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OGATA Hiroaki  小方 浩明

ORCIDConnect your ORCID iD *help
Researcher Number 30454086
Other IDs
Affiliation (Current) 2025: 東京都立大学, 経営学研究科, 准教授
Affiliation (based on the past Project Information) *help 2020 – 2024: 東京都立大学, 経営学研究科, 准教授
2018 – 2019: 首都大学東京, 経営学研究科, 准教授
2017: 首都大学東京, 社会(科)学研究科, 准教授
2016: 首都大学東京, 社会科学研究科, 准教授
2014 – 2015: 首都大学東京, 社会(科)学研究科, 准教授
2011 – 2013: 早稲田大学, 国際教養学術院, 助教
2010: 首都大学東京, 社会(科)学研究科, 助教
Review Section/Research Field
Principal Investigator
Basic Section 60030:Statistical science-related / Statistical science / Statistical science
Except Principal Investigator
Social systems engineering/Safety system
Keywords
Principal Investigator
時系列解析 / 方向統計学 / コピュラ / 安定分布 / 多様体 / 一般化経験尤度法 / 最適ポートフォリオ / 楕円分析 / 時系列モデル / 統計数学 / 分位点 / 経験尤度 … More
Except Principal Investigator
… More リアルオプション / 金融工学 / リスク管理 / 確率論 / システム工学 / 市場分析 / ポートフォリオ効果 / 代替投資 / 金融リスク管理 / ファイナンス Less
  • Research Projects

    (5 results)
  • Research Products

    (94 results)
  • Co-Researchers

    (11 People)
  •  多様体上の統計学、コピュラ、時系列解析に関する研究Principal Investigator

    • Principal Investigator
      小方 浩明
    • Project Period (FY)
      2024 – 2028
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 60030:Statistical science-related
    • Research Institution
      Tokyo Metropolitan University
  •  時系列解析と方向統計学に関する研究Principal Investigator

    • Principal Investigator
      小方 浩明
    • Project Period (FY)
      2018 – 2024
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 60030:Statistical science-related
    • Research Institution
      Tokyo Metropolitan University
  •  A study on time series model from heavy-tailed distributionsPrincipal Investigator

    • Principal Investigator
      Ogata Hiroaki
    • Project Period (FY)
      2014 – 2018
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Statistical science
    • Research Institution
      Tokyo Metropolitan University
  •  Research on the nonparametric methods in time series analysisPrincipal Investigator

    • Principal Investigator
      OGATA Hiroaki
    • Project Period (FY)
      2010 – 2013
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Statistical science
    • Research Institution
      Waseda University
      Tokyo Metropolitan University
  •  Research on the financial risk management of a portfolio including alternative investments

    • Principal Investigator
      KIJIMA Masaaki
    • Project Period (FY)
      2009 – 2013
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Social systems engineering/Safety system
    • Research Institution
      Tokyo Metropolitan University

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 Other

All Journal Article Presentation Book

  • [Book] Research Papers in Statistical Inference for Time Series and Related Models.2023

    • Author(s)
      Hiroaki Ogata 他
    • Total Pages
      570
    • Publisher
      Springer
    • ISBN
      9789819908028
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Journal Article] 円周上の高次マルコフ過程におけるペアサーキュラモデリング2021

    • Author(s)
      小方浩明
    • Journal Title

      法政大学 日本統計研究所報

      Volume: 54 Pages: 1-6

    • Open Access
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Journal Article] Models for circular data from time series spectra2020

    • Author(s)
      Masanobu Taniguchi, Shogo Kato, Hiroaki Ogata & Arthur Pewsey
    • Journal Title

      Journal of Time Series Analysis

      Volume: 41 Issue: 6 Pages: 808-829

    • DOI

      10.1111/jtsa.12549

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193, KAKENHI-PROJECT-20K03759, KAKENHI-PROJECT-18H05290
  • [Journal Article] Circular autocorrelation of stationary circular Markov processes2017

