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KATO Takeshi  加藤 剛

ORCIDConnect your ORCID iD *help
Researcher Number 40267399
Other IDs
External Links
Affiliation (based on the past Project Information) *help 2010: 山形大学, 地域教育文化部, 准教授
2001 – 2007: 慶應義塾大学, 理工学部, 講師
2001 – 2006: 慶應義塾大学, 理工学部, 専任講師
2000: 早稲大学, 政治経済学部, 講師
Review Section/Research Field
Principal Investigator
Statistical science / Statistical science
Except Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / Statistical science / Statistical science
Keywords
Principal Investigator
合成開口レーダー / ウェーブレット / 投資収益率 / マルチファクターモデル / 長期記憶性確率過程 / 非定常時系列
Except Principal Investigator
時系列 / 金融時系列 / ニューラルネットワーク / 点過程 … More / Neural Network / Point Process / Textile Plot / Multiplicative Correlation / 統計数学 / 方向統計学 / 統計的分布論 / 推定論 / 検定論 / 統計推測 / 漸近最適性 / 非母数統計解析 / 多変量解析 / 非対称分布 / 統計解析 / 確率解析 / 統計的漸近理論 / 計量ファイナンス / 経験尤度解析 / 金融工学 / 順位統計量 / 非母数解析 / 大偏差原理 / 計算機統計学 / 医学統計 / ブートストラップ / バックプロパゲーション / グラフィカルモデル / 為替レート / 条件付独立性 / 情報量 / Kullback-Leibler / 関連性 / モデル選択 / 確率的ニューラネットワーク / 確率微分方程式 / 内連性 / Bootstrap / Financial Time Sevies / Backpropagation / Graphical Model / Foreign Exchange Rate / Conditional Independence / モデル化 / データ / 隠れマルコフモデル / 最尤解探索 / 隠れ点過程 / 神経細胞 / 外国為替 / 最尤法 / クラスタ / 両側指数分布 / Modelling / Data / Hidden Markov Model / Maximum Likelihood Solution / 強定常楕円過程 / 正規尺度混合分布 / レベル交差点数 / 2値系列 / 3値系列 / 極値個数 / 変曲点個数 / 回遊数 / strictly stationary ellipsoidal process / scale mixtures of normals / level crossings / binary time series / trinary time series / number of extremes / number of inflection points / length of excursions Less
  • Research Projects

    (7 results)
  • Research Products

    (21 results)
  • Co-Researchers

    (36 People)
  •  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
  •  円周、球面、トーラス、シリンダーおよびディスク上の確率分布に関する研究

    • Principal Investigator
      SHIMIZU Kunio
    • Project Period (FY)
      2005 – 2007
    • Research Category
      Grant-in-Aid for Exploratory Research
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Keio University
  •  投資収益率に関するマルチファクターモデルにおける回帰係数行列の時刻依存性の研究Principal Investigator

    • Principal Investigator
      加藤 剛
    • Project Period (FY)
      2003 – 2004
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Statistical science
    • Research Institution
      Keio University
  •  Powerful Strategy for Point Process Data Analysis and the Archive of Models

    • Principal Investigator
      SHIBATA Ritei
    • Project Period (FY)
      2003 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Keio University
  •  Study of statistical properties for level crossings in discrete time series

    • Principal Investigator
      SHIMIZU Kunio
    • Project Period (FY)
      2003 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Statistical science
    • Research Institution
      Keio University
  •  衛星レーダー受信波に含まれる地表面反射率のウェーブレットを用いた推定Principal Investigator

    • Principal Investigator
      加藤 剛
    • Project Period (FY)
      2001 – 2002
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Statistical science
    • Research Institution
      Keio University
  •  Effectiveness of Kullback-Leibler Information As A Measure of Dependence

    • Principal Investigator
      SHIBATA Ritei
    • Project Period (FY)
      2000 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Keio University

All 2011 2010 2009 2008 2007 2006 2004 2003

All Journal Article Presentation

  • [Journal Article] Contiguity of fractional differencing2010

    • Author(s)
      Kato T., Avisado B.A.
    • Journal Title

      Far East J.Theor.Stat. Vol.30

      Pages: 71-88

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Contiguity of fractional differencing2010

    • Author(s)
      Kato, T., Avisado, B.A.
    • Journal Title

      Far East J.Theor.Stat.

      Volume: 30 Pages: 71-88

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Effects of intra-plant competition on the ensuing spatial branching patterns of straits rhododenron2009

    • Author(s)
      Faravani, M., Baki, B.B., Kato, S., Shimizu, K., Sim, C.H.
    • Journal Title

      Research Journal of Environmental Sciences 3(4)

      Pages: 427-438

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Effects of intraplant competition on the ensuing spatial branching patterns of straits rhododendron2009

    • Author(s)
      Faravani M., Baki B.B., Kato S., Shimizu K., Sim C.H.
    • Journal Title

      Research Journal of Environmental Sciences Vol.3-4

      Pages: 427-438

    • 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., Taniguchi, M.
    • Journal Title

      J. Japan Statistical Society 38

      Pages: 157-171

    • NAID

      10030993658

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] A circular-circular regression model2008

