Akashi Fumiya 明石郁哉

Researcher Number	90773268
Other IDs
Affiliation (Current)	2025: 東京大学, 大学院経済学研究科(経済学部), 講師
Affiliation (based on the past Project Information) *help	2019 – 2024: 東京大学, 大学院経済学研究科(経済学部), 講師 2018: 早稲田大学, 理工学術院, 次席研究員(研究院講師) 2017: 早稲田大学, 理工学術院, 次席研究院 2016: 早稲田大学, 理工学術院, 助教
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Statistical science
Keywords	Principal Investigator 時系列解析 / 無限分散過程 / 多変量時系列 / 分位点回帰 / 自己加重法 / テンソル値確率過程 / 経験尤度法 / スケール変動過程 / 方向統計学 / ロバスト回帰 … More / スペクトル解析 / 非線形回帰 / 数理統計学 / 長期記憶時系列モデル / 無限分散時系列モデル / 一般化経験尤度 / 統計的仮説検定 / 自己基準化法 / 一般化経験尤度法 Less

Research Projects
(3 results)
Research Products
(67 results)

テンソル値確率過程・縮小ランク推定・加重推定法を用いた複雑データ解析の新展開Principal Investigator
- Principal Investigator
  
  明石郁哉
- Project Period (FY)
  2024 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Tokyo
Statistical inference for nonstandard data via time varying processes, robust regression and directional statisticsPrincipal Investigator
- Principal Investigator
  
  明石郁哉
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Tokyo
Robust nonparametric inference for infinite variance processes by self-weighted empirical likelihood methodPrincipal Investigator
- Principal Investigator
  
  Akashi Fumiya
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  The University of Tokyo
  Waseda University

All 2024 2023 2022 2021 2020 2019 2018 2017 2016

All Journal Article Presentation Book

[Book] Diagnostic Methods in Time Series2021
- Author(s)
  Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano
- Total Pages
  108
- Publisher
  Springer Briefs in Statistics
- Data Source
  KAKENHI-PROJECT-20K13467
[Book] Empirical Likelihood and Quantile Methods for Time Series -Efficiency, Robustness, Optimality, and Prediction-2018
- Author(s)
  Yan Liu, Fumiya Akashi and Masanobu Taniguchi
- Total Pages
  130
- Publisher
  Springer
- ISBN
  9789811001529
- Data Source
  KAKENHI-PROJECT-16K16022
[Journal Article] Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models2023
- Author(s)
  Akashi Fumiya
- Journal Title
  
  Research Papers in Statistical Inference for Time Series and Related Models
  
  Volume: - Pages: 1-23
- DOI
  10.1007/978-981-99-0803-5_1
- ISBN
  9789819908028, 9789819908035
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K13467
[Journal Article] Estimation of linear functional of large spectral density matrix and application to Whittle’s approach2021
- Author(s)
  Fumiya Akashi, Masanobu Taniguchi, Yoshiyuki Tanida
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: - Issue: 1 Pages: 449-474
- DOI
  10.1007/s42081-021-00120-4
- NAID
  210000166042
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K13467
[Journal Article] Robust causality test of infinite variance processes2020
- Author(s)
  Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti
- Journal Title
  
  Journal of Econometrics
  
  Volume: 216 Issue: 1 Pages: 235-245
- DOI
  10.1016/j.jeconom.2020.01.016
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Journal Article] A new look at portmanteau tests2018
- Author(s)
  Fumiya Akashi, Hiroaki Odashima, Masanobu Taniguchi, Anna Clara Monti
- Journal Title
  