    • Author(s)
      Abe, T., Ogata, H., Shiohama, T., and Taniai, H.
    • Journal Title

      Stochastic Process and Statistical Inference

      Volume: 印刷中 Issue: 3 Pages: 275-290

    • DOI

      10.1007/s11203-016-9154-0

    • Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26380401, KAKENHI-PROJECT-26870655, KAKENHI-PROJECT-15K21433, KAKENHI-PROJECT-15K17593
  • [Journal Article] On estimating the tail index and the spectral measure of multivariate alpha-stable distributions.2014

    • Author(s)
      Mohammadi, M., Mohammadpour, A. & Ogata, H.
    • Journal Title

      Metrika

      Volume: 2014 Issue: 5 Pages: 549-561

    • DOI

      10.1007/s00184-014-0515-7

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Journal Article] Estimation for multivariate stable distributions with generalized empirical likelihood2013

    • Author(s)
      Ogata, H
    • Journal Title

      Journal of Econometrics

      Volume: 172, Issue.2 Issue: 2 Pages: 248-254

    • DOI

      10.1016/j.jeconom.2012.08.017

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Journal Article] On sample marginal quantiles for stationary processes2013

    • Author(s)
      Dominicy, Y., Hormann, S., Ogata, H. and Veredas, D.
    • Journal Title

      Statistics and Probability Letters

      Volume: 83, Issue.1 Issue: 1 Pages: 28-36

    • DOI

      10.1016/j.spl.2012.07.016

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Journal Article] Inference for vast dimensional elliptical distributions2013

    • Author(s)
      Dominicy, Y., Ogata, H. and Veredas, D.
    • Journal Title

      Computational Statistics

      Volume: 28, Issue.4 Issue: 4 Pages: 1853-1880

    • DOI

      10.1007/s00180-012-0384-3

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Journal Article] Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood2012

    • Author(s)
      Ogata, H
    • Journal Title

      Advances in Decision Sciences

      Volume: 2012 Pages: 8-8

    • DOI

      10.1155/2012/973173

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Journal Article] Optimal Portfolios with End-of-Period Target2012

    • Author(s)
      Hiroshi Shiraishi
    • Journal Title

      Advances in Decision Sciences

      Volume: Volume 2012 Pages: 1-13

    • DOI

      10.1155/2012/703465

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20730147, KAKENHI-PROJECT-21241040, KAKENHI-PROJECT-22700291, KAKENHI-PROJECT-22700296, KAKENHI-PROJECT-24730193
  • [Journal Article] Estimation for non-Gaussian locally stationary processes with empirical likelihood method2012

    • Author(s)
      Ogata, H
    • Journal Title

      Advances in Decision Sciences

      Volume: 2012 Pages: 22-22

    • DOI

      10.1155/2012/704693

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Journal Article] An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation2010

    • Author(s)
      Ogata, H. and Taniguchi, M.
    • Journal Title

      Australian and New Zealand Journal of Statistics

      Volume: 52, Issue.4 Issue: 4 Pages: 451-468

    • DOI

      10.1111/j.1467-842x.2010.00585.x

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Journal Article] Empirical likelihood estimation for a class of stable processes2010

    • Author(s)
      Ogata, H
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 40, No.2 Pages: 207-219

    • NAID

      10028089188

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Journal Article] An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation.2010

    • Author(s)
      Hiroaki Ogata, Masanobu Taniguchi
    • Journal Title

      Australian & New Zealand Journal of Statistics

      Volume: 52 Pages: 451-468

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Journal Article] Empirical likelihood estimation for a class of stable processes2010

    • Author(s)
      Ogata, H.
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 40 Pages: 207-219

    • NAID

      10028089188

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Journal Article] An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation2010

    • Author(s)
      Ogata, H. and Taniguchi, M.
    • Journal Title

      Australian & New Zealand Journal of Statistics

      Volume: 52 Pages: 451-468

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Journal Article] Empirical likelihood estimation for a class of stable processes.2010

