Matsuda Yasumasa 松田安昌

… Alternative Names

MATSUDA Yasumasa 松田安昌

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Researcher Number	10301590
Other IDs
External Links
Affiliation (Current)	2025: 東北大学, 経済学研究科, 教授
Affiliation (based on the past Project Information) *help	2016 – 2025: 東北大学, 経済学研究科, 教授 2011 – 2016: 東北大学, 経済学研究科(研究院), 教授 2010: 東北大学, 大学院・経済学研究科, 教授 2009: Tohoku University, 大学院・経済学研究科, 准教授 2008: 東北大学, 経済学研究科・研究院, 助教授 … More 2006: Tohoku University, Graduate School of Economics, Associate Professor, 大学院経済学研究科, 准教授 2006: 東北大学, 大学院経済学研究科, 助教授 2005 – 2006: 東北大学, 大学院・経済学研究科, 助教授 2004: 新潟大学, 経済学部, 助教授 2003: 新潟大, 経済学部, 助教授 2002: 新潟大学, 経済学部, 助教授 1998 – 1999: Kanagawa Univeristy, Faculty of Engineering Research Associate, 工学部, 助手 1998: 日本大学, 工学部, 助手 Less
Review Section/Research Field	Principal Investigator Statistical science / Statistical science / Basic Section 60030:Statistical science-related / Economic statistics / Statistical science Except Principal Investigator Commerce / Statistical science / Basic Section 57030:Conservative dentistry-related / Basic Section 07030:Economic statistics-related / Medium-sized Section 60:Information science, computer engineering, and related fields / Medium-sized Section 7:Economics, business administration, and related fields / Economic statistics / Statistical science
Keywords	Principal Investigator 時空間データ / 非定常性 / スペクトル密度関数 / 時空間モデル / 時空間回帰モデル / 空間データ / 非定常 / 時系列 / CARMAモデル / spectral density … More / spatial data / model selection / ピリオドグラム / スペクトル / 時空間ＡＲＭAモデル / Cox比例ハザードモデル / 空間パネルモデル / 関数回帰モデル / 不動産取引 / 人流 / 機械学習 / Cox空間回帰モデル / 回帰不連続デザイン / 予測 / 高次元時系列 / 深層学習 / 因子モデル / 空間主成分分析 / ZIRP / Garch effect / volatility / term structure / interest rate / Nelson-Siegel model / Garcg effect / Kalman filter / interest rates / Nelson Siegel model / 等方性 / 局所定常モデル / 観測誤差 / Brownian sheet / 節点 / ベイズ推定 / 欠損値 / Bayesian CARMA kriging / Whittle尤度 / spectral density matrix / 多変量CARMAモデル / spatio temporal data / Bayesian kriging / Whittle推定 / フーリエ変換 / 状態空間モデル / 空間疫学 / wavelet / ベイズMCMC法 / 大規模データ / 複合ポアソン過程 / Levy過程 / 共分散関数 / 空間CARMAモデル / irregularly spaced data / separable correlations / forecasting / kriging / Whittle estimate / spatio-temporal data / smoothing parameter / spatial and temporal data / broad band / Stochastic Volatility model / long memory / Kriging / Materan class / ベイズ回帰モデル / Whittle尤度関数 / 局所定常過程 / Whittle likelihood / B-spline / local stationary / Matern Class / spatial temporal data / フーリエ解析 / 局所ピリオドグラム / periodogram / nonparametric / multivariate time series / Kullback-Leibler distance / graphical model / consistency / conditional independence / クロスバリデーション / 検定統計量 / 因果性 / スペクトル密度行列 / グラフィカルモデル / 非線形回帰分析 / fMRIデータ / カルバック・ライブラーの距離 … More Except Principal Investigator 時空間確率場 / Network / ロジスティクス / 高次元データ / 時空間統計解析 / 歯内療法 / 規格設定 / 骨格幹細胞 / 組織工学 / 再生医療 / Spatial interaction / Co-search / EDGAR search traffic / Capital asset pricing / COVID-19 / Contagion test / Commodity Prediction / Arbitrage Pricing Theory / Network interconnection / 高次元小標本 / 深層学習 / 高次元統計解析 / 時空間データ / 空間重み行列 / ビッグデータ / 空間統計学 / 空間計量経済学 / 空間経済学 / 計量経済学 / 時空間統計学 / 時空間都市経済分析 / ネットワーク社会経済モデル / 時空間都市・地域経済分析 / ネットワーク社会モデル / 時空間ファイナンスモデル / 時空間都市地域経済分析 / 時空間計量ファイナンス / 時空間統計科学 / 時空間計量経済学 / パターン認識 / 森林減少 / 倍数体 / 遺伝子発現 / 時空間モデリング / 植物の表現型 / コンピュータビジョン / 遺伝子ネットワーク / 超高解像度画像 / 自己回帰型回帰モデル / 構造的SVM / マルチラベル判別 / 遺伝子間制御ネットワーク / 磁気嵐指数 / 太陽活動 / スパースモデリング / Small area statistics / Circular data analysis / Spatial data analysis / Spatial competition / Empirical Bayes estimator / Spatio-temporal point process / Markov random field / Spatio-temporal random field / 空間分割 / 空間ネットワーク / 非線形回帰モデル / 球面分布 / 空間商圏分析 / 離散選択モデル / ノンパラメトリック解析 / クロスバリデーション / 空間クラスタリング / 時空間パネルデータ / Space-time ETAS model / クロスバリデーション法 / 確率伝播法 / Spatial AdaBoost / 経験ベイズモデル / 階層ベイズモデル / 時空間相関分析 / 空間的分散不均一性 / 角度データ解析 / Echelon解析 / 空間フーリエ解析 / 小地域統計 / 角度データ分析 / 空間データ解析 / 空間的競争 / 経験ベイズ推定量 / 時空間点過程 / マルコフ確率場 / Environment / Logistics Management / Disposal / Reuse / Recycle / Logistics General / Reverse Logistics / ゼロエミッション / ディスポサル / リュース / リバースロジスティクス / ロジスデクス / リカイクル / アンケート / 環境 / リバース / リサイクル / Service / Rationalzation / Development process / Corpotate logistics / Logistics / 物流ネットワーク / ロジスティック / アンケート調査 / 発展モデル / Logistics Service / Virtual Logistics / サービス / 物流合理化 / ネットワーク / 発展形態モデル / 物流 / 空間クラスター分析 / 生物・遺伝データ解析 / 空間疫学 / クリギング / 空間回帰モデル / 時空間時計解析 / ミクロデータ解析 / 大規模データ解析 / 確率場の推測理論 / 都市・地域データ解析 / 小地域データ解析 / 生物・遺伝・環境データ解析 / 生物・遺伝統計学 / 地球・環境統計学 / 時空間疫学 / 都市・地域データ分析 / 大規模時空間データ Less