  Sankhya A
  
  Volume: 80 Pages: 121-137
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Journal Article] Change-Point Detection in Autoregressive Models with no Moment Assumptions2018
- Author(s)
  Fumiya Akashi, Holger Dette and Yan Liu
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 39 Issue: 5 Pages: 763-786
- DOI
  10.1111/jtsa.12405
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022, KAKENHI-PROJECT-17K12652
[Journal Article] Robust regression on stationary time series: A self-normalized resampling approach2018
- Author(s)
  Fumiya Akashi, Shuyang Bai, Murad S. Taqqu
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 39 Issue: 3 Pages: 417-432
- DOI
  10.1111/jtsa.12295
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Journal Article] Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models2017
- Author(s)
  Fumiya Akashi
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: - Issue: 3 Pages: 1-23
- DOI
  10.1007/s11203-017-9159-3
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust inference for non-stationary heavy-tailed processes via self-weighting & resampling method2024
- Author(s)
  Fumiya Akashi
- Organizer
  Advances in Statistical Modeling and Inference: Exploring Applications on Diverse Manifolds（法政大学）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] 非正則時系列モデルの頑健推測理論とその拡張2023
- Author(s)
  明石郁哉
- Organizer
  2023年度統計関連学会連合大会（京都大学）
- Invited
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] 空間中央値に基づく低ランクVARモデルの推定2023
- Author(s)
  明石郁哉
- Organizer
  日本数学会2023年度秋季総合分科会（東北大学）
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Spatial-median based self-weighted GEL and robust low-rank regression for VAR models2023
- Author(s)
  明石郁哉
- Organizer
  信州大学経法学部スタッフセミナー
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Robust reduced rank estimation for low-rank vector AR models2023
- Author(s)
  Fumiya Akashi
- Organizer
  EcoSta2023, Waseda University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Robust reduced rank estimation for low-rank vector AR models2023
- Author(s)
  Fumiya Akashi
- Organizer
  TMU International Conference on Statistical Modelling and Inference 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Self-weighted GEL method based on spatial median2022
- Author(s)
  Fumiya Akashi
- Organizer
  Waseda international symposium
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Spatial median and self-weighted approach for multivariate heavy-tailed processes2022
- Author(s)
  Fumiya Akashi
- Organizer
  Mathematics & Statistics Seminar Series, University of Bergamo
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Weighted estimation procedures for time-varying heavy-tailed processes2022
- Author(s)
  Fumiya Akashi, Junichi Hirukawa, Konstantinos Fokianos
- Organizer
  EcoSta 2022
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] 空間中央値・一般化経験尤度に基づくVARモデルの頑健な推測理論2022
- Author(s)
  明石郁哉
- Organizer
  九州大学　統計科学セミナー
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] 多変量自己回帰モデルに対する一般化経験尤度法を用いた頑健な推測理論の構成2022
- Author(s)
  明石郁哉
- Organizer
  日本数学会2022年度秋季総合分科会（北海道大学）
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Robust regression methods in heavy-tailed processes and spherical predictors2021
- Author(s)
  Fumiya Akashi
- Organizer
  Waseda Cherry Blossom Workshop on Topological Data Science, Waseda University
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Self-weighted estimator for heavy tailed time varying processes2021
- Author(s)
  Fumiya Akashi, Junichi Hirukawa, Konstantinos Fokianos
- Organizer
  2021年度統計関連学会連合大会（オンライン）
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Statistical inference for nonstationary heavy-tailed time series models by L1 approach2021
- Author(s)
  Fumiya Akashi, Junichi Hirukawa, Konstantinos Fokianos
- Organizer
  「多様な分野における統計科学に関する理論と方法論の革新的展開」（Innovative development of theory and methodology on statistical science in various fields）, Niigata University
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] 裾の重い時変自己回帰モデルに対する頑健な推測手法について2021
- Author(s)
  Fumiya Akashi
- Organizer
  第三回日本統計研究所研究集会~様々な多様体上の統計学~
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Robust regression on hyper-spheres with unspecified heteroscedastic errors2020
- Author(s)
  明石郁哉、Holger Dette
- Organizer
  日本数学会　２０２０年度　秋季総合分科会
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Inference for heavy-tailed time varying processes by self-weighting2020
- Author(s)
  明石郁哉、蛭川潤一、Konstantinos Fokianos
- Organizer
  日本数学会　２０２０年度　秋季総合分科会
- Data Source
  KAKENHI-PROJECT-20K13467
[Presentation] Robust regression on hyper-spheres with unspecified heteroscedastic errors and smooth approximation of object functions2020
- Author(s)
  Fumiya Akashi, Holger Dette
- Organizer
  Mini Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust local linear inference for heavy-tailed non-regular processes2019
- Author(s)
  Fumiya Akashi
- Organizer
  Summer Workshop on Economic Theory
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust causality test of infinite variance processes2019
- Author(s)
  Fumiya Akashi, Masanobu Taniguchi and Anna Clara Monti
- Organizer
  Waseda International Symposium “Introduction of General Causality to Various Data & its Applications”, Waseda University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust causality test of infinite variance processes2019
- Author(s)
  Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti
- Organizer
  Statistical Methods and Models for Complex Data
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Nonparametric L1 regression for spherical data with heavy-tailed dependent errors2019
- Author(s)
  Fumiya Akashi
- Organizer
  Statistics Seminar at Lancaster University
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust local linear inference for spherical-linear regression models2019
- Author(s)
  Fumiya Akashi, Holger Dette
- Organizer
  Mini Workshop on TDA, Time Series & Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Hybrid GEL test for rotational symmetry on spheres2019
- Author(s)
  Fumiya Akashi
- Organizer
  Workshop on causal inference in complex marine ecosystems
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Hybrid GEL test for rotational symmetry on spheres2019
- Author(s)
  Fumiya Akashi
- Organizer
  Kinosaki Seminar “Data Science & Causality”
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust causality test of infinite variance processes2019
- Author(s)
  Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti
- Organizer
  3rd International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Self-weighted GEL method for heavy-tailed ARMA models and its applications to various problems2019
- Author(s)
  Fumiya Akashi
- Organizer
  12th international conference on Computational and Methodological Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] 従属構造を持つシリンダー上のデータに対する非母数的・頑健な局所多項式回帰2019
- Author(s)
  明石郁哉
- Organizer
  日本数学会2019年度年会 (東京工業大学)
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] 高次元時系列における Whittle 推定量の漸近理論とその数値例2018
- Author(s)
  谷田義行、明石郁哉、谷口正信
- Organizer
  日本数学会 2018 年度年会 (東京大学)
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Self-normalized subsampling method for time series regression models with heavy-tailed long-memory noise2018
- Author(s)
  Fumiya Akashi
- Organizer
  Waseda International Symposium on “Recent Developments in Time series Analysis: Quantile Regression, High Dimensional Data & Causality”
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust GEL test in infinite variance processes and its application to change point tests2018