    • Author(s)
      Hiroaki Ogata
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 40 Pages: 207-219

    • NAID

      10028089188

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Journal Article] Preliminary test estimation for regression models with long-memory disturbance2009

    • Author(s)
      Taniguchi, M., Ogata, H., Shiraishi, H.
    • Journal Title

      Communications in Statistics -Theory and Methods- (S.Zacks festschrift issues) 36

      Pages: 3213-3224

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Journal Article] Application of empirical likelihood method to time series model2009

    • Author(s)
      小方浩明
    • Journal Title

      京都大学数理解析研究所講究録 1621

      Pages: 88-103

    • Data Source
      KAKENHI-PROJECT-21241040
  • [Journal Article] Cressie-Read power-divergence statistics for non Gaussian vector stationary processes2009

    • Author(s)
      Ogata, H., Taniguchi, M.
    • Journal Title

      Scandinavian Journal of Statistics 36

      Pages: 141-156

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Periodicity for circular data.2024

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Advances in Statistical Modeling and Inference: Exploring Applications on Diverse Manifolds
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] A skew transition distribution modeling for higher-order circular Markov processes.2023

    • Author(s)
      Hiroaki Ogata
    • Organizer
      6th International Conference on Econometrics and Statistics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] Periodicity for circular time series2023

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Bergamo-Waseda Workshop on Inference for Stochastic Processes and Application
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] A model for higher-order circular Markov process2023

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Luxembourg-Waseda Conference on Modelling and Inference for Complex Data
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] A transition distribution modeling for higher-order circular Markov processes.2023

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Waseda seminar
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] 時系列周期データの複素数過程による表現2022

    • Author(s)
      小方浩明
    • Organizer
      第一回 日本統計研究所研究集会~統計的モデリングとその周辺~
    • Invited
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] Pair circulas modelling for circular multivariate time series.2022

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Waseda International Symposium on "Topological Data Science, Causality, Analysis of Variance & Time Series"
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] Copula bounds for circular data.2022

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Advances in Directional Statistics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] 周期データに対するコピュラ2022

    • Author(s)
      小方浩明
    • Organizer
      共同研究集会「接合関数(コピュラ)理論の新展開」
    • Invited
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] 時系列周期データの複素数過程による表現2022

    • Author(s)
      小方浩明
    • Organizer
      Waseda mini-workshop “Recent development on time series analysis and related topics”
    • Invited
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] Vine copula modelling for multi-order circular Markov processes.2021

    • Author(s)
      小方浩明
    • Organizer
      第一回 日本統計研究所研究集会~統計モデリング~
    • Invited
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] Pair circulas modelling for circular multivariate time series.2021

    • Author(s)
      Hiroaki Ogata
    • Organizer
      14th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] Fr\'{e}chet-Hoeffding copula bounds for circular data2019

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Waseda International Symposium on "Introduction of General Causality to Various Data & its Applications
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] Fr\'{e}chet-Hoeffding copula bounds for circular data.2019

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Mini Workshop on TDA, Time Series & Statistics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] Fr\'{e}chet-Hoeffding copula bounds for circular data.2019

    • Author(s)
      Hiroaki Ogata
    • Organizer
      3rd International Conference on Econometrics and Statistics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K11193
  • [Presentation] The mixture transition distribution modeling for higher order circular Markov processes2018

    • Author(s)
      Hiroaki Ogata
    • Organizer
      2nd International Conference on Econometrics and Statistics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] The mixture transition distribution modeling for higher order circular Markov processes2018

    • Author(s)
      Hiroaki Ogata
    • Organizer
      11th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Joint circular distributions in view of higher order spectra of time series.2017

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Waseda International Symposium on "Recent Developments for Statistical Asymptotic Theory for Time Series & Circular Distributions"
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Multi-order circular Markov processes with canonical vine representations.2017