Development of standard setting technology which guarantee bone forming ability of jaw bone derived skeltal stem cells
- Principal Investigator
  
  齋藤正寛
- Project Period (FY)
  2025 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 57030:Conservative dentistry-related
- Research Institution
  Tohoku University
Asset Pricing by Spatial Interaction Identified with Internet Co-search Relation
- Principal Investigator
  
  KO IATMENG
- Project Period (FY)
  2022 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Tohoku University
spatio-temporal data modeling with applications to social sciencePrincipal Investigator
- Principal Investigator
  
  松田安昌
- Project Period (FY)
  2021 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  Tohoku University
Innovative Developments of Theories and Methodologies for Large Complex Data
- Principal Investigator
  
  青嶋誠
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 60:Information science, computer engineering, and related fields
- Research Institution
  University of Tsukuba
Challenges and new developments to the most important issues in spatial econometrics
- Principal Investigator
  
  Tsutsumi Morito
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  University of Tsukuba
CARMA random fields and their applications to large spatio-temporal dataPrincipal Investigator
- Principal Investigator
  
  Matsuda Yasumasa
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  Tohoku University
Building new models for spatio-temporal econometrics and thier statistical inference
- Principal Investigator
  
  Yajima Yoshihiro
- Project Period (FY)
  2017 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
Statistical modeling of spatio-temporal data on natural and social phenomena, and those understanding
- Principal Investigator
  
  Nishii Ryuei
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  Kyushu University
Modelling of non-stationary spatio-temporal data with estimation, testing and forecastingPrincipal Investigator
- Principal Investigator
  
  Matsuda Yasumasa
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  Tohoku University
金融緩和政策がおよぼす日本国債市場へのインパクトのモデル分析Principal Investigator
- Principal Investigator
  
  松田安昌
- Project Period (FY)
  2013 – 2014
- Research Category
  
  Grant-in-Aid for JSPS Fellows
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
Theory of spatio-temporal data analysis and its applications to environmental dataPrincipal Investigator
- Principal Investigator
  
  MATSUDA Yasumasa
- Project Period (FY)
  2009 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Tohoku University
On a comprehensive research on statistical modelling and analysis for spatio-temporal data
- Principal Investigator
  
  YAJIMA Yoshihiro
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The University of Tokyo
時系列相関が存在する場合の統計的因果性分析法についてPrincipal Investigator
- Principal Investigator
  
  松田安昌
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  Tohoku University
  Niigata University
Statistical Analysis of Spatio-Temporal Data: its Theory and Applications
- Principal Investigator
  
  YAJIMA Yoshihiro
- Project Period (FY)
  2003 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The University of Tokyo
時空間モデルの理論と環境データ等への応用Principal Investigator
- Principal Investigator
  
  松田安昌
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Niigata University
Research on Reverse Logistics Including Recycle and Reuse
- Principal Investigator
  
  SARASAWA Yutaka
- Project Period (FY)
  1999 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Commerce
- Research Institution
  Kanagawa Univ.
A Research on A Development Model of Corporate Logistics Concepts and Purposes
- Principal Investigator
  
  KARASAWA Yutaka
- Project Period (FY)
  1996 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Commerce
- Research Institution
  Kanagawa University

[Journal Article] Estimating spatial regression models with sample data-points: A Gibbs sampler solution2022
- Author(s)
  Arbia Giuseppe、Matsuda Yasumasa、Wu Junyue
- Journal Title
  
  Spatial Statistics
  
  Volume: 47 Pages: 100568-100568
- DOI
  10.1016/j.spasta.2021.100568
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628, KAKENHI-PROJECT-20H00576, KAKENHI-PROJECT-23K21647
[Journal Article] Estimating spatial regression models with sample data-points:A Gibbs sampler solution2022
- Author(s)
  Giuseppe, Arbia. , Yasumasa,Matsuda. and Junyue, Wu
- Journal Title
  
