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Eguchi Shoichi  江口 翔一

ORCIDConnect your ORCID iD *help
Researcher Number 50814018
Other IDs
Affiliation (Current) 2025: 大阪工業大学, 情報科学部, 講師
Affiliation (based on the past Project Information) *help 2021 – 2024: 大阪工業大学, 情報科学部, 講師
2019 – 2020: 大阪大学, 数理・データ科学教育研究センター, 特任助教
Review Section/Research Field
Principal Investigator
Basic Section 12040:Applied mathematics and statistics-related
Except Principal Investigator
Basic Section 12040:Applied mathematics and statistics-related
Keywords
Principal Investigator
モデル選択 / 確率微分方程式 / 時系列データ / 確率過程 / 尤度推定
Except Principal Investigator
非正規分布 / 統計的漸近理論 / 極限定理 / レヴィノイズ / 確率過程の統計学
  • Research Projects

    (3 results)
  • Research Products

    (14 results)
  • Co-Researchers

    (3 People)
  •  確率過程における頑健なモデル評価基準の構築Principal Investigator

    • Principal Investigator
      江口 翔一
    • Project Period (FY)
      2024 – 2028
    • Research Category
      Grant-in-Aid for Early-Career Scientists
    • Review Section
      Basic Section 12040:Applied mathematics and statistics-related
    • Research Institution
      Osaka Institute of Technology
  •  Deepening and developing statistical theory for dependent data based on Levy noise

    • Principal Investigator
      増田 弘毅
    • Project Period (FY)
      2022 – 2025
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 12040:Applied mathematics and statistics-related
    • Research Institution
      The University of Tokyo
      Kyushu University
  •  Construction of statistical inference methods in discrete observed time series data from stochastic processesPrincipal Investigator

    • Principal Investigator
      Eguchi Shoichi
    • Project Period (FY)
      2019 – 2022
    • Research Category
      Grant-in-Aid for Early-Career Scientists
    • Review Section
      Basic Section 12040:Applied mathematics and statistics-related
    • Research Institution
      Osaka Institute of Technology
      Osaka University

All 2024 2023 2022 2021 2019

All Journal Article Presentation

  • [Journal Article] Gaussian quasi-information criteria for ergodic Levy driven SDE2023

    • Author(s)
      Eguchi Shoichi、Masuda Hiroki
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 76 Issue: 1 Pages: 111-157

    • DOI

      10.1007/s10463-023-00878-2

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] 確率過程におけるロバストな擬似尤度推定2024

    • Author(s)
      江口翔一
    • Organizer
      RIMS共同研究(グループA)「確率モデルと統計的推測」
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Robustifying Gaussian quasi-likelihood inference in YUIMA2023

    • Author(s)
      Shoichi Eguchi
    • Organizer
      CMStatistics 2023
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Robustifying Gaussian quasi-likelihood inference for random dynamics2023

    • Author(s)
      Shoichi Eguchi
    • Organizer
      10th ICIAM
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] YUIMAにおけるロバストな擬似尤度推定2023

    • Author(s)
      江口翔一
    • Organizer
      統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Model comparison for ergodic Levy driven SDEs in YUIMA2022

    • Author(s)
      Shoichi Eguchi
    • Organizer
      5th International Conference on Econometrics and Statistics, Ryukoku University
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-19K14593
  • [Presentation] Model comparison for ergodic SDEs in YUIMA2022

    • Author(s)
      Shoichi Eguchi
    • Organizer
      15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-19K14593
  • [Presentation] Model comparison for ergodic SDEs in YUIMA2022

    • Author(s)
      Eguchi Shoichi
    • Organizer
      CMStatistics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] YUIMAにおける確率微分方程式のモデル評価2022

    • Author(s)
      江口翔一
    • Organizer
      第68回 日本経営システム学会 全国研究発表大会
    • Data Source
      KAKENHI-PROJECT-19K14593
  • [Presentation] YUIMAにおける確率微分方程式のモデル評価2022

    • Author(s)
      江口翔一
    • Organizer
      日本経営システム学会
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Model comparison for ergodic Levy driven SDEs in YUIMA2022

    • Author(s)
      Eguchi Shoichi
    • Organizer
      5th International Conference on Econometrics and Statistics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Stepwise model comparison for ergodic SDEs2021

    • Author(s)
      Shoichi Eguchi
    • Organizer
      4th International Conference on Econometrics and Statistics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-19K14593
  • [Presentation] Gaussian quasi-information criterion for ergodic SDEs2021

    • Author(s)
      Shoichi Eguchi
    • Organizer
      14th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-19K14593
  • [Presentation] Data driven time scale for diffusion processes in YUIMA2019

    • Author(s)
      Shoichi Eguchi
    • Organizer
      12th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2019)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-19K14593
  • 1.  増田 弘毅 (10380669)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 1 results
  • 2.  廣瀬 慧 (40609806)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  小池 祐太 (80745290)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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