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Keio International Symposium on "Statistical Analysis for High-Dimensional, Circular or Time Series Data"
    • Place of Presentation
      慶應大学(神奈川県・横浜市)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Multi-order circular Markov processes with canonical vine representations.2017

    • Author(s)
      Hiroaki Ogata
    • Organizer
      1st International Conference on Econometrics and Statistics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Canonical vine representations for stationary multi-order circular Markov processes.2017

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Seminar in Department of Statistics in Seoul National University, Korea
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] The mixture transition distribution modeling for higher order circular Markov processes.2017

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Waseda International Symposium on "Recent Developments in Time series Analysis: Quantile Regression, High Dimensional Data & Causality"
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] A circular autocorrelation of stationary circular Markov processes.2016

    • Author(s)
      Toshihiro Abe, Hiroaki Ogata, Takayuki Shiohama, Hiroyuki Taniai
    • Organizer
      Waseda International Symposium on "High Dimensional Statistical Analysis for Time Spatial Processes & Quantile Analysis for Time Series"
    • Place of Presentation
      早稲田大学(東京都新宿区)
    • Year and Date
      2016-03-02
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Multi-step circular Markov processes with canonical vine representations.2016

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Hokkaido International Symposium on "Recent Developments of Statistical Theory in Statistical Science"
    • Place of Presentation
      北海道大学(北海道・札幌市)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] A circular autocorrelation of stationary circular Markov processes.2016

    • Author(s)
      小方 浩明
    • Organizer
      共同研究集会 (課題番号: 27-共研-5010)
    • Place of Presentation
      統計数理研究所(東京都立川市)
    • Year and Date
      2016-02-19
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] 時変自己相関を持つ円周上のマルコフ過程2015

    • Author(s)
      阿部俊弘、小方浩明、塩濱敬之、谷合弘行
    • Organizer
      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」
    • Place of Presentation
      富山県民会館(富山県富山市)
    • Year and Date
      2015-10-25
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Modeling Circular Markov Processes with Time Varying Autocorrelation.2015

    • Author(s)
      Toshihiro Abe, Hiroaki Ogata, Takayuki Shiohama, Hiroyuki Taniai
    • Organizer
      8th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Place of Presentation
      ロンドン(イギリス)
    • Year and Date
      2015-12-12
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Circular Autocorrelation of Stationary Markov Circular Processes.2015

    • Author(s)
      Hiroaki OGATA
    • Organizer
      Izu Seminar
    • Place of Presentation
      Hotel Izukyu(静岡県下田市)
    • Year and Date
      2015-01-30
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Stationary circular time series.2015

    • Author(s)
      Hiroaki OGATA
    • Organizer
      Waseda International Symposium on "Asymptotic Sufficiency, Asymptotic Efficiency and Semimartingale"
    • Place of Presentation
      Waseda University(東京都新宿区)
    • Year and Date
      2015-03-04
    • Invited
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] A circular autocorrelation of stationary circular Markov processes.2015

    • Author(s)
      Toshihiro Abe, Hiroaki Ogata, Takayuki Shiohama, Hiroyuki Taniai
    • Organizer
      8th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Place of Presentation
      ロンドン(イギリス)
    • Year and Date
      2015-12-12
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Consideration on a serial correlation2014

    • Author(s)
      Ogata, H
    • Organizer
      Nishi-Izu Seminar
    • Place of Presentation
      ふじやホテル, 静岡
    • Year and Date
      2014-03-06
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Circular Autocorrelation of Stationary Markov Circular Processes.2014

    • Author(s)
      Hiroaki OGATA
    • Organizer
      Seminar in Department of Statistics, The Chinese University of Hong Kong
    • Place of Presentation
      The Chinese University of Hong Kong (香港・沙田区)
    • Year and Date
      2014-11-04
    • Invited
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Consideration on a serial correlation.2014

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Nishi-Izu Seminar
    • Place of Presentation
      Fujiya Hotel
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Consideration on a measure of dependence.2014

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Workshop on Statistics for High-dimensional and Dependent Data
    • Place of Presentation
      National Taiwan University
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation of autocopula with estimating function approach2014