  Spatial Statistics
  
  Volume: 47 Pages: 568-568
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Journal Article] A threshold extension of spatial dynamic panel model with fixed effects2021
- Author(s)
  Junyue, Wu. and Yasumasa, Matsuda
- Journal Title
  
  Journal of Spatial Econometrics
  
  Volume: 2 Issue: 1 Pages: 1-30
- DOI
  10.1007/s43071-021-00008-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02508, KAKENHI-PROJECT-17H01701, KAKENHI-PROJECT-18H03628, KAKENHI-PROJECT-23K21647
[Journal Article] Discussion on Competition for Spatial Statistics for Large Datasets2021
- Author(s)
  Yasumasa, Matsuda
- Journal Title
  
  Journal of Agricultural, Biological and Environmental Statistics
  
  Volume: 26 Issue: 4 Pages: 612-613
- DOI
  10.1007/s13253-021-00463-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02508, KAKENHI-PROJECT-17H01701, KAKENHI-PROJECT-18H03628, KAKENHI-PROJECT-23K21647
[Journal Article] Lévy Driven CARMA Processes: Properties, Applications and Inference2020
- Author(s)
  松田安昌
- Journal Title
  
  Journal of the Japan Statistical Society, Japanese Issue
  
  Volume: 49 Issue: 2 Pages: 265-280
- DOI
  10.11329/jjssj.49.265
- NAID
  130007949596
- ISSN
  0389-5602, 2189-1478
- Year and Date
  2020-03-30
- Language
  Japanese
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H03628, KAKENHI-PROJECT-17H01701
[Journal Article] Log-periodogram regression of two-dimensional intrinsic stationary ranodm fields2020
- Author(s)
  Yoshihiro,Yajima and Yasumasa, Matsuda.
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: 3 Issue: 1 Pages: 333-347
- DOI
  10.1007/s42081-020-00078-9
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02508, KAKENHI-PROJECT-18H03628, KAKENHI-PROJECT-20H00576, KAKENHI-PROJECT-17H01701
[Journal Article] Spatial GARCH models.2020
- Author(s)
  Sato,T. and Matsuda,Y.
- Journal Title
  
  Spatial Economic Analysis
  
  Volume: -
- NAID
  120006452666
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02508
[Journal Article] 連続時間ARMAモデルの理論と応用2020
- Author(s)
  松田安昌
- Journal Title
  
  日本統計学会和文誌
  
  Volume: 49 Pages: 1-16
- NAID
  130007949596
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02508
[Journal Article] Evaluation of regional variations in healthcare utilization2020
- Author(s)
  Ibuka Yoko、Matsuda Yasumasa、Shoji Keishi、Ishigaki Tsukasa
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: 3 Issue: 1 Pages: 349-365
- DOI
  10.1007/s42081-020-00082-z
- NAID
  210000159752
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18H03628, KAKENHI-PROJECT-20H00576, KAKENHI-PROJECT-17H02508, KAKENHI-PROJECT-17H01701
[Journal Article] Spatial extension of generalized autoregressive conditional heteroskedasticity models2020
- Author(s)
  Takaki Sato and Yasumasa Matsuda
- Journal Title
  
  Spatial Economic Analysis
  
  Volume: 16 Issue: 2 Pages: 1742-1780
- DOI
  10.1080/17421772.2020.1742929
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01701, KAKENHI-PROJECT-19K23216, KAKENHI-PROJECT-20H00576, KAKENHI-PROJECT-17H02508, KAKENHI-PROJECT-18H03628
[Journal Article] Special feature:Spatial Statistics2020
- Author(s)
  Yasumasa, Matsuda
- Journal Title
  
  Japanese Journal of Statstics and Data Science
  
  Volume: 3 Issue: 1 Pages: 103-105
- DOI
  10.1007/s42081-020-00081-0
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02508, KAKENHI-PROJECT-17H01701
[Journal Article] A Unified Statistically Efficient Estimation Framework for Unnormalized Models2020
- Author(s)
  M. Uehara, T. Kanamori, T. Takenouchi, T. Matsuda
- Journal Title
  
  Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics
  
  Volume: 108 Pages: 809-819
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20H00576
[Journal Article] Spatial Autoregressive Conditional Heteroskedasticity Modles.2018
- Author(s)
  Sato, T. and Matsuda, Y.
- Journal Title
  
  J.Japan Statist. Soc.
  
  Volume: 47 Pages: 221-236
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01701
[Journal Article] Locally stationary spatio-temporal processes2018
- Author(s)
  Matsuda, Y. and Yajima, Y.
- Journal Title
  
  apanese Journal of Statistics and Data Science
  
  Volume: 1 Issue: 1 Pages: 1-17
- DOI
  10.1007/s42081-018-0003-9
- NAID
  210000171296
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-26240003, KAKENHI-PROJECT-17H01701, KAKENHI-PROJECT-18H03628, KAKENHI-PROJECT-17H02508
[Journal Article] Continuous autoregressive and moving average random fields on Rn2017
- Author(s)
  P. Brockwell and　Y. Matsuda
- Journal Title
  
  Journal of Royal Stat. Soc. Ser. B
  
  Volume: 未定
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02670
[Journal Article] Spatial autoregressive conditional heteroskedasticity models2017
- Author(s)
  Sato, T. and Matsuda, Y.
- Journal Title
  
  J.Japan Statist. Soc.
  
