Tamaki Kenichiro 玉置健一郎

… Alternative Names

TAMAKI Kenichiro 玉置健一郎

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Researcher Number	80409664
Other IDs
External Links
Affiliation (Current)	2023: 早稲田大学, 政治経済学術院, 准教授
Affiliation (based on the past Project Information) *help	2013 – 2017: 早稲田大学, 政治経済学術院, 准教授 2010: 早稲田大学, 政経学術院, 准教授 2008 – 2009: Waseda University, 政治経済学術院, 准教授 2005 – 2007: 早稲田大学, 理工学術院, 助手
Review Section/Research Field	Principal Investigator Statistical science / Statistical science / Economic statistics Except Principal Investigator Statistical science / General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator 経験尤度 / 高次漸近理論 / 時系列解析 / 統計的推測 / 数理ファイナンス / ノンパラメトリック検定 / Bartlett補正 / 検出力 / Empirical Likelihood / Portmanteau Test … More / GARCH / 経験尤度法 / 一般化経験尤度 / 次数選択 / 残差分析 / Empirical likelihood / Portmanteau test … More Except Principal Investigator 時系列解析 / 高次の漸近理論 / 漸近有効性 / セミパラメトリック推定 / 統計的金融工学 / 局所漸近正規性 / 局所定常過程 / 統計推測 / 金融時系列 / 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 Less

Generalized empirical likelihood for time seriesPrincipal Investigator
- Principal Investigator
  
  Tamaki Kenichiro
- Project Period (FY)
  2013 – 2017
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
  Economic statistics
- Research Institution
  Waseda University
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
Bayes approach to time series modelsPrincipal Investigator
- Principal Investigator
  
  TAMAKI Kenichiro
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  Waseda University
局外母数をもつ時系列回帰モデルのセミパラメトリックな高次漸近理論
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Statistical science
- Research Institution
  Waseda University

All 2017 2015 2013 2010 2009 2008 2007

All Journal Article Presentation Book

[Book] Optimal Statistical lnference in Financial Engineering2008
- Author(s)
  Taniguchi, M., Hirukawa, J.and Tamaki, K.
- Total Pages
  384
- Publisher
  Chapman & Hall/CRC
- Data Source
  KAKENHI-PROJECT-17650081
[Book] Optimal Statistical Inference in Financial Engineering, Financial Mathematics Series2008
- Author(s)
  Taniguchi M., Hirukawa J., Tamaki K.
- Total Pages
  366
- Publisher
  Chapman & Hall?CRC, New York
- Data Source
  KAKENHI-PROJECT-19204009
[Book] Optimal Statistical Inference in Financial Engineering2008
- Author(s)
  Taniguchi, M., Hirukawa, J.and Tamaki, K.
- Total Pages
  384
- Publisher
  Chapman & Hall/CRC
- Data Source
  KAKENHI-PROJECT-19204009
[Book] Optimal Statistical Inference in Financial Engineering2007
- Author(s)
  Taniguchi, M., Hirukawa, J., Tamaki, K.
- Total Pages
  400
- Publisher
  Chapman-Hall(in press)
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations2013
- Author(s)
  Masakazu Miura, Kenichiro Tamaki, and Takayuki Shiohama
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 20
- DOI
  10.1007/s10690-013-9169-0
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25870814
[Journal Article] Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations2010
- Author(s)
  Tetsuhiro Honda, Kenichiro Tamaki, Takayuki Shiohama
- Journal Title
  
  Finance Research Letters 7
  
  Pages: 60-69
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19700268
[Journal Article] Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations2010
- Author(s)
  Tetsuhiro Honda, Kenichiro Tamaki, Takayuki Shiohama
- Journal Title
  
  Finance Research Letters Vol.7,No.1
  
  Pages: 60-69
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19700268
[Journal Article] Second order properties of locally stationary processes2009
- Author(s)
  Kenichiro Tamaki
- Journal Title
  
  Journal of Time Series Analysis 30
  
  Pages: 145-166
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19700268
[Journal Article] Second order properties of locally stationary processes2009
- Author(s)
  Kenichiro Tamaki
- Journal Title
  
  Journal of Time Series Analysis Vol.30,No.1
  
  Pages: 145-166
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19700268
[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-17650081
[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] The Bernstein-von Mises theorem for stationary processes2008
- Author(s)
  Kenichiro Tamaki
- Journal Title
  
  Journal of the Japan Statistical Society Vol.38,No.2
  
  Pages: 311-323
- NAID
  10030993823
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19700268
[Journal Article] The Bernstein-von Mises theorem for stationary processes2008
- Author(s)
  Tamaki, K.
- Journal Title
  
  J.Jap.Statist.Soc. (in press)
- NAID
  10030993823
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[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] Higher order asymptotic option valuation for non-Gaussian dependent return2007
- Author(s)
  Tamaki, K.and Taniguchi, M.
- Journal Title
  
  J.Statist.Plan.Inference 137
  
  Pages: 1043-1058
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19204009
[Journal Article] Higher order asymptotic option valuation for non-Gaussian dependent returns2007
- Author(s)
  Tamaki, K., Taniguchi, M.
- Journal Title
  
