Teppei OGIHARA
(荻原 哲平)
Modified on: 03/01
Profile Information
- Affiliation
- Associate Professor, Mathematics and Informatics Center, The University of Tokyo
- Visiting Associate Professor, The Institute of Statistical Mathematics
- Degree
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Ph.D. in Mathematical Sciences(University of Tokyo)
- Researcher number
- 40746426
- J-GLOBAL ID
- 201401017808576250
- researchmap Member ID
- B000242122
Research Interests
4Research Areas
2Research History
7-
Apr, 2019 - Present
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Oct, 2015 - Mar, 2019
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Apr, 2009 - Jun, 2012
Education
3-
Apr, 2011 - Jun, 2012
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Apr, 2007 - Mar, 2009
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Apr, 2005 - Mar, 2007
Committee Memberships
6-
Sep, 2023 - Present
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Apr, 2023 - Present
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Mar, 2023 - Present
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Jun, 2019 - May, 2023
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Jul, 2018 - Mar, 2023
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Mar, 2017 - Feb, 2018
Awards
2Papers
16-
Bernoulli, 30(2) 983-1006, 2024 Peer-reviewed
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Scandinavian Journal of Statistics, to appear, Dec, 2023 Peer-reviewed
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Local Asymptotic Normality for Ergodic Jump-Diffusion Processes via Transition Density ApproximationBernoulli, 29(3) 2342-2366, Aug, 2023 Peer-reviewed
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Japanese Journal of Statistics and Data Science, 6 505-550, Mar, 2023 Peer-reviewed
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Misspecified diffusion models with high-frequency observations and an application to neural networksStochastic processes and their applications, 142 245-292, Dec, 2021 Peer-reviewed
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Japan Journal of Industrial and Applied Mathematics, 20 383-413, 2020 Peer-reviewed
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Journal of Statistical Planning and Inference, 199 136-150, 2019 Peer-reviewed
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Bernoulli, 24(4B) 3318-3383, Nov 1, 2018 Peer-reviewed
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Proceedings of the Institute of Statistical Mathematics (Japanese), 65(1) 5-20, Jun, 2017 Peer-reviewed
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arXiv:1512.01619, Dec, 2015
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BERNOULLI, 21(4) 2024-2072, Nov, 2015 Peer-reviewed
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STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 124(9) 2954-3008, Sep, 2014 Peer-reviewed
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Journal of Statistical Software, 57(4) 1-51, 2014 Peer-reviewed
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University of Tokyo (Ph. D thesis), Jul, 2013
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MTEC journal, (23) 103-123, Nov, 2011
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Statistical Inference for Stochastic Processes, 14(3) 189-229, Oct, 2011 Peer-reviewed
Presentations
66-
Stochastic Analysis and Statistics 2024 / University of Tokyo / Tokyo, Feb 6, 2024 Invited
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CMStatistics 2023 / HTW Berlin / Berlin, Dec 18, 2023
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ANR EFFI Japan-France seminar / Le Mans Université / France, Dec 5, 2023 Invited
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2023年度統計関連学会連合大会, 京都大学, 京都, Sep 4, 2023
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JAFEE-ISM International Symposium on Quantative Finance 2023, Chuo University, Tokyo, Aug 19, 2023 Invited
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6th International Conference on Economics and Statistics, Waseda University, Tokyo, Aug 1, 2023
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CMStatistics 2022, King’s College London, UK (online participation), Dec 18, 2022
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第9回 統計数理研究所リスク解析戦略研究センター 金融シンポジウム, オンライン会議, Dec 12, 2022 Invited
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Risk and Statistics, 3rd Tohoku-ISM-UUlm Joint Workshop, Tohoku University, Sendai, Oct 12, 2022
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2022年度 統計関連学会連合大会, 成蹊大学, 東京, Sep 5, 2022
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5th International Conference on Econometrics and Statistics (EcoSta 2022), Ryukoku University, Kyoto (online participation), Jun 5, 2022
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The MFO-RIMS Tandem Workshop “Nonlocality in Analysis, Probability and Statistics”, Kyoto and Oberwolfach, Mar 24, 2022 Invited
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Asia-Pacific Seminar in Probability and Statistics, virtual conference, Feb 16, 2022
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大阪大学 数理・データ科学セミナー,オンライン会議, Jan 7, 2022 Invited
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CMStatistics 2021, virtual conference, Dec 19, 2021 Invited
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統計関連学会連合大会, Sep 9, 2021
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63rd ISI World Statistics Congress 2021, virtual conference, Jul 13, 2021
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確率過程の統計推測の最近の展開 2021,オンライン会議, Mar 19, 2021 Invited
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CMStatistics 2020, virtual conference, Dec 20, 2020
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九州大学統計科学セミナー,オンライン会議, Nov 20, 2020
Teaching Experience
6-
2019 - Present
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2019 - Present
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2019 - Present
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2015 - 2017
Professional Memberships
5Research Projects
4-
科研費基盤研究(B), 日本学術振興会, Apr, 2021 - Mar, 2026
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Grant-in-Aid for Young Scientists, Japan Society for the Promotion of Science, Apr, 2019 - Mar, 2021
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Strategic Basic Research Programs (PRESTO-type), Japan Science and Technology Agency, Oct, 2015 - Mar, 2019
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Grant-in-Aid for Young Scientists(B), Japan Society for the Promotion of Science, Apr, 2015 - Mar, 2018