  Volume: 47 Pages: 221-236
- NAID
  130007381679
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H02670
[Journal Article] Continuous autoregressive and moving average models on Rn2017
- Author(s)
  P. Brockwell and Y. Matsuda
- Journal Title
  
  Journal of the Royal Statistical Society, Series B
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25280005
[Journal Article] Continuous auto-regressive moving average random fields on Rn2017
- Author(s)
  Brockwell Peter J.、Matsuda Yasumasa
- Journal Title
  
  J. Roy. Statist. Soc., Ser. B.
  
  Volume: 79 Issue: 3 Pages: 833-857
- DOI
  10.1111/rssb.12197
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Journal Article] Continuous autoregressive moving average random fields on Rn2017
- Author(s)
  Brockwell,P. and Matsuda,Y.
- Journal Title
  
  J.Roy. Statistit. Soc., Ser.B.
  
  Volume: 79 Pages: 833-857
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02508
[Journal Article] Spatial Autoregressive Conditional Hetroskedastic models2017
- Author(s)
  Sato,T. and Matsuda,Y.
- Journal Title
  
  J.Japan.Statist.Soc.
  
  Volume: 47
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02508
[Journal Article] Dynamics of the Term Structure of Interest Rates and Monetary Policy : Is Monstary Policy Effective during Zero Interest Rate Policy?2014
- Author(s)
  Ullah, W., Matsuda, Y. and Tsukuda, Y.
- Journal Title
  
  Journal of Applied Statistics
  
  Volume: 41 Pages: 546-572
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-13F03309
[Journal Article] Dynamics of the Term Structure of Interest Rates and Monetary Policy: Is Monetary Policy Effective during Zero Interest Rate Policy?2014
- Author(s)
  Ullah, W., Matsuda, Y. and Tsukuda, Y.
- Journal Title
  
  Journal of Applied Statistics
  
  Volume: 41 Issue: 3 Pages: 546-572
- DOI
  10.1080/02664763.2013.845142
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-13F03309, KAKENHI-PROJECT-23243040
[Journal Article] Term structure forecasting of government bond yields with latent and macroeconomic factors : Do macroeconomic factors imply better out-of-sample forecasts?2013
- Author(s)
  Waliullah, Tsukuda Y, Matsuda Y
- Journal Title
  
  Journal of Forecasting
  
  Volume: vol. 32(Forthcoming) Pages: 702-723
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500270
[Journal Article] Generalized Whittle Estimate for Nonstationary Spatial Data2013
- Author(s)
  Matsuda, Y
- Journal Title
  
  Data Science and Service Research, Discussion Paper
  
  Volume: No, 9 Pages: 1-20
- NAID
  120006314351
- Data Source
  KAKENHI-PROJECT-21500270
[Journal Article] Dynamics of the term structure modeling and forecasting of government bond yields : Does a good in-sample fit imply reasonable out-of-sample forecast?2013
- Author(s)
  Ullah, W., Matsuda, Y. Tsukuda, Y
- Journal Title
  
  Journal of Applied Economics and policy
  
  Volume: vol. 32 Pages: 535-560
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500270
[Journal Article] Term Structure Modeling and Forecasting of Government Bond Yields2013
- Author(s)
  Wali Ullah, Yasumasa Matsuda and Yoshihiko Tsukuda
- Journal Title
  
  Journal of Forecasting
  
  Volume: 32 Pages: 535-560
- NAID
  120006314350
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25280005
[Journal Article] 一般化Whittle法による不等間隔時空間データの分析2012
- Author(s)
  松田安昌
- Journal Title
  
  統計数理
  
  Volume: Vol. 60 Pages: 159-172
- NAID
  120006020420
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500270
[Journal Article] 一般化Whittle法による不等間隔データの分析2012
- Author(s)
  松田安昌
- Journal Title
  
  統計数理
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] Broadband semi-parametric estimation of long-memory time series by fractional exponential models2011
- Author(s)
  Narukawa, M., Matsuda, Y.
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 32 Pages: 175-193
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500270
[Journal Article] Broadband semiparametric estimation of long memory time series by fractional exponential models2011
- Author(s)
  Narukawa, M. Matsuda, Y
- Journal Title
  
  Journal of Time series Analysis
  
  Volume: 32(2) Pages: 175-193
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500270
[Journal Article] Long-Memory Stochastic Volatility modelにおける局所Whittle法の拡張2010
- Author(s)
  生川雅紀, 松田安昌
- Journal Title
  
  日本統計学会誌 39
  
  Pages: 333-354
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500270
[Journal Article] Long-Memory Stochastic Volatility modelにおける局所Whittle法の拡張.2010
- Author(s)
  生川雅紀, 松田安昌
- Journal Title
  
  日本統計学会誌 39巻第2号
  
  Pages: 333-354
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] Fourier analysis of irregulary spaced data on Rd.2009
- Author(s)
  Matsuda, Y. and Yajima, Y.
- Journal Title
  
  J. R. Statist. Soc. B. 71(1)
  
  Pages: 191-217
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] On nonparametric and semiparametric testing for multivariate linear time series.2009
- Author(s)
  Y. Yajima and Y. Matsuda
- Journal Title
  
  Annals of Statistics (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] Fourier analysis of irregularly spaced data on R^d2009
- Author(s)
  Y. Matsuda, Y. Yajima
- Journal Title
  
  J.Royal Statistical Society vol. 71B
  
  Pages: 191-217
- NAID
  10019540786
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] On nonparametric and semiparametric testing for multivariate linear time series2009
- Author(s)
  Y.Yajima, 松田安昌
- Journal Title
  
  Annals of Statistics VOL.37(6A)
  
