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Fujimori Kou  藤森 洸

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藤森 洸  フジモリ コウ

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Researcher Number 50822110
Other IDs
Affiliation (Current) 2025: 信州大学, 学術研究院社会科学系, 准教授
Affiliation (based on the past Project Information) *help 2023: 信州大学, 学術研究院社会科学系, 准教授
2021 – 2022: 信州大学, 学術研究院社会科学系, 講師
Review Section/Research Field
Principal Investigator
Basic Section 07030:Economic statistics-related
Keywords
Principal Investigator
高次元統計学 / 点過程 / 高頻度データ / Hawkes 過程 / 整数値時系列 / スパース推定 / 高次元時系列
  • Research Projects

    (1 results)
  • Research Products

    (17 results)
  •  高次元Hawkes過程の統計解析手法の確立とその金融時系列データへの応用Principal Investigator

    • Principal Investigator
      藤森 洸
    • Project Period (FY)
      2021 – 2024
    • Research Category
      Grant-in-Aid for Early-Career Scientists
    • Review Section
      Basic Section 07030:Economic statistics-related
    • Research Institution
      Shinshu University

All 2024 2023 2022 2021

All Journal Article Presentation

  • [Journal Article] Sparse principal component analysis for high‐dimensional stationary time series2023

    • Author(s)
      Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: 50 Issue: 4 Pages: 1953-1983

    • DOI

      10.1111/sjos.12664

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-21K13271, KAKENHI-PROJECT-23K16851, KAKENHI-PROJECT-23K11018, KAKENHI-PROJECT-18H05290
  • [Presentation] Empirical likelihood methods for matrix-valued time series with long memory2024

    • Author(s)
      Kou Fujimori and Yan Liu
    • Organizer
      IMS-APRM2024
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] Two step estimations via the Dantzig selector for ergodic time series models2024

    • Author(s)
      藤森洸、佃康司
    • Organizer
      日本数学会年会2024
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] Two step estimations via the Dantzig selector for ergodic time series models2023

    • Author(s)
      Kou Fujimori and Koji Tsukuda
    • Organizer
      International Symposium on Recent Advances in Theories and Methodologies for Large Complex Data
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] The Dantzig selector for semiparametric models of stochastic processes2023

    • Author(s)
      Kou Fujimori and Koji Tsukuda
    • Organizer
      EcoSta2023
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] The Dantzig selector for semiparametric models of stochastic processes2023

    • Author(s)
      藤森洸、佃康司
    • Organizer
      日本数学会秋季総合分科会2023
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] Sparse Principal Component Analysis for High-dimensional Stationary Time Series2023

    • Author(s)
      Kou Fujimori
    • Organizer
      NUS-Waseda Workshop 2023
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] 高次元パラメータを含む確率過程のセミパラメトリックモデルに対するDantzig selector2023

    • Author(s)
      藤森洸、佃康司
    • Organizer
      統計関連学会連合大会2023
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] 高次元・定常時系列に対するスパース主成分分析2022

    • Author(s)
      藤森洸
    • Organizer
      2022 年度科学研究費シンポジウム 大規模複雑データの理論と方法論 新たな発展と関連分野への応用
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] The Lasso-based principal component analysis for high-dimensional stationary time series2022

    • Author(s)
      藤森洸
    • Organizer
      科研費シンポジウム「データサイエンスと周辺領域の双方向的理解への挑戦」
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] Sparse principal component analysis for high-dimensional stationary time series2022

    • Author(s)
      Kou Fujimori
    • Organizer
      Waseda International Symposium “Topological Data Science, Causality, Analysis of Variance & Time Series ”
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] Sparse principal component analysis for high-dimensional stationary time series2022

    • Author(s)
      Kou Fujimori
    • Organizer
      EcoSta2022
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] The Lasso-based principal component analysis for high-dimensional stationary time series2022

    • Author(s)
      藤森洸
    • Organizer
      九州大学統計科学セミナー
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] The Lasso-based principal component analysis for high-dimensional stationary time series2022

    • Author(s)
      藤森洸
    • Organizer
      日本数学会秋季総合分科会
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] Sparse principal component analysis for high-dimensional stationary time series2022

    • Author(s)
      藤森洸
    • Organizer
      多様な高次元モデルの理論と方法論:最前線の動向
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] Sparse principal component analysis for high-dimensional stationary time series2022

    • Author(s)
      藤森洸
    • Organizer
      日本数学会 2022年度年会
    • Data Source
      KAKENHI-PROJECT-21K13271
  • [Presentation] Sparse principal component analysis for high-dimensional stationary time series2021

    • Author(s)
      藤森洸
    • Organizer
      2021年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-21K13271

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