  J. Statist. Inference (M.L.Puri Volume) 137
  
  Pages: 1043-1058
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Power properties of empirical likelihood for stationary processes2007
- Author(s)
  Tamaki, K.
- Journal Title
  
  Scientiae Mathematicae Japonicae 66-3
  
  Pages: 359-369
- NAID
  10019780460
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Second order optimality for estimators in time series regression models2007
- Author(s)
  Tamaki, K.
- Journal Title
  
  J.Multivariate Anal. 98
  
  Pages: 638-659
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17650081
[Journal Article] Second order optimality for estimators in time series regression models2007
- Author(s)
  Tamaki, K.
- Journal Title
  
  J. Multivariate Anal. 98
  
  Pages: 638-659
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Estimation of GARCH Process by Empirical Likelihood2017
- Author(s)
  Kenichiro Tamaki
- Organizer
  2017 Joint Statistical Meetings
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25870814
[Presentation] One-step time series model-building by empirical likelihood2015
- Author(s)
  Kenichiro Tamaki
- Organizer
  Waseda International Symposium
- Place of Presentation
  Waseda University
- Year and Date
  2015-03-04
- Data Source
  KAKENHI-PROJECT-25870814
[Presentation] Second order properties of the distributions of test statistics der ived under Whittle measure2009
- Author(s)
  玉置健一郎
- Organizer
  科研費シンポジウム"数理統計学における最近の展開とその周辺"
- Place of Presentation
  高崎経済大学
- Year and Date
  2009-11-14
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] オプション価格評価における高次漸近理論2009
- Author(s)
  玉置健一郎
- Organizer
  Seminar on Time Series and Financial Engineering
- Place of Presentation
  早稲田大学
- Year and Date
  2009-06-27
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] Empirical likelihood ratio test of the change-point problem for stationary processes2009
- Author(s)
  庄司直史、小方浩明、玉置健一郎、塩浜敬之
- Organizer
  統計関連学会連合大会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-06
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations2009
- Author(s)
  本田哲弘, 玉置健一郎, 塩濱敬之
- Organizer
  科研費シンポジウム"数理統計学における最近の展開とその周辺
- Place of Presentation
  高崎経済大学
- Year and Date
  2009-11-14
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] Second order properties of the distributions of test statistics derived under Whittle measure2009
- Author(s)
  玉置健一郎
- Organizer
  科研費シンポジウム"数理統計学における最近の展開とその周辺
- Place of Presentation
  高崎経済大学
- Year and Date
  2009-11-14
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] Empirical LikelihoodRatio Test of the Change-Point Problem for Stationary Processes2009
- Author(s)
  庄司直史・小方浩明・玉置健一郎・塩濱敬之
- Organizer
  統計関連学会連合大会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-06
- Data Source
  KAKENHI-PROJECT-19204009
[Presentation] Power comparisons of nonparametric likelihood-based tests for stationary processes2008
- Author(s)
  玉置健一郎
- Organizer
  科研費シンポジウム"計量ファイナンスと時系列解析法の新たな展開"
- Place of Presentation
  香川大学
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] Preliminary test estimation for spectra and its applications to financial hedging problem2008
- Author(s)
  前山裕亮、玉置健一郎、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] 時系列モデルに対する高次漸近理論2008
- Author(s)
  玉置健一郎
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Preliminary test estimation for spectra and its applications to financial hedging problem2008
- Author(s)
  前山裕亮、玉置健一郎、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-17650081
[Presentation] Power comparisons of nonparametric likelihood-based tests for stationary processes2008
- Author(s)
  Kenichiro Tamaki
- Organizer
  Seminar at Department of Statistics
- Place of Presentation
  Chinese University of Hong Kong
- Year and Date
  2008-02-19
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] Power comparisons of nonparametric likelihood-based tests for stationary processes2008
- Author(s)
  Kenichiro Tamaki
- Organizer
  Amsterdam Japanese Mini Conference Econometrics
- Place of Presentation
  University of Amsterdam
- Year and Date
  2008-02-29
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] Power comparisons of nonparametric likelihood-based tests for stationary processes2008
- Author(s)
  玉置健一郎
- Organizer
  科研費シンポジウム"計量ファイナンスと時系列解析法の新たな展開
- Place of Presentation
  香川大学
- Year and Date
  2008-01-25
- Data Source
  KAKENHI-PROJECT-19700268
[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-17650081
[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] 時系列モデルに対する高次漸近理論2008
- Author(s)
  玉置健一郎
- Organizer
  日本数学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] Generalized information criteria in model seiection for locally stationary processes2008
- Author(s)
  蛭川潤一、玉置健一郎、H. K. Solvang, 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] Power properties of nonparametric likelihood-based tests for stationary processes2007
- Author(s)
  玉置健一郎
- Organizer
  科研費シンポジウム"統計的推測理論の諸問題について
- Place of Presentation
  北海道大学
- Year and Date
  2007-12-07
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] On adjustments based on the signed root empirical likelihood for linear regression model2007
- Author(s)
  玉置健一郎
- Organizer
  日本数学会
- Place of Presentation
  東北大学
- Year and Date
  2007-09-23
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] Power properties of empirical likelihood for stationary processes2007
- Author(s)
  玉置健一郎
- Organizer
  日本数学会
- Place of Presentation
  東北大学
- Year and Date
  2007-09-23
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] Power properties of empirical likelihood for stationary processes2007
- Author(s)
  玉置健一郎
- Organizer
  日本数学会
- Place of Presentation
  東北大学
- Year and Date
  2007-09-23
- Data Source
  KAKENHI-PROJECT-17650081
[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
[Presentation] On adjustments based on the signed root empirical likelihood for linear regression model2007
- Author(s)
  玉置健一郎
- Organizer
  日本統計学会
- Place of Presentation
  神戸大学
- Year and Date
  2007-09-08
- Data Source
  KAKENHI-PROJECT-19700268
[Presentation] On adjustment based on the signed root empirical likelihood for linear regression model2007
- Author(s)
  玉置健一郎
- Organizer
  日本数学会
- Place of Presentation
  東北大学
- Year and Date
  2007-09-23
- Data Source
  KAKENHI-PROJECT-17650081
[Presentation] Power properties of nonparametric likelihood-based tests for stationary processes2007
- Author(s)
  玉置健一郎
- Organizer
  科研費シンポジウム"統計的推測理論の諸問題について"
- Place of Presentation
  北海道大学
- Data Source
  KAKENHI-PROJECT-19700268