  Pages: 3529-3554
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] Fourier analysis of irregularly spaced data on R^d2009
- Author(s)
  Matsuda, Y. Yajima, Y
- Journal Title
  
  Journal of the Royal Statistical Society
  
  Volume: Ser. B. vol.71 Pages: 191-217
- NAID
  10019540786
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500270
[Journal Article] Asymplolic properties of the LSE of a spatial regression in both weakly and strogly dependent stationary random fields2008
- Author(s)
  Y. Yajima and Y. Matsuda
- Journal Title
  
  Discussion Paper Series, Faculty of Economics, University of Tokyo CIRJE-F-%87
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] 不等間隔時空間テータに対するフーリエ解析2007
- Author(s)
  松田安昌, 矢島美寛
- Journal Title
  
  応用統計学 Vol. 36,No. 1(印刷中)
- Data Source
  KAKENHI-PROJECT-16700257
[Journal Article] 不等間隔時空間データに対するフーリエ解析2007
- Author(s)
  松田安昌, 矢島美寛
- Journal Title
  
  応用統計学掲載決定(印刷中)
- NAID
  10019540786
- Data Source
  KAKENHI-PROJECT-15200021
[Journal Article] 不等間隔時空間データに対するフーリエ解析2007
- Author(s)
  松田安昌, 矢島美寛
- Journal Title
  
  応用統計学 36
  
  Pages: 1-14
- NAID
  10019540786
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] Selecting model with different spectral density matrix structures by cross validated log likelihood criterion2006
- Author(s)
  Y.Matsuda
- Journal Title
  
  Bernoulli vol.12, no.2
  
  Pages: 221-244
- NAID
  120003727994
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15200021
[Journal Article] selecting models with different spectral density matrix structures by cross validatedlog likelihood criterion2006
- Author(s)
  Y.Matsuda, Y.Yajima, H.Tong(共著)
- Journal Title
  
  Berounoulli Vol.12no.2
  
  Pages: 221-244
- Data Source
  KAKENHI-PROJECT-15200021
[Journal Article] A test statistic for graphical modelling of multivariate time series.2006
- Author(s)
  Matsuda, Y.
- Journal Title
  
  Biometrika Vol. 93,No. 2
  
  Pages: 399-409
- Data Source
  KAKENHI-PROJECT-16700257
[Journal Article] Selecting models with different spectral density matrix structures by cross validated log likelihood criterion2006
- Author(s)
  Y.Matsuda, Y.Yajima, H.Tong
- Journal Title
  
  Bernoulli 12-2
  
  Pages: 221-249
- NAID
  120003727994
- Data Source
  KAKENHI-PROJECT-15200021
[Journal Article] Fourier analysis of irregularly spaced data on R^d.2006
- Author(s)
  Matsuda, Y., Yajima, Y.
- Journal Title
  
  Discussion Paper No. 212, Tohoku Economics Research Group, Tohoku University No. 212
  
  Pages: 1-19
- NAID
  10019540786
- Data Source
  KAKENHI-PROJECT-16700257
[Journal Article] A test statistic for graphyical modelling of multivariate time series.2006
- Author(s)
  Matsuda, Y.
- Journal Title
  
  Biometrika Vol.93, No.2(印刷中)
- Data Source
  KAKENHI-PROJECT-16700257
[Journal Article] Selecting model with different spectral density matrix structures by cross validated log likelihood criterion2006
- Author(s)
  Y.Matsuda
- Journal Title
  
  Bernoulli Vol. 12
  
  Pages: 221-244
- NAID
  120003727994
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15200021
[Journal Article] Selecting models with different spectral density matrix structures by the cross validated log likelihood criterion.2006
- Author(s)
  Matsuda, Y., Yajima, Y., Tong, H.
- Journal Title
  
  Bernoulli Vol.12, No.2
  
  Pages: 221-249
- NAID
  120003727994
- Data Source
  KAKENHI-PROJECT-16700257
[Journal Article] Selecting models with different spectral density matrix structures by the cross validated log likelihood criterion.2006
- Author(s)
  Matsuda, Y., Yajima, Y., Tong, H.
- Journal Title
  
  Bernoulli Vol. 12,No. 2
  
  Pages: 221-249
- NAID
  120003727994
- Data Source
  KAKENHI-PROJECT-16700257
[Journal Article] A test statistic for graphical modelling of multivariate time series2006
- Author(s)
  Y.Matsuda
- Journal Title
  
  Biometrika 93-2(未定)
- Data Source
  KAKENHI-PROJECT-15200021
[Journal Article] On characterization of spectral density matrices by cross validated log likelihood criterion2004
- Author(s)
  M.Matsuda, Y.Yajima, H.Tong
- Journal Title
  
  Res, Rep. of Dept.Stat., London School of Economics 109
- Data Source
  KAKENHI-PROJECT-15200021
[Journal Article] On characterizations of spectral density matrices by cross validated likelihood criterion.2004
- Author(s)
  Matsuda, Yajima, Tong
- Journal Title
  
  Research Report 109, Department of Statistics, the London School of Economics and Political Science 109
- Data Source
  KAKENHI-PROJECT-16700257
[Journal Article] 一般化Whittle法による不等間隔時空間データの分析
- Author(s)
  松田安昌
- Journal Title
  
