fields
- Research Institution
  University of Tsukuba
Investigation of the financial structure of the bubble period based on the unit roof contiguous processes with locally stationary high dimensional disturbancePrincipal Investigator
- Principal Investigator
  
  Hirukawa Junichi
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  Niigata University
Theory and application of locally stationary time series factor models for large-scale financial dataPrincipal Investigator
- Principal Investigator
  
  Hirukawa Junichi
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Niigata University
Theories and Methodologies for Large Complex Data
- Principal Investigator
  
  AOSHIMA Makoto
- Project Period (FY)
  2015 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  University of Tsukuba
Asymmetric and nonlinear statistical theory and its applications to economics and bioscience
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Waseda University
Theory and Applications for Mathematical Methods in Statistical Science
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Waseda University
On the causality between multiple locally stationary processes and its application to the financial time series dataPrincipal Investigator
- Principal Investigator
  
  HIRUKAWA Junichi
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Niigata University
局外母数をもつ時系列回帰モデルのセミパラメトリックな高次漸近理論
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Statistical science
- Research Institution
  Waseda University

[Book] Research Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi2023
- Author(s)
  Liu, Y., Hirukawa, J., Kakizawa, Y. (eds)
- Total Pages
  607
- Publisher
  Springer
- ISBN
  9789819908035
- Data Source
  KAKENHI-PROJECT-23K11004
[Book] Research Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi2023
- Author(s)
  (Editor) Liu, Y., Hirukawa, J., Kakizawa, Y.
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-19K11857
[Book] Research Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi2023
- Author(s)
  Liu, Y., Hirukawa, J., Kakizawa, Y.
- Total Pages
  607
- Publisher
  Springer
- ISBN
  9789819908028
- Data Source
  KAKENHI-PROJECT-20H00576
[Book] Statistical portfolio estimation2018
- Author(s)
  Taniguchi, M., Hirukawa, J., Solvang, H. K., Yamashita, T., Shiraishi, H.
- Total Pages
  388
- Publisher
  CRC Press
- ISBN
  9781466505605
- Data Source
  KAKENHI-PROJECT-15H01678
[Book] Statistical portfolio estimation2017
- Author(s)
  Masanobu Taniguchi, Hiroshi Shiraishi, Junichi Hirukawa, Hiroko Solvang Kato, Takashi Yamashita
- Total Pages
  388
- Publisher
  CRC Press
- ISBN
  1466505605
- Data Source
  KAKENHI-PROJECT-16K00042
[Book] Statistical Portfolio Estimation2016
- Author(s)
  Taniguchi, M., Shiraishi, H., Hirukawa, J. Kato, S.H. and Yamashita, T.
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-23244011
[Book] 時系列解析ハンドブック2015
- Author(s)
  北川、田中、川崎監修、　蛭川潤一　担当
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Statistical Portfolio Estimation2014
- Author(s)
  Taniguchi, M. Shiraishi, H., Hirukawa, J., Kato, H. and Yamashita, T.
- Publisher
  Chapman & Hall
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Optimal Statistical lnference in Financial Engineering2008
- Author(s)
  Taniguchi, M., Hirukawa, J.and Tamaki, K.
- Total Pages
  384
- Publisher
  Chapman & Hall/CRC
- Data Source
  KAKENHI-PROJECT-17650081
[Book] Optimal Statistical Inference in Financial Engineering, Financial Mathematics Series2008
- Author(s)
  Taniguchi M., Hirukawa J., Tamaki K.
- Total Pages
  366
- Publisher
  Chapman & Hall?CRC, New York
- Data Source
  KAKENHI-PROJECT-19204009
[Book] Chapman & Hall2008
- Author(s)
  Taniguchi, M., Hirukawa, J. and Tamaki, K
- Publisher
  Optimal statistical inference in financial engineering
- Data Source
  KAKENHI-PROJECT-18740060
[Book] Optimal Statistical Inference in Financial Engineering2008
- Author(s)
  Taniguchi, M., Hirukawa, J.and Tamaki, K.
- Total Pages
  384
- Publisher
  Chapman & Hall/CRC
- Data Source
  KAKENHI-PROJECT-19204009
[Book] Optimal Statistical Inference in Financial Engineering2007
- Author(s)
  Taniguchi, M., Hirukawa, J., Tamaki, K.
- Total Pages
  400
- Publisher
  Chapman-Hall(in press)
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Rank Tests for Randomness Against Time-Varying MA Alternative2023
- Author(s)
  Hirukawa, J., Sakai, S.
- Journal Title
  