- Author(s)
  Fumiya Akashi, Holger Dette, Yan Liu
- Organizer
  Kagawa International Symposium “Recent Developments in Statistics and Econometrics”
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust change point detection by self-weighted GEL method2018
- Author(s)
  明石郁哉
- Organizer
  2018年統計関連学会連合大会 (中央大学)
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust statistical inference for non-standard time series models by empirical likelihood, self-weighting and self-normalization2018
- Author(s)
  Fumiya Akashi
- Organizer
  Departmental Colloquia at Texas A&M University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust statistical inference for time series regression model by self-normalized subsampling method2018
- Author(s)
  Fumiya Akashi, Shuyang Bai and Murad S. Taqqu
- Organizer
  “2nd International Conference on Econometrics and Statistics (Organized Session by Kaiji Motegi)”, City University of Hong Kong, Hong Kong
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust statistical inference for nonstandard time series models and related topics2018
- Author(s)
  明石郁哉
- Organizer
  Quantitative Finance Seminar, Tokyo Metropolitan University
- Invited
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust statistical inference for multiple time series: Self-weighting and normalization methods2018
- Author(s)
  Fumiya Akashi
- Organizer
  SWET: Summer Workshop on Economic Theory, Otaru University of Commerce
- Invited
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust statistical inference for multiple time series: Self-weighting and normalization methods2018
- Author(s)
  明石郁哉
- Organizer
  Mathematical Statistics and stochastic analysis for modeling and analysis of complex random systems, Osaka University
- Invited
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] 一般化経験尤度法による球面上分布の回転対称性の検定2018
- Author(s)
  明石郁哉
- Organizer
  日本数学会2018年度秋季総合分科会（岡山大学）
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust local polynomial regression for circular regression models with heavy-tailed error2018
- Author(s)
  Fumiya Akashi
- Organizer
  Waseda International Symposium “Introduction of General Causality to Various Data & its Innovation of the Optimal Inference”. Waseda University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] 自己加重型GEL統計量の局所検出力及び加重関数選択手法2018
- Author(s)
  明石郁哉
- Organizer
  日本数学会 2018 年度年会 (東京大学)
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Asymptotic theory and numerical studies of Whittle estimation for high-dimensional time series2018
- Author(s)
  Yoshiyuki Tanida, Fumiya Akashi, Masanobu Taniguchi
- Organizer
  Kouchi International Seminar on “Recent Developments of Quantile Method, Causality and High Dim. Statistics”
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Local asymptotic power of self-weighted GEL method and choice of weighting function2018
- Author(s)
  Fumiya Akashi
- Organizer
  Kouchi International Seminar on “Recent Developments of Quantile Method, Causality and High Dim. Statistics”
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] GEL method for tests of rotational symmetry on spheres2018
- Author(s)
  Fumiya Akashi
- Organizer
  Various studies of statistical analysis for asymptotic theory, circular or time series, Nanzan University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] 無限分散・長期記憶過程に対する頑健な推測手法の構成2017
- Author(s)
  明石郁哉
- Organizer
  広島大学金曜統計セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Empirical likelihood approach for robust change point detection of infinite variance time series model2017
- Author(s)
  Fumiya Akashi, Holger Dette and Yan Liu
- Organizer
  Keio International Symposium
- Place of Presentation
  慶応大学
- Year and Date
  2017-03-02
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Change point detection by self-weighted empirical likelihood method and its application to real data2017
- Author(s)
  Fumiya Akashi, Holger Dette, Yan Liu
- Organizer
  A Symposium on Complex Data Analysis
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust confidence region for time series regression models under the presence of infinite variance and long-memory2017
- Author(s)
  Fumiya Akashi, Shuyang Bai, Murad S. Taqqu
- Organizer
  Kyoto (Fushimi-Uji) International Seminar on “Recent Developments for Statistical Science”
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] A self-normalized block sampling method to quantile regression on time series2017
- Author(s)
  Fumiya Akashi, Shuyang Bai and Murad S. Taqqu
- Organizer
  Waseda International Symposium
- Place of Presentation
  早稲田大学
- Year and Date
  2017-02-27
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Self-normalized and random weighting approach to likelihood ratio test for the model diagnostics of stable processes2017
- Author(s)
  Fumyia Akashi and Jianqing Fan
- Organizer
  日本数学会
- Place of Presentation
  首都大学東京
- Year and Date
  2017-03-24
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Quantile regression-based self-normalized block sampling method for linear regression model with dependent errors2017
- Author(s)
  Fumiya Akashi, Shuyang Bai and Murad S. Taqqu
- Organizer
  日本数学会
- Place of Presentation
  首都大学東京
- Year and Date
  2017-03-24
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Self-weighted GEL method for linear hypothesis in infinite variance processes and its application to change point tests2017
- Author(s)
  Fumiya Akashi, Holger Dette, Yan Liu
- Organizer
  Waseda International Symposium on “Recent Developments for Statistical Asymptotic Theory for Time Series & Circular Distributions”
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Robust GEL method for linear hypothesis of infinite variance processes2017
- Author(s)
  Fumiya Akashi
- Organizer
  1st International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] 経験尤度法・基準化法に基づく非正則時系列モデルの頑健な統計的推測法の構成2017
- Author(s)
  明石郁哉
- Organizer
  特別講演（VIII：統計分科会）日本数学会2017年度秋季総合分科会 (山形大学)
- Invited
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Empirical likelihood and self-weighting approach for hypothesis testing of infinite variance processes and its applications2016
- Author(s)
  Fumiya Akashi
- Organizer
  Boston University/Keio University Workshop 2016
- Place of Presentation
  ボストン大学
- Year and Date
  2016-08-15
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Self-normalized and random weighting approach to likelihood ratio test for the model diagnostics of stable processes2016
- Author(s)
  Fumyia Akashi and Jianqing Fan
- Organizer
  Hokkaido International Symposium
- Place of Presentation
  北海道大学
- Year and Date
  2016-10-27
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] 自己加重型経験尤度による無限分散時系列モデルに対する頑健な統計手法の構成2016
- Author(s)
  明石郁哉
- Organizer
  統計関連学会連合大会
- Place of Presentation
  金沢大学
- Year and Date
  2016-09-04
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] Quantile regression based self-normalized block sampling method for linear regression model with dependent errors2016
- Author(s)
  Fumiya Akashi, Shuyang Bai and Murad S. Taqqu
- Organizer
  Waseda International Symposium
- Place of Presentation
  早稲田大学
- Year and Date
  2016-10-24
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K16022
[Presentation] LAD-based empirical likelihood method for linear hypothesis and its local asymptotic power2016
- Author(s)
  Fumiya Akashi
- Organizer
  日本数学会
- Place of Presentation
  関西大学
- Year and Date
  2016-09-15
- Data Source
  KAKENHI-PROJECT-16K16022