  統計数理
  
  Volume: (掲載決定)
- NAID
  120006020420
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Presentation] Empirical analysis of the relationship between social capital and subjective well-being2023
- Author(s)
  Takaki Sato, Yuta Kuroda, Yasumasa Matsuda
- Organizer
  Symposium of Yotta Informatics - Research Platform for Yotta- Scale Data Science 2023
- Invited
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] Dynamic panel analysis of subjective well-being in the COVID-19 outbreak in Japan2022
- Author(s)
  Sato T., Li A., Matsuda Y.
- Organizer
  Symposium of Yotta Informatics - Research Platform for Yotta-Scale Data Science 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] Spatial regression discontinuity design2022
- Author(s)
  Masayuki Sawada, Yasumasa Matsuda, Daisuke Kurisu, Takuya Ishihara
- Organizer
  Risk and Statistics, 3rd Tohoku-ISM-Ulm joint workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] Spatial analysis of subjective well-being in Japan. Is civic capital associated with happiness?2022
- Author(s)
  Takaki Sato and Yasumasa Matsuda
- Organizer
  NTU-Tohoku Symposium on AI and Human Studies,
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] Convolutional regression for big spatial data2022
- Author(s)
  Yasumasa Matsuda
- Organizer
  5th International Conference on Econometrics and Statistics. (ECOSTA 2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] Dynamic panel analysis of subjective well-being in the COVID-19 outbreak in Japan2022
- Author(s)
  Takaki Sato, Anqi Li and Yasumasa Matsuda
- Organizer
  Symposium of Yotta Informatics - Research Platform for Yotta-Scale Data Science 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Convolutional regression for big spatial data2022
- Author(s)
  Sato, T. and Matsuda, Y
- Organizer
  5th International Conference on Econometrics and Statistics (EcoSta 2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Functional regression models for spatio-temporal data2022
- Author(s)
  Yasumasa Matsuda
- Organizer
  Waseda International Symposium in honor of Professor Masanobu Taniguchi
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] Convolutional regression for big spatial data2022
- Author(s)
  Yasumasa Matsuda
- Organizer
  The 5th International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] Spatial Regression Discontinuity Design. Risk and Statistics2022
- Author(s)
  Masayuki Sawada, Yasumasa Matsuda, Daisuke Kurisu, Takuya Ishihara
- Organizer
  3rd Tohoku-ISM-Ulm joint workshop
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Dynamic panel analysis of subjective well-being in the COVID-19 outbreak in Japan2022
- Author(s)
  Takai,Sato. Anqi, Li. and Yasumasa, Matsuda
- Organizer
  Symposium of Yotta Informatics-Research Platform for Yotta-Scale Data Science
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Functional regression models for spatio-temporal data2022
- Author(s)
  Yasumasa Matsuda
- Organizer
  関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] Spatial analysis of subjective well-being in Japan.Is civic capital associated with happiness?2022
- Author(s)
  Takaki Sato and Yasumasa Matsuda
- Organizer
  Tohoku Symposium on AI and Human Studies
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Spatial Regression Discontinuity Design2022
- Author(s)
  Masayuki Sawada, Yasumasa Matsuda, Daisuke Kurisu, Takuya Ishihara
- Organizer
  Risk and Statistics, 3rd Tohoku-ISM-Ulm joint workshop
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] Dynamic panel analysis of subjective well-being in the COVID-19 outbreak in Japan2022
- Author(s)
  Takaki Sato, Anqi Li and Yasumasa Matsuda
- Organizer
  Symposium of Yotta Informatics - Research Platform for Yotta-Scale Data Science 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] Spatial analysis of subjective well-being in Japan. Is civic capital associated with happiness? associated with happiness?2022
- Author(s)
  Takai,Sato. and Yasumasa, Matsuda
- Organizer
  NTU-Tohoku Symposium on AI and Human Studies
- Invited
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatial Dynamic Panel Models for Multilevel Dataset with Applications to Japanese Happiness2021
- Author(s)
  Takaki Sato and Yasumasa Matsuda
- Organizer
  The XV World Conference of Spatial Econometrics Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] コロナ禍の賃貸不動産市場の時空間分析2021
- Author(s)
  松田安昌
- Organizer
  実験家のためのデータ駆動科学オンラインセミナー
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Functional regression models for spatio-temporal data2021
- Author(s)
  Yasumasa Matsuda
- Organizer
  TRANSDISCIPLINARY ECONOMETRICS & DATA SCIENCE SEMINAR
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] コロナ禍の賃貸不動産市場の時空間分析2021
- Author(s)
  松田安昌
- Organizer
  実験家のためのデータ駆動科学オンラインセミナー
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] コロナ禍の賃貸不動産市場の時空間分析2021
- Author(s)
  松田安昌
- Organizer
  国内実験家のためのデータ駆動科学オンラインセミナー
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatial Dynamic Panel Models for Multilevel Dataset with Applications to Japanese Happiness Surveys2021
- Author(s)
  Sato, T. and Matsuda, Y.
- Organizer
  The XV World Conference of Spatial Econometrics Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] Functional regression models for spatio-temporal data2021
- Author(s)
  Yasumasa Matsuda
- Organizer
  TRANSDISCIPLINARY ECONOMETRICS & DATA SCIENCE SEMINAR
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K21647
[Presentation] Spatial Dynamic Panel Models for Multilevel Dataset with Applications to Japanese Happiness Surveys2021