  In: Liu, Y., Hirukawa, J., Kakizawa, Y. (eds) Research Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K11857
[Journal Article] Rank Tests for Randomness Against Time-Varying MA Alternative2023
- Author(s)
  Hirukawa Junichi、Sakai Shunsuke
- Journal Title
  
  In: Liu, Y., Hirukawa, J., Kakizawa, Y. (eds) Research Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi, Springer
  
  Volume: - Pages: 221-245
- DOI
  10.1007/978-981-99-0803-5_9
- ISBN
  9789819908028, 9789819908035
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K11004, KAKENHI-PROJECT-20H00576
[Journal Article] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2020
- Author(s)
  Hirukawa Junichi, Lee Sangyeol
- Journal Title
  
  Metrika
  
  Volume: 印刷中
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Journal Article] Testing linear relationships between non-constant variances of economic variables2020
- Author(s)
  Hirukawa Junichi、Rassi Hamdi
- Journal Title
  
  Economic Modelling
  
  Volume: 90 Pages: 182-189
- DOI
  10.1016/j.econmod.2020.05.007
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Journal Article] Time series regression models with locally stationary disturbance2017
- Author(s)
  Junichi Hirukawa
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 印刷中 Issue: 3 Pages: 1-18
- DOI
  10.1007/s11203-017-9155-7
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-16K00042, KAKENHI-PROJECT-15H01678
[Journal Article] Optimal multiperiod mean-variance portfolio selection for time series return process2015
- Author(s)
  Sasaki, K., Takahashi, M., Hirukawa, J.
- Journal Title
  
  International Journal of Applied & Experimental Mathematics
  
  Volume: 1. 2015. 102
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H01678
[Journal Article] Optimal multiperiod mean-variance portfolio selection for time series return process2015
- Author(s)
  Sasaki, K., Takahashi, M. and Hirukawa, J.
- Journal Title
  
  International Journal of Applied and Experimental Mathematics
  
  Volume: in press
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Generalized information criterion2012
- Author(s)
  Taniguchi, M. and Hirukawa, J.
- Journal Title
  
  J. Time Series Analysis
  
  Volume: 33 Issue: 2 Pages: 287-297
- DOI
  10.1111/j.1467-9892.2011.00759.x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Rank-based inference for multivariate nonlinear and long-memory time series models2010
- Author(s)
  Hirukawa J., Taniai H., Hallin M., Taniguchi M.
- Journal Title
  
  J.Japan Statist.Soc. Vol.40
  
  Pages: 167-187
- NAID
  10026983676
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Rank-based inference for multivariate nonlinear and long-memory time series models2010
- Author(s)
  Hirukawa, J., Taniai, H., Hallin, M., Taniguchi, M.
- Journal Title
  
  J.Japan Statist.Soc.
  
  Volume: 40 Pages: 167-187
- NAID
  10026983676
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  Hirukawa, J., Kato, H., Tamaki, K.and Taniguchi, M.
- Journal Title
  
  J.Jap.Statist.Soc. (in press)
- NAID
  10030993658
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  Hirukawa, J., Solvang Kato, H., Tamaki, K. and Taniguchi, M
- Journal Title
  
  J. Japan Statist. Soc 38
  
  Pages: 157-171
- NAID
  10030993658
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18740060
[Journal Article] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  Hirukawa, J., Kato, H., Tamaki, K., Taniguchi, M.
- Journal Title
  
  J. Japan Statistical Society 38
  
  Pages: 157-171
- NAID
  10030993658
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Generalized information criteria in model selection for locally stationary processes.2008
- Author(s)
  Hirukawa, Junichi
- Journal Title
  
  J. Japan Statist. Soc. 38
  
  Pages: 157-171
- NAID
  10030993658
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18740060
[Journal Article] On the asymptotic inference for locally stationary processes2008
- Author(s)
  Hirukawa, J
- Journal Title
  