    • Author(s)
      Ogata, H
    • Organizer
      Waseda International Symposium on"Stable Process, Semimartingale, Finance & Pension Mathematics"
    • Place of Presentation
      早稲田大学, 東京
    • Year and Date
      2014-03-03
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation of autocopula with estimating function approach.2014

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Waseda International Symposium on“Stable Process, Semimartingale, Finance & Pension Mathematics"
    • Place of Presentation
      早稲田大学
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] 既知の方向周りでの対蹠対称性に関する漸近最適推測論2014

    • Author(s)
      阿部俊弘、小方浩明、塩濱敬之、谷合弘行
    • Organizer
      2014年度 統計関連学会連合大会
    • Place of Presentation
      東京大学(東京都文京区)
    • Year and Date
      2014-09-15
    • Data Source
      KAKENHI-PROJECT-26870655
  • [Presentation] Consideration on a measure of dependence2014

    • Author(s)
      Ogata, H
    • Organizer
      Workshop on Statistics for High-dimensional and Dependent Data
    • Place of Presentation
      National Taiwan University, 台北, 台湾
    • Year and Date
      2014-03-21
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Consideration on a serial correlation2013

    • Author(s)
      Ogata, H
    • Organizer
      Symposium on Recent Advances in Statistical Theory and Applications for High Dimensional Data Analysis and Related Topics
    • Place of Presentation
      小樽商科大学, 北海道
    • Year and Date
      2013-09-07
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] On sample marginal quantiles for stationary processes2013

    • Author(s)
      Ogata, H
    • Organizer
      Time Series Forum in Lake Kawaguchi
    • Place of Presentation
      足和田ホテル, 山梨
    • Year and Date
      2013-03-25
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Consideration on a serial correlation2013

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Symposium on Recent Advances in Statistical Theory and Applications for High Dimensional Data Analysis and Related Topics
    • Place of Presentation
      小樽商科大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation of autocopulas2013

    • Author(s)
      Hiroaki Ogata
    • Organizer
      7th International Conference on Computational and Financial Econometrics
    • Place of Presentation
      University of London, UK
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation of autocopula2013

    • Author(s)
      Ogata, H
    • Organizer
      7th International Conference on Computational and Financial Econometrics
    • Place of Presentation
      Senate House, University of London, ロンドン, イギリス
    • Year and Date
      2013-12-14
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Consideration on a serial correlation2013

    • Author(s)
      Hiroaki Ogata
    • Organizer
      Project Research Seminar on Financial and Pension Mathematics
    • Place of Presentation
      早稲田大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] (Very) Fast estimation and testing for (very) large dimensional heavy-tailed elliptical distributions2012

    • Author(s)
      Ogata, H.
    • Organizer
      早稲田大学商学部金曜セミナー
    • Place of Presentation
      早稲田大学,東京(招待講演)
    • Year and Date
      2012-01-13
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Estimation of copulas for time series2012

    • Author(s)
      Ogata, H
    • Organizer
      Project Research Seminar on Financial and Pension Mathematics
    • Place of Presentation
      早稲田大学, 東京
    • Year and Date
      2012-12-19
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] (Very) Fast estimation andtesting for (very) large dimensional heavy-tailed elliptical distributions2012

    • Author(s)
      OGATA, Hiroaki
    • Organizer
      早稲田大学商学部金曜セミナー
    • Place of Presentation
      早稲田大学(東京都)(招待講演)
    • Year and Date
      2012-01-13
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Joint estimation of copula and quantiles for time series-with estimating function approach-2012

    • Author(s)
      Ogata, H.
    • Organizer
      科研費シンポジウム"Statistics for Biomedical & Social Mathematical Sciences"
    • Place of Presentation
      早稲田大学・東京(招待講演)
    • Year and Date
      2012-03-03
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Estimation with generalized empirical likelihood for multivariate stable distributions2012