- Author(s)
  Sato, T. and Matsuda, Y.
- Organizer
  The XV World Conference of Spatial Econometrics Association, Tokyo
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Functional regression models for spatio-temporal data2021
- Author(s)
  Yasumasa, Matsuda
- Organizer
  TRANSDICIPLINARY　ECONOMETRICS & Data Science Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatial Dynamic Panel Models for Multilevel Dataset with Applications to Japanese Happiness Surveys2021
- Author(s)
  Sato T., Matsuda Y.
- Organizer
  The XV World Conference of Spatial Econometrics Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] Dynamic Panel Models for Multilevel Dataset with Applications to Japanese Happiness Surveys2021
- Author(s)
  Takaki,Sato. and Yasumasa, Matsuda
- Organizer
  The XV World Conference of Spatial Econometric Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Functional regression models for spatio-temporal data2021
- Author(s)
  Yasumasa Matsuda
- Organizer
  TRANSDISCIPLINARY ECONOMETRICS & DATA SCIENCE SEMINAR
- Invited
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] 時空間ARMAモデル2020
- Author(s)
  松田安昌
- Organizer
  東京大学応用統計ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] 多変量空間MAモデル2020
- Author(s)
  佐藤宇樹、　松田安昌
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] 多変量空間MAモデル2020
- Author(s)
  佐藤宇樹、松田安昌
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] 多変量空間MAモデル2020
- Author(s)
  佐藤宇樹、松田安昌
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] Spatio-temporal ARMA models2020
- Author(s)
  Yasuamsa Matsuda
- Organizer
  科研費シンポジウムRecent Progress in Spatial and/or Spatio-temporal Data Analysis,
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] 社会科学における空間データ分析と幸福度研究への応用2020
- Author(s)
  松田　安昌
- Organizer
  国内実験家のためのデータ駆動科学オンラインセミナー
- Invited
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Space time ARMA model2020
- Author(s)
  松田安昌
- Organizer
  科研費シンポジウム「Recent Progress in Spatial and/or Spatio-temporal Data Analysis」
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] 社会科学における空間データ分析と幸福度研究への応用2020
- Author(s)
  松田安昌
- Organizer
  実験家のためのデータ駆動科学オンラインセミナー第5回「人間と社会のデータ科学」
- Invited
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Space time ARMA models2020
- Author(s)
  松田安昌
- Organizer
  科研費シンポジウム　Recent Progress in Spatial and/or Spatio-temporal Data Analysis
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] 時空間ARMA モデル2020
- Author(s)
  松田安昌
- Organizer
  東京大学応用統計ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] 多変量空間MAモデル2020
- Author(s)
  佐藤宇樹、松田安昌
- Organizer
  2020年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] 社会科学における空間データ分析と幸福度研究への応用2020
- Author(s)
  松田安昌
- Organizer
  実験家のためのデータ駆動科学オンラインセミナー第5回「人間と社会のデータ科学」
- Data Source
  KAKENHI-PROJECT-20H00576
[Presentation] Space time ARMA model2020
- Author(s)
  Yasumasa Matsuda
- Organizer
  科研費シンポジウムRecent Progress in Spatial and/or Spatio-temporal Data Analysis
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] 時空間ARMAモデル2020
- Author(s)
  松田安昌
- Organizer
  東京大学応用統計ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Bivariate CARMA random fields2019
- Author(s)
  Matsuda, Y.
- Organizer
  日本統計学会研究業績賞受賞記念招待講演
- Invited
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Spatial extension of GARCH models for high-dimensional financial time series2019
- Author(s)
  Sato,T. and Matsuda,Y.
- Organizer
  International Statistical Institute The 62th World Statistics COngress at Kuala Lumpur
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Bivariate CARMA random fields2019
- Author(s)
  松田安昌
- Organizer
  2019年度統計関連学会連合大会
- Invited
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] SAR(p)-GARCH(k, l) Models for High-Dimensional Financial Time Series2019
- Author(s)
  佐藤宇樹, 松田安昌
- Organizer
  2019年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] SAR(p)-GARCH(k, l) Models for High-Dimensional Financial Time Series2019
- Author(s)
  Sato, T. and Matsuda
- Organizer
  12th World Conference of the spatial econometrics association, Pittsburgh
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Bivariate Continuous ARMA random fields2019
- Author(s)
  Yasumasa Matsuda
- Organizer
  Lilac International Conference on Application of Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] SAR(p)-GARCH(k, l) Models for High-Dimensional Financial Time Series2019
- Author(s)
  Sato, T. and Matsuda,Y.
- Organizer
  2019 KSS Fall Conference, Seoul
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Bivariate Continuous ARMA random fields2019
- Author(s)
  Matsuda, Y.
- Organizer
  Lilac International Conference on Application of Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Introduction of spatial data models with applications to analysis of world happiness2019
- Author(s)
  Yasumasa Matsuda
- Organizer
  Second Tohoku-UEA Research Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Introduction of spatial data models with applications to analysis of world happiness2019
- Author(s)
  Matsuda. Y.
- Organizer
  Second Tohoku-UEA Research Symposium, Univ. East Anglia, UK
- Invited
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Bivariate　Continous　ARMA　random fields2019
- Author(s)
  Matsuda、Y.
- Organizer
  Lilac International Conference on Application of Statistics, at Harbin Institute of Technology, China
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatial Extension of GARCH Models for High-dimensional Financial Time Series2019
- Author(s)
  Sato, T. and Matsuda, Y.
- Organizer
  The 62nd ISI World Statistics Congress, Kuala Lumpur