  RIMS 共同研究報告集「種々のモデルの統計的解析」 1603
  
  Pages: 80-93
- Data Source
  KAKENHI-PROJECT-18740060
[Journal Article] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  Hirukawa, J., Kato, H., Tamaki, K.and Taniguchi, M.
- Journal Title
  
  J.Jap.Statist.Soc. (in press)
- NAID
  10030993658
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] LAN theorem for non-Gaussian locally stationary processes and its applications2006
- Author(s)
  Hirukawa, J., Taniguchi, M.
- Journal Title
  
  J.Statist.Plan.Inf. 136
  
  Pages: 640-688
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] LAN theorem for non-Gaussian locally stationary processes and its applications2006
- Author(s)
  Hirukawa, J., Taniguchi, M.
- Journal Title
  
  J. Statist. Plan. Inference 136-3
  
  Pages: 640-688
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] The Stein-James estimator for short- and long-memory Gaussian processes2005
- Author(s)
  Taniguchi, M., Hirukawa, J.
- Journal Title
  
  Biometrika 92, 3
  
  Pages: 737-746
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Generalized information criteria in model selection for locally stationark processes
- Author(s)
  Hirukawa, Junichi
- Journal Title
  
  Journal of the Japan Statistical Society Celebration Volume for Akaike To appear
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters2024
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  九州大学統計科学セミナー於九州大学
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11004
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters2024
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  The IMS-APRM 2024 Conference, 於 University of Melbourne, Australia
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11004
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters2023
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  International Conference on Time Series Econometrics and Model Checking
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] Rank tests for randomness against time-varying MA alternative2023
- Author(s)
  Hirukawa, J.
- Organizer
  6th International Conference on Econometrics and Statistics (EcoSta 2023), 於 Waseda University, Japan
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11004
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters2023
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  International Conference on Time Series Econometrics and Model Checking, 於 Hong Kong University of Science and Technology, Hong Kong
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11004
[Presentation] Rank tests for randomness against time-varying MA alternative2023
- Author(s)
  Hirukawa, J.
- Organizer
  The 6th International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters2023
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  TMU International Conference on Statistical Modelling and Inference 2023 於首都大学東京丸の内キャンパス
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11004
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters2023
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  International Symposium on Recent Advances in Theories and Methodologies for Large Complex Data, 於 Tsukuba International Congress Center, Japan
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11004
[Presentation] Weak convergence of the partial sum of I(d) process to a fractional Brownian motion in finite interval representation2023
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  科研費シンポジウム ``Innovative developments in theory and methodology regarding various issues in statistical science and related fields'' 於新潟大学駅南キャンパスときめいと
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11004
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters.2022
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  ``Topological Data Science, Causality, Analysis of Variance, & Time Series'' 於早稲田大学基幹理工学部
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters2022
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  BOLOGNA-WASEDA TIME SERIES WORKSHOP, Accademia delle Scienze, Bologna
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters2022
- Author(s)
  Hirukawa J., Fujimori K.
- Organizer
  Waseda International Symposium on Topological Data Science, Causality, Analysis of Variance & Time Series
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters.2022
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  ``Applications of Data Science in Social Science'' 於東北大学
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Innovation algorithm of fractionally integrated (I(d)) process and applications on the estimation of parameters2022
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  5th International Conference on Econometrics and Statistics (EcoSta 2022), 於 Ryukoku University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Weak convergence of the partial sum of I(d) process to a fractional Brownian motion in finite interval representation2022
- Author(s)
  Hirukawa, J., Fujimori, K.
- Organizer
  ROME- WASEDA TIME SERIES SYMPOSIUM, Villa Mondragone, Monte Porzio Catone (Rome)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] The self-weighted LAD estimator for unit root process with locally stationary innovations2021
- Author(s)
  Hirukawa J., Akashi F., Lee S.
- Organizer
  第3回日本統計研究所研究集会～様々な多様体上における統計的推測～
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] The self-weighted LAD estimator for unit root process with locally stationary innovations.2021
- Author(s)
  Hirukawa, J., Akashi, F., Lee, S.
- Organizer
  第三回日本統計研究所研究集会～様々な多様体上における統計的推測～於法政大学
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Weak convergence of the partial sum of $I(d)$ process to a fractional Brownian motion in finite interval representation2021
- Author(s)
  Junichi Hirukawa and Kou Fujimori
- Organizer
  科研費シンポジウム「統計科学の革新にむけて」於　金沢大学
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2020
- Author(s)
  Junichi Hirukawa and Sangyeol Lee
- Organizer
  多様な高次元モデルにおける理論と方法論，及び，関連分野への応用　於　イーアスホール