1. TANIGUCHI Masanobu (00116625)

# of Collaborated Projects: 2 results

# of Collaborated Products: 15 results
2. SUZUKI Takeru (60047347)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. HIRUKAWA Junichi (10386617)

# of Collaborated Projects: 2 results

# of Collaborated Products: 11 results
4. AKAHIRA Masafumi (70017424)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. TAKEMURA Akimichi (10171670)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. KONISHI Sadanori (40090550)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. YOSHIDA Nakahiro (90210707)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. OCHI Yoshimichi (60185618)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. YAO Feng (90284348)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. WAKAKI Hirofumi (90210856)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. KAKIZAWA Yoshihide (30281778)

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12. JIMBO Masakazu (50103049)

# of Collaborated Projects: 1 results

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13. MAESONO Nobuhiko (30173701)

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14. ANO Yutaka (20201436)

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15. SHIMIZU Kunio (60110946)

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16. KONDO Masao (70117505)

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17. UNO Chikara (20282155)

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18. MIYATA Yoichi (10514250)

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19. TAKADA Yoshikazu (70114098)

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20. NOMAKUCHI Kentaro (60124806)

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21. KURIKI Shinji (00167389)

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22. KATO Takeshi (40267399)

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# of Collaborated Products: 4 results
23. TAKAHASHI Daisuke (50188025)

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24. MAEKAWA Koichi (20033748)

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25. NISHII Ryuei (40127684)

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26. SASABUCHI Yoichi (20128028)

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27. AKI Shigeo (90132696)

# of Collaborated Projects: 1 results

# of Collaborated Products: 5 results
28. KURIKI Satoshi (90195545)

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29. AOSHIMA Makoto (90246679)

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30. SHIRAISHI Hiroshi (90454024)

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31. SHIRAHATA Shingo (10037294)

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32. SHIOHAMA Takayuki (40361844)

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33. 井上淳 (80298174)

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34. 塩浜敬之

# of Collaborated Projects: 0 results

# of Collaborated Products: 2 results

Tamaki Kenichiro 玉置 健一郎

TAMAKI Kenichiro 玉置 健一郎

Research Projects

Research Products

Co-Researchers

Generalized empirical likelihood for time seriesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Theory and Applications for Mathematical Methods in Statistical Science

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Bayes approach to time series modelsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

局外母数をもつ時系列回帰モデルのセミパラメトリックな高次漸近理論

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] Optimal Statistical lnference in Financial Engineering2008

Author(s)

Total Pages

Publisher

Data Source

[Book] Optimal Statistical Inference in Financial Engineering, Financial Mathematics Series2008

Author(s)

Total Pages

Publisher

Data Source

[Book] Optimal Statistical Inference in Financial Engineering2008

Author(s)

Total Pages

Publisher

Data Source

[Book] Optimal Statistical Inference in Financial Engineering2007

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations2013

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations2010

Author(s)

Journal Title

Data Source

[Journal Article] Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations2010

Author(s)

Journal Title

Data Source

[Journal Article] Second order properties of locally stationary processes2009

Author(s)

Journal Title

Data Source

[Journal Article] Second order properties of locally stationary processes2009

Author(s)

Journal Title

Data Source

[Journal Article] Generalized information criteria in model selection for locally stationary processes2008

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Generalized information criteria in model selection for locally stationary processes2008

Author(s)

Journal Title

NAID

Data Source

Tamaki Kenichiro 玉置健一郎

TAMAKI Kenichiro 玉置健一郎