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Fujii Takayuki  藤井 孝之

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FUJII Takayuki  藤井 孝之

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Researcher Number 40530259
Other IDs
Affiliation (Current) 2025: 滋賀大学, データサイエンス学系, 准教授
Affiliation (based on the past Project Information) *help 2013 – 2015: 滋賀大学, 経済学部, 准教授
2010: The Institute of Statistical Mathematics, リスク解析戦略研究センター, 特任研究員
2009: Transdisciplinary Research Integration Center, 新領域融合研究センター, 融合プロジェクト特任研究員
Review Section/Research Field
Principal Investigator
Statistical science / Statistical science
Keywords
Principal Investigator
確率過程 / 統計的推測 / モデル選択 / 局所時間 / ノンパラメトリック統計 / 回帰分析 / ベイズ推定 / 最尤推定 / ストレス解放モデル / 単純自己修正点過程 … More / 漸近有効性 / ベイズ推定量 / 最尤推定量 / 尤度比統計量 / 非正則モデル Less
  • Research Projects

    (2 results)
  • Research Products

    (11 results)
  • Co-Researchers

    (1 People)
  •  Statistical inference for jump stochastic processes with local time.Principal Investigator

    • Principal Investigator
      Fujii Takayuki
    • Project Period (FY)
      2013 – 2015
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Statistical science
    • Research Institution
      Shiga University
  •  Statistical inference under non-regular conditions by the likelihood ratio approach and its applications.Principal Investigator

    • Principal Investigator
      FUJII Takayuki
    • Project Period (FY)
      2009 – 2010
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Statistical science
    • Research Institution
      The Institute of Statistical Mathematics
      Transdisciplinary Research Integration Center

All 2015 2013 2010 2009

All Journal Article Presentation

  • [Journal Article] AIC type statistics for discretely observed ergodic diffusion processes2015

    • Author(s)
      Takayuki Fujii and Masayuki Uchida
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 17 Issue: 3 Pages: 267-282

    • DOI

      10.1007/s11203-014-9101-x

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24654024, KAKENHI-PROJECT-25245034, KAKENHI-PROJECT-25730016
  • [Journal Article] An extension of cusp estimation problem in ergodic diffusion processes.2010

    • Author(s)
      Fujii Takayuki
    • Journal Title

      Statistics and Probability Letters 80, no.9-10

      Pages: 779-783

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21700320
  • [Journal Article] An extension of cusp estimation problem in ergodic diffusion processes.2010

    • Author(s)
      Takayuki Fujii
    • Journal Title

      Statistics and Probability Lettera 80

      Pages: 779-783

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21700320
  • [Journal Article] Cusp estimation in random design regression models.2009

    • Author(s)
      Fujii Takayuki.
    • Journal Title

      Statistics and Decisions 27, no.3

      Pages: 235-248

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21700320
  • [Presentation] ジャンプ型マルコフ過程のノンパラメトリック推定2013

    • Author(s)
      藤井 孝之
    • Organizer
      日本数学会秋季総合分科会
    • Place of Presentation
      愛媛大学
    • Data Source
      KAKENHI-PROJECT-25730016
  • [Presentation] 単純自己修正点過程における閾値母数の推定について2010

    • Author(s)
      藤井孝之
    • Organizer
      2010年度統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-07
    • Data Source
      KAKENHI-PROJECT-21700320
  • [Presentation] 拡散過程の非正則な母数推定2010

    • Author(s)
      藤井孝之
    • Organizer
      日本数学会 2010年度秋季総合分科会
    • Place of Presentation
      名古屋大学
    • Year and Date
      2010-09-25
    • Data Source
      KAKENHI-PROJECT-21700320
  • [Presentation] 単純自己修正点過程における閾値母数の推定について2010

    • Author(s)
      藤井孝之
    • Organizer
      2010年度 統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Year and Date
      2010-09-07
    • Data Source
      KAKENHI-PROJECT-21700320
  • [Presentation] 拡散過程の非正則な母数推定2010

    • Author(s)
      藤井孝之
    • Organizer
      日本数学会2010年度秋季総合分科会
    • Place of Presentation
      名古屋大学
    • Year and Date
      2010-09-25
    • Data Source
      KAKENHI-PROJECT-21700320
  • [Presentation] 非正則な回帰モデルにおける推定量の漸近的性質について2009

    • Author(s)
      藤井孝之
    • 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-21700320
  • [Presentation] 非正則な回帰モデルにおける推定量の漸近的性質について2009

    • Author(s)
      藤井孝之
    • Organizer
      2009年度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-21700320
  • 1.  内田 雅之
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 1 results

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