- Invited
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2020
- Author(s)
  Junichi Hirukawa and Sangyeol Lee
- Organizer
  STATISTICAL TOPOLOGICAL DATA ANALYSIS WORKSHOP, King Abdullah University of Science and Technology, Saudi Arabia
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2020
- Author(s)
  J. Hirukawa、S. Lee
- Organizer
  Statistical Topological Data Analysis Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01678
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2019
- Author(s)
  Junichi Hirukawa and Sangyeol Lee
- Organizer
  CFE-CMStatistics 2019, University of London, UK
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Weak convergence of the partial sum of I(d) process to a fractional Brownian motion in finite interval representation2019
- Author(s)
  Junichi Hirukawa and Kou Fujimori
- Organizer
  科研費シンポジウム「多様な分野における統計科学に関する諸問題」（Problems related to statistical science in various fields）　於　コープシティ花園
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Weak convergence of the partial sum of I(d) process to a fractional Brownian motion in finite interval representation2019
- Author(s)
  Junichi Hirukawa and Kou Fujimori
- Organizer
  International Symposium on Theories and Methodologies, Tsukuba International Congress Center
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2019
- Author(s)
  Junichi Hirukawa and Sangyeol Lee
- Organizer
  Time-Series Seminar, Lancaster University, UK
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Weak convergence of the partial sum of I(d) process to a fractional Brownian motion in finite interval representation2019
- Author(s)
  Junichi Hirukawa and Kou Fujimori
- Organizer
  3rd International Conference on Econometrics and Statistics, National Chung Hsing University, Taichung, Taiwan
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2019
- Author(s)
  J. Hirukawa、S. Lee
- Organizer
  2019 NBER-NSF Time Series Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01678
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2019
- Author(s)
  Junichi Hirukawa and Sangyeol Lee
- Organizer
  2019 NBER-NSF Time Series Conference, The Chinese University of Hong Kong, Hong Kong
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2019
- Author(s)
  Junichi Hirukawa and Sangyeol Lee
- Organizer
  Mini Workshop on TDA(Topological Data Analysis), Time Series & Statistics 於　早稲田大学
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K11857
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance.2018
- Author(s)
  Hirukawa, J., Lee, S
- Organizer
  Waseda International Symposium ``Introduction of general causality to various data and its innovation of the optimal inference'' 於早稲田大学基幹理工学部
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance.2018
- Author(s)
  Hirukawa, J., Lee, S
- Organizer
  ``International Symposium on Statistical Theory and Methodology for Large Complex Data'' 於筑波大学
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance.2018
- Author(s)
  Hirukawa, J., Lee, S
- Organizer
  科研費シンポジウム「漸近理論、角度または時系列のための統計解析に関する様々な研究」於　南山大学
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance.2018
- Author(s)
  Hirukawa, J., Lee, S
- Organizer
  2nd International Conference on Econometrics and Statistics (EcoSta 2018), 於 City University of Hong Kong, Hong Kong,
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2017
- Author(s)
  Junichi Hirukawa, Sangyeol Lee
- Organizer
  科研費シンポジウム「多様な分野における統計科学の総合的研究 ``Overall study of statistical science in the various fields''」於コープシティ花園
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] Functional central limit theorem for locally stationary processes2017
- Author(s)
  Junichi Hirukawa
- Organizer
  海外セミナー講演　於　Department of Statistics, Seoul National University　韓国
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] Functional central limit theorem for locally stationary processes2017
- Author(s)
  Hirukawa, J.
- Organizer
  Colloquium of Department of Statistics, Seoul National University
- Data Source
  KAKENHI-PROJECT-15H01678
[Presentation] Asymptotic Properties of Mildly Explosive Processes with Locally Stationary Disturbance2017
- Author(s)
  Junichi Hirukawa, Sangyeol Lee
- Organizer
  Waseda International Symposium ``Recent Developments for Statistical Asymptotic Theory for Time Series & Circular Distributions'' 於早稲田大学基幹理工学部
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] Functional central limit theorem for locally stationary processes2016
- Author(s)
  Junichi HIRUKAWA
- Organizer
  第90回米沢数学セミナー『可換Banach環と関連分野研究集会』
- Place of Presentation
  山形大学　百周年記念会館セミナールーム，山形県米沢市
- Year and Date
  2016-07-02
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] Functional central limit theorem for locally stationary processes2016
- Author(s)
  Junichi HIRUKAWA
- Organizer
  チリ，バルパライソ大学，統計学セミナー
- Place of Presentation
  バルパライソ大学，バルパライソ，チリ
- Year and Date
  2016-09-20
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] On the extension of Lo's modified R/S statistics against to locally stationary short-range dependence2016
- Author(s)
  Junichi Hirukawa, Minehiro Takahashi, Ryota Tanaka
- Organizer
  Hokkaido International Symposium"Recent Developments of Statistical Theory in Statistical Science"
- Place of Presentation
  北海道大学　経済学研究科，北海道札幌市
- Year and Date
  2016-10-27
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] On the extension of Lo's modified R/S statistics against to locally stationary short-range dependence2016
- Author(s)
  Junichi Hirukawa, Minehiro Takahashi, Ryota Tanaka
- Organizer
  9th International Conference of the ERCIM WG on Computational and Methodological Statistics
- Place of Presentation
  セビリア大学，セビリア，チリ
- Year and Date
  2016-12-11
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K00042
[Presentation] Rank tests for an ARMA model against other tv-ARMA models2015
- Author(s)
  Hirukawa, J., Sakai, S.
- Organizer
  SNU Workshop on Advances in Time Series Analysis
- Place of Presentation
  Seoul (Korea)
- Year and Date