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] SAR(p)-GARCH(k, l) Models for High-Dimensional Financial Time Series2019
- Author(s)
  Takaki Sato and Yasumasa Matsuda
- Organizer
  Korean Statistical Society
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] SAR(p)-GARCH(k, l) Models for High-Dimensional Financial Time Series2019
- Author(s)
  Takaki Sato and Yasumasa Matsuda
- Organizer
  The 12th World Conference of the spatial econometrics association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Bivariate CARMA random fields. Risk and Statistics2019
- Author(s)
  Matsuda. Y.
- Organizer
  2nd ISM-UUlm Joint Workshop, Ulm Univ.
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] SAR(p)-GARCH(k, l) Models for High-Dimensional Financial Time Series2019
- Author(s)
  佐藤宇樹, 松田安昌
- Organizer
  2019年度統計関連学会連合大会, 滋賀大学
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Bivariate CARMA random fields2019
- Author(s)
  Yasumasa Matsuda
- Organizer
  2nd ISM-UUlm Joint Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Spatial modelling of volatility matrices for high-dimensional time series2018
- Author(s)
  Matsuda,Y. and Yajima,Y.
- Organizer
  Data Science Workshop at KAUST(Saudi Arabia)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatial modeling of volatility matrices for high-dimensional financial time series.2018
- Author(s)
  Matsuda, Y. and Yajima, Y.
- Organizer
  Statistics and Data Science Workshop, at King Abdullah Univ. of Science and Technology
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H03628
[Presentation] Spatial modeling of volatility matrices for high-dimensional financial time series.2018
- Author(s)
  Matsuda, Y.
- Organizer
  Statistics and Data Science Workshop at King Abdullah Univ. of Science and Technology
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Spatial GARCH Models2018
- Author(s)
  Sato, T. and Matsuda,Y.
- Organizer
  12th World Conference of the Spatial Econometrics Association(Vienna)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatial GARCH Models.2018
- Author(s)
  Sato, T. and Matsuda, Y.
- Organizer
  12th World Conference of the spatial econometrics association, Vienna
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] 時空間ARCHモデル2018
- Author(s)
  佐藤宇樹・松田安昌
- Organizer
  統計関連学会連合大会（中央大学）
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatio-temporal extension of ARCH models.2018
- Author(s)
  Matsuda,Y.
- Organizer
  regular seminar in Charles University(the Czech Republic)
- Invited
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Gaussian semiparametric estimation for ISRF's2018
- Author(s)
  Yajima,Y. and Matsuda,Y.
- Organizer
  Data Science Workshop at KAUST(Saudi Arabia)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatio-temporal CARMA models in English Session: History and recent development of spatio-temporal statistics2017
- Author(s)
  Matsuda, Y.
- Organizer
  統計関連学会連合大会, 南山大学
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Spatial Autoregressive Conditional Hetroskedasticity Models2017
- Author(s)
  Sato,T. and Matsuda, Y.
- Organizer
  11th World Congress of the Spatial Econometrics Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] Spatio-temporal autoregressive conditional heteroskedasticity model.2017
- Author(s)
  Sato, T. and Matsuda,
- Organizer
  11th International Conference on Computational and Financial Econometrics. December 16-18, 2017, Senate House, University of London, UK.
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Nonstationary extension of CARMA random fields.2017
- Author(s)
  Matsuda, Y.
- Organizer
  Workshop on Levy processes and time series in honour of Peter Brockwell and Ross Maller. Ulm University, Ulm, Germany
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Spatial Autoregressive Conditional Heteroscedasticity Models and Their Applications to Land Price Data in Tokyo.2017
- Author(s)
  Sato, T. and Matsuda, Y.
- Organizer
  11th World Conference of the Spatial Econometrics Association, June 13-15, 2017, Singapore Management University School of Economics, Singapore
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Spatio-temporal CARMA models2017
- Author(s)
  Y.Matsuda
- Organizer
  2017年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-17H02508
[Presentation] CARMA random fields on Rn2017
- Author(s)
  Matsuda, Y.
- Organizer
  Lilac International Conference of Application on Statistics, in activity center of Harbin Institute of Technology from June 2nd to 5th, 2017
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01701
[Presentation] Non-stationary extension of CARMA random fields2016
- Author(s)
  Y. Matsuda
- Organizer
  Recent Progressin Time Series Analysis
- Place of Presentation
  東北大学（宮城県仙台市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25280005
[Presentation] 空間ARCHモデル2016
- Author(s)
  佐藤宇樹，松田安昌
- Organizer
  2016年度統計関連学会連合大会
- Place of Presentation
  金沢大学（石川県金沢市）
- Year and Date
  2016-09-03
- Data Source
  KAKENHI-PROJECT-25280005
[Presentation] CARMA random fields2016
- Author(s)
  Y. Matsuda
- Organizer
  The 10th ICSA international conference
- Place of Presentation
  上海交通大学（中国）
- Year and Date
  2016-12-19
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25280005
[Presentation] Levy-driven CARMA random fields2015
- Author(s)
  松田安昌
- Organizer
  2015年度統計関連学会連合大会
- Place of Presentation
  岡山大学津島キャンパス
- Year and Date
  2015-09-06
- Data Source
  KAKENHI-PROJECT-25280005
[Presentation] 多変量非定常長期記憶時系列のセミパラメトリック推定2013
- Author(s)
  生川雅紀、松田安昌
- Organizer
  日本統計学会2013年度第81回大会
- Place of Presentation
  大阪大学豊中キャンパス
- Data Source
  KAKