Yabe Ryota 矢部竜太

… Alternative Names

矢部竜太ヤベリョウタ

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Researcher Number	60779164
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	2021 – 2023: 信州大学, 学術研究院社会科学系, 准教授 2016 – 2017: 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 / Economic statistics
Keywords	Principal Investigator 統計学 / 単位根 / 計量経済学 / 時系列解析 / 移動平均過程 / 確率論 / 検定 / 数理統計学 / 移動平均モデル / 経済統計学 / セミパラメトリック統計学 / ノンパラメトリック統計学 / 非定常

定常性検定問題への罰則付き推測理論の応用Principal Investigator
- Principal Investigator
  
  矢部竜太
- Project Period (FY)
  2021 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Shinshu University
Foundations and applications of statistics for nonlinear nonstationary stochastic processesPrincipal Investigator
- Principal Investigator
  
  Yabe Ryota
- Project Period (FY)
  2016 – 2017
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Research Field
  
  Economic statistics
- Research Institution
  Shinshu University

All 2024 2023 2022 2017 2016

All Journal Article Presentation

[Journal Article] Variable selection and structure identification for varying coefficient Cox models2017
- Author(s)
  Toshio Honda, Ryota Yabe
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 161 Pages: 103-122
- DOI
  10.1016/j.jmva.2017.07.007
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K05268, KAKENHI-PROJECT-16H06836
[Journal Article] Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)2017
- Author(s)
  Ryota Yabe
- Journal Title
  
  Statistics and Probability Letters
  
  Volume: 125 Pages: 220-226
- DOI
  10.1016/j.spl.2017.02.017
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16H06836
[Journal Article] Variable selection and structure identification for varying coefficient Cox models2016
- Author(s)
  Toshio Honda and Ryota Yabe
- Journal Title
  
  arXiv
  
  Volume: -
- Data Source
  KAKENHI-PROJECT-16H06836
[Presentation] Dickey-Fuller type test for Moving Average Unit Root2024
- Author(s)
  Ryota Yabe
- Organizer
  IMS APRM 2024
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01423
[Presentation] WALD TYPE TEST FOR CONDITIONAL UNIT ROOT MA(1) PROCESS2023
- Author(s)
  矢部竜太
- Organizer
  第 17 回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-21K01423
[Presentation] Dickey-Fuller type test for Moving Average Unit Root2023
- Author(s)
  Ryota Yabe
- Organizer
  Joint Statistical Meeting 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01423
[Presentation] Dickey-Fuller type test for Moving Average Unit Root2023
- Author(s)
  矢部竜太
- Organizer
  慶應義塾大学計量経済学ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-21K01423
[Presentation] Dickey-Fuller test for MA(1) unit root process2022
- Author(s)
  矢部竜太
- Organizer
  日本統計学会第16回春季集会
- Data Source
  KAKENHI-PROJECT-21K01423

1. HONDA Toshio

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

Yabe Ryota 矢部 竜太

矢部 竜太 ヤベ リョウタ

Research Projects

Research Products

Co-Researchers

定常性検定問題への罰則付き推測理論の応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Foundations and applications of statistics for nonlinear nonstationary stochastic processesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Variable selection and structure identification for varying coefficient Cox models2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Variable selection and structure identification for varying coefficient Cox models2016

Author(s)

Journal Title

Data Source

[Presentation] Dickey-Fuller type test for Moving Average Unit Root2024

Author(s)

Organizer

Data Source

[Presentation] WALD TYPE TEST FOR CONDITIONAL UNIT ROOT MA(1) PROCESS2023

Author(s)

Organizer

Data Source

[Presentation] Dickey-Fuller type test for Moving Average Unit Root2023

Author(s)

Organizer

Data Source

[Presentation] Dickey-Fuller type test for Moving Average Unit Root2023

Author(s)

Organizer

Data Source

[Presentation] Dickey-Fuller test for MA(1) unit root process2022

Author(s)

Organizer

Data Source

Yabe Ryota 矢部竜太

矢部竜太ヤベリョウタ