  2015-09-10
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01678
[Presentation] Functional central limit theorem for locally stationary processes2015
- Author(s)
  Hirukawa, J.
- Organizer
  2015 Tsinghua-Sanya International Workshop on Time Series Econometrics
- Place of Presentation
  Sanya (China)
- Year and Date
  2015-12-20
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01678
[Presentation] On the unit root process with locally stationary innovation process2010
- Author(s)
  定方真子, 蛭川潤一
- Organizer
  2010年度数学会年会
- Place of Presentation
  慶応大学
- Year and Date
  2010-03-26
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] On the unit root process with locally stationary innovation process2009
- Author(s)
  定方眞子、蛭川潤一
- Organizer
  統計関連学会連合大会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-07
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] On the asymptotic inference for locally stationary processes2008
- Author(s)
  蛭川潤一
- Organizer
  数理解析研究所・RIMS 共同研究による研究集会「Statistical Analysis of Various Models」研究会
- Place of Presentation
  京都大学数理解析研究所
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  蛭川潤一、玉置健一郎、加藤比呂子、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Generalized information criteria in model seiection for locally stationary processes2008
- Author(s)
  蛭川潤一、玉置健一郎、H. K. Solvang, 谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  蛭川潤一
- Organizer
  日本数学会2008年度年会
- Place of Presentation
  近畿大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] On the asymptotic inference for locally stationary processes2008
- Author(s)
  蛭川潤一
- Organizer
  日本統計学会春季集会2008
- Place of Presentation
  成城大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Independent component analysis for locally stationary processes2008
- Author(s)
  Hirukawa, J
- Organizer
  Recent Developments in Statistics and Econometrics ~In Honor of Hirotugu Akaike~
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Generalized information criteria in model selection for locally stationary processes2008
- Author(s)
  蛭川潤一、玉置健一郎、加藤比呂子、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Generalised information criteria in model selection for locally stationary processes2007
- Author(s)
  蛭川潤一
- Organizer
  日本統計学会2007年度統計関連学会連合大会
- Place of Presentation
  神戸大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Asymptotic inference for locally stationary processes2007
- Author(s)
  蛭川潤一
- Organizer
  日本数学会2007年度秋期総合分科会(特別講演)
- Place of Presentation
  東北大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Asymptotic inference for locally stationary processes2007
- Author(s)
  蛭川潤一
- Organizer
  日本数学会
- Place of Presentation
  東北大学
- Year and Date
  2007-09-23
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Generalized information criteria in model selection for locally stationary processes2007
- Author(s)
  蛭川潤一
- Organizer
  計量経済学セミナー
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Generalized information criteria in model seleceion for locally stationary processes2007
- Author(s)
  Hirukawa, Junichi
- Organizer
  56th Session of the International Statistical Institute
- Place of Presentation
  Lisboa, Portugal
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Generalized information criteria in model seiection for locally stationary processes2007
- Author(s)
  蛭川潤一
- Organizer
  日本統計学会2007年度統計関連学会連合大会
- Place of Presentation
  神戸大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Asymptotic inference for locally stationary proeesses2007
- Author(s)
  蛭川潤一
- Organizer
  日本数学会 2007年度秋期総合分科会特別講演
- Place of Presentation
  東北大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Generalized information criteria in model selection for locally stationary processes2007
- Author(s)
  蛭川潤一、S. H. Kato, 玉置健一郎、谷口正信
- Organizer
  日本統計学会
- Place of Presentation
  神戸大学
- Year and Date
  2007-09-08
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Generalized information criteria in model selection for locally stationary processes2007
- Author(s)
  蛭川潤一
- Organizer
  科学研究費シンポジウム「統計科学における数理的手法の理論と応用」
- Place of Presentation
  北海道大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Generalised information criteria in model selection for locally stationary processes2007
- Author(s)
  Hirukawa, J
- Organizer
  56th Session of the International Statistical Institute
- Place of Presentation
  Lisboa, Portugal
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Large deviation results for discriminant statistics of Gaussian locally stationary processes2006
- Author(s)
  蛭川潤一
- Organizer
  日本数学会2006年度秋期総合分科会
- Place of Presentation
  大阪市立大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Discriminant and Cluster Analysis for Multivariate Non-Gaussian Locally Stationary Processes2006
- Author(s)
  Hirukawa, J
- Organizer
  Fourth World Congress of the Bachelier Finance Society
- Place of Presentation
  Tokyo, Japan
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] LAN Theorem for Non-Gaussian Locally Stationary Processes and Their Discriminant and Cluster Analyses2006
- Author(s)
  蛭川潤一
- Organizer
  統計数学セミナー
- Place of Presentation
  東京大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] The asymptotic properties of the multivariate time varying autoregressive spectral estimates2006
- Author(s)
  蛭川潤一
- Organizer
  日本統計学会2006年度統計関連学会連合大会
- Place of Presentation
  東北大学
- Data Source
  KAKENHI-PROJECT-18740060
[Presentation] Rank tests for an ARMA model against other tv-ARMA models
- Author(s)
  Hirukawa, J.
- Organizer
  Department of Statistics, Columbia University
- Place of Presentation
  Columbia Uinversity, USA
- Year and Date
  2015-03-09 – 2015-03-20
- Invited
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] The factor modeling for multivariate locally stationary processes
- Author(s)
  Hirukawa. J.
- Organizer
  The 3rd IMS-APRM
- Place of Presentation
  Howard International House, Taipei
- Year and Date
  2014-06-29 – 2014-07-03
- Data Source
  KAKENHI-PROJECT-23244011

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Hirukawa Junichi 蛭川 潤一

HIRUKAWA Junichi 蛭川 潤一

Research Projects

Research Products

Co-Researchers

Non-regular robust methods for locally stationary generalized unit root related processes and their applications to large-scale dataPrincipal Investigator

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Innovative Developments of Theories and Methodologies for Large Complex Data

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Investigation of the financial structure of the bubble period based on the unit roof contiguous processes with locally stationary high dimensional disturbancePrincipal Investigator

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Review Section

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Theory and application of locally stationary time series factor models for large-scale financial dataPrincipal Investigator

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Theories and Methodologies for Large Complex Data

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Asymmetric and nonlinear statistical theory and its applications to economics and bioscience

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Theory and Applications for Mathematical Methods in Statistical Science

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On the causality between multiple locally stationary processes and its application to the financial time series dataPrincipal Investigator

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局外母数をもつ時系列回帰モデルのセミパラメトリックな高次漸近理論

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[Book] Research Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi2023

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[Book] Research Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi2023

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[Book] Research Papers in Statistical Inference for Time Series and Related Models - Essays in Honor of Masanobu Taniguchi2023

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[Book] Statistical portfolio estimation2018

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Hirukawa Junichi 蛭川潤一

HIRUKAWA Junichi 蛭川潤一