    • Author(s)
      Ogata, H
    • Organizer
      The 2012 Taipei International Statistics Workshop
    • Place of Presentation
      National Taiwan University, 台北, 台湾
    • Year and Date
      2012-05-03
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Joint estimation of copula and quantiles fortime series-with extimating function approach-2012

    • Author(s)
      OGATA, Hiroaki
    • Organizer
      科研費シンポジウム"Statistics for Biomedical & Social Msthematical Sciences"
    • Place of Presentation
      早稲田大学(東京都)(招待講演)
    • Year and Date
      2012-03-03
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Marginal quantiles for stationary processes2012

    • Author(s)
      Ogata, H
    • Organizer
      Waseda Statistical Symposium on Time Series and Related Topics
    • Place of Presentation
      早稲田大学, 東京
    • Year and Date
      2012-07-05
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Frequency Domain Empirical Likelihood for Locally Stationary Processes2012

    • Author(s)
      Ogata, H
    • Organizer
      Seminar in Feng Chia University
    • Place of Presentation
      Feng Chia University, 台中, 台湾
    • Year and Date
      2012-05-04
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Joint estimation ofcopula and quantiles for time series - with estimating function approach -2012

    • Author(s)
      Ogata, H
    • Organizer
      Symposium on Statistics for Biomedical & Social Mathematical Sciences
    • Place of Presentation
      早稲田大学, 東京
    • Year and Date
      2012-03-03
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Modeling financial data with multivariate stable distributions2011

    • Author(s)
      OGATA, Hiroaki
    • Organizer
      Project Research Seminar on Financial and Pension Mathematics
    • Place of Presentation
      早稲田大学(東京都)(招待講演)
    • Year and Date
      2011-10-25
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation for multivariate stable distributions2011

    • Author(s)
      Ogata, H
    • Organizer
      Workshop on Statistical Information in Inference and Its Related Topics
    • Place of Presentation
      京都大学数理解析研究所,京都
    • Year and Date
      2011-03-08
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Modeling financial data with multivariate stable distributions2011

    • Author(s)
      Ogata, H
    • Organizer
      Project Research Seminar on Financial and Pension Mathematics
    • Place of Presentation
      早稲田大学, 東京
    • Year and Date
      2011-10-25
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation for multivariate stable distributions2011

    • Author(s)
      Ogata, H
    • Organizer
      Atami-Seminar
    • Place of Presentation
      熱海ニューフジヤホテル, 静岡
    • Year and Date
      2011-03-03
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation for multivariate stable distributions.2011

    • Author(s)
      小方浩明
    • Organizer
      Statistical Information in Inference and Its Related Topics
    • Place of Presentation
      京都大学数理解析研究所(招待講演)
    • Year and Date
      2011-03-08
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Modeling financial data with multivariate stable distributions2011

    • Author(s)
      Ogata, H.
    • Organizer
      Project Research Seminar on Financial and Pension Mathematics
    • Place of Presentation
      早稲田大学,東京(招待講演)
    • Year and Date
      2011-10-25
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Estimation for multivariate stable distributions.2011

    • Author(s)
      小方浩明
    • Organizer
      Statistical Information in Inference and Its Related Topics
    • Place of Presentation
      京都大学数理解析研究所(招待講演)
    • Year and Date
      2011-03-08
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Quantile-based inference for elliptical stable distributions.2010

    • Author(s)
      Dominicy, Y, Ogata, H., Veredas, D.
    • Organizer
      Time Series, Quantile Regression and Model Choice
    • Place of Presentation
      University of Dortmund(招待講演)
    • Year and Date
      2010-09-20
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Estimation for multivariate stable distributions with generalized empirical likelihood method.2010

    • Author(s)
      小方浩明
    • Organizer
      シンポジウム「計算機支援による統計手法, 理論・応用およびその周辺」
    • Place of Presentation
      高知大学
    • Year and Date
      2010-11-25
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation for multivariate stable distributions with generalized empirical likelihood method.2010