    • Author(s)
      S. Kato, K. Shimizu, G. S. Shieh
    • Journal Title

      Statistica Sinica (掲載確定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17654028
  • [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] Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition2008

    • Author(s)
      Kato, H., Taniguchi, M., Nakatani, T.and Amano, S.
    • Journal Title

      Statistical Methodology (in press)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] A new segmentation method in SAR image reconstruction2007

    • Author(s)
      Y. Aoki, T. Kato
    • Journal Title

      International Journal of Innovative Computing, Information and Control 3

      Pages: 235-245

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17654028
  • [Journal Article] A circular-circular regression model2006

    • Author(s)
      S.Kato, K.Shimizu, G.S.Shieh
    • Journal Title

      Research Report, Department of Mathematics, Keio University KSTS/RR-06/006

      Pages: 1-15

    • Data Source
      KAKENHI-PROJECT-17654028
  • [Journal Article] A New method of ground image reconstruction with shape recognition by SAR signal modeling2006

    • Author(s)
      Y.Aoki, T.Kato
    • Journal Title

      International Journal of Innovative Computing, Information and Control 2・3(未定)

    • Data Source
      KAKENHI-PROJECT-17654028
  • [Journal Article] A new method of ground image reconstruction with shape recognition by SAR signal modeling2006

    • Author(s)
      Y.Aoki, T.Kato
    • Journal Title

      International Journal of Innovative Computing, Information & Control 2・3

      Pages: 673-692

    • Data Source
      KAKENHI-PROJECT-17654028
  • [Journal Article] A further study of t-distributions on spheres2004

    • Author(s)
      Kato, S., Shimizu, K.
    • Journal Title

      Research Report(Department of Mathematics, Keio University) KSTS/RR-04/012

      Pages: 1-12

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15500190
  • [Journal Article] Dependent models on two tori, cylinders and unit discs2004

    • Author(s)
      Kato, S., Shimizu, K.
    • Journal Title

      Research Report(Department of Mathematics, Keio University) KSTS/RR-04/011

      Pages: 1-12

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15500190
  • [Journal Article] Dependent models on two tori, cylinders and unit discs2004

    • Author(s)
      Kato, S., Shimizu, K.
    • Journal Title

      Research Report, Department of Mathematics, Keio University KSTS/RR-04/011

      Pages: 1-11

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15500190
  • [Journal Article] Dependent models on two tori, cylinders and unit discs2004

    • Author(s)
      Kato, S, Shimizu, K.
    • Journal Title

      Research Report, Department of Mathematics, Keio University KSTS/RR-04/011

    • Data Source
      KAKENHI-PROJECT-15500190
  • [Journal Article] A further study of t-distributions on spheres2004

    • Author(s)
      Kato, S., Shimizu, K.
    • Journal Title

      Research Report, Department of Mathematics, Keio University KSTS/RR-04/012

      Pages: 1-12

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15500190
  • [Journal Article] A time-domain semi-parametric estimate for strongly dependent continuous-time stationary processes2003

    • Author(s)
      Kato, T., Masry, E.
    • Journal Title

      Journal of Tine Series Analisis 24(6)

      Pages: 679-703

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15500190
  • [Presentation] Statistical estimation for CAPM With long memory dependence2011

    • Author(s)
      加藤敢、天野友之、谷口正信
    • Organizer
      日本数学会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2011-03-22
    • Data Source
      KAKENHI-PROJECT-19204009
  • [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 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
  • 1.  SHIMIZU Kunio (60110946)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 9 results
  • 2.  JIMBO Masakazu (50103049)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 3.  AKAHIRA Masafumi (70017424)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 4.  TAKEMURA Akimichi (10171670)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 5.  KONISHI Sadanori (40090550)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 6.  SHIBATA Ritei (60089828)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 7.  TANIGUCHI Masanobu (00116625)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 6 results
  • 8.  YOSHIDA Nakahiro (90210707)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  OCHI Yoshimichi (60185618)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  YAO Feng (90284348)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  WAKAKI Hirofumi (90210856)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  KAKIZAWA Yoshihide (30281778)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  MAESONO Nobuhiko (30173701)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  ANO Yutaka (20201436)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 1 results
  • 15.  HIRUKAWA Junichi (10386617)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 4 results
  • 16.  KONDO Masao (70117505)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  UNO Chikara (20282155)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  MIYATA Yoichi (10514250)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  TAKADA Yoshikazu (70114098)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  NOMAKUCHI Kentaro (60124806)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  KURIKI Shinji (00167389)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  TAKAHASHI Daisuke (50188025)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 23.  MAEKAWA Koichi (20033748)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 24.  SUZUKI Takeru (60047347)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  NISHII Ryuei (40127684)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 26.  SASABUCHI Yoichi (20128028)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 27.  AKI Shigeo (90132696)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 4 results
  • 28.  KURIKI Satoshi (90195545)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 29.  AOSHIMA Makoto (90246679)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 30.  TAMAKI Kenichiro (80409664)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 4 results
  • 31.  SHIRAISHI Hiroshi (90454024)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 32.  SHIRAHATA Shingo (10037294)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 33.  SHIOHAMA Takayuki (40361844)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 34.  TAKAGIWA Mutsumi (30306849)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 35.  藤岡 照夫 (50221544)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 36.  綿森 葉子 (70240538)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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