Akashi Fumiya 明石 郁哉

Research Projects

Research Products

テンソル値確率過程・縮小ランク推定・加重推定法を用いた複雑データ解析の新展開Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Statistical inference for nonstandard data via time varying processes, robust regression and directional statisticsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Robust nonparametric inference for infinite variance processes by self-weighted empirical likelihood methodPrincipal Investigator

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[Book] Diagnostic Methods in Time Series2021

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[Book] Empirical Likelihood and Quantile Methods for Time Series -Efficiency, Robustness, Optimality, and Prediction-2018

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[Journal Article] Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models2023

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[Journal Article] Estimation of linear functional of large spectral density matrix and application to Whittle’s approach2021

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[Journal Article] Robust causality test of infinite variance processes2020

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[Journal Article] A new look at portmanteau tests2018

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[Journal Article] Change-Point Detection in Autoregressive Models with no Moment Assumptions2018

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[Journal Article] Robust regression on stationary time series: A self-normalized resampling approach2018

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[Journal Article] Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models2017

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[Presentation] Robust inference for non-stationary heavy-tailed processes via self-weighting & resampling method2024

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[Presentation] 非正則時系列モデルの頑健推測理論とその拡張2023

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[Presentation] 空間中央値に基づく低ランクVARモデルの推定2023

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Akashi Fumiya 明石郁哉