    • Author(s)
      小方浩明
    • Organizer
      シンポジウム「計算機支援による統計手法,理論・応用およびその周辺」
    • Place of Presentation
      高知大学
    • Year and Date
      2010-11-25
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Empirical likelihood estimation for multivariate stable distribution2010

    • Author(s)
      Ogata, H.
    • Organizer
      Conference on Latest Developments in Heavy-Tailed Distributions
    • Place of Presentation
      ブリュッセル, ベルギー
    • Year and Date
      2010-03-27
    • Invited
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Empirical likelihood estimation for multivariate stable distribution.(招待講演)2010

    • Author(s)
      Ogata, H.
    • Organizer
      Conference on Latest Developments in Heavy-Tailed Distributions
    • Place of Presentation
      Hotel Le Chatelain, (ベルギー)
    • Year and Date
      2010-03-27
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Estimation for multivariate stable distributions with generalized empirical likelihood method2010

    • Author(s)
      Ogata, H
    • Organizer
      Symposium on Statistical Method, Theory, Application and Its Related Topics with Computer Aid
    • Place of Presentation
      高知大学, 高知
    • Year and Date
      2010-11-25
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Quantile-based inference for elliptical stable distributions.2010

    • Author(s)
      Yves Dominicy, Hiroaki Ogata, David Veredas
    • Organizer
      Time Series, Quantile Regression and Model Choice
    • Place of Presentation
      University of Dortmund(招待講演)
    • Year and Date
      2010-09-20
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimating function approach for CHARN models.2009

    • Author(s)
      小方浩明
    • Organizer
      シンポジウム数理統計学における最近の展開とその周辺」
    • Place of Presentation
      高崎アーバンホテル
    • Year and Date
      2009-11-14
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] Empirical likelihood ratio test of the change-point problem for stationary processes.2009

    • Author(s)
      小方浩明
    • Organizer
      シンポジウム「多変量モデル・時系列モデルにおける統計的推測の理論と応用」
    • Place of Presentation
      鹿児島大学
    • Year and Date
      2009-12-03
    • Data Source
      KAKENHI-PROJECT-21241040
  • [Presentation] On sample marginal quantiles for stationary processes.

    • Author(s)
      OGATA, Hiroaki
    • Organizer
      Time Series Forum in Lake Kawaguchi
    • Place of Presentation
      足和田ホテル
    • Invited
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation of copulas for time series.

    • Author(s)
      OGATA, Hiroaki
    • Organizer
      Project Research Seminar on Financial and Pension Mathematics
    • Place of Presentation
      早稲田大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Frequency Domain Empirical Likelihood for Locally Stationary Processes.

    • Author(s)
      OGATA, Hiroaki
    • Organizer
      逢甲大學統計系専題演講
    • Place of Presentation
      逢甲大學
    • Invited
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Marginal quantiles for stationary processes.

    • Author(s)
      OGATA, Hiroaki
    • Organizer
      Waseda Statistical Symposium on Time Series and Related Topics
    • Place of Presentation
      早稲田大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-22700291
  • [Presentation] Estimation with generalized empirical likelihood for multivariate stable distributions.

    • Author(s)
      OGATA, Hiroaki
    • Organizer
      The 2012 Taipei International Statistics Workshop
    • Place of Presentation
      National Taiwan University
    • Invited
    • Data Source
      KAKENHI-PROJECT-22700291
  • 1.  KIJIMA Masaaki (00186222)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 2.  TANAKA Keiichi (00381442)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  NAKAOKA Hidetaka (20516025)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 4.  YAMASHITA Hideaki (30200687)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 5.  WATANABE Takahiro (70220895)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  NOGUCHI Masayoshi (70237832)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  SHIBATA Takashi (70372597)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  MUROMACHI Yukio (70514719)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  IIBOSHI Hirokuni (90381441)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  SHIRAISHI Hiroshi
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 1 results
  • 11.  塩浜 敬之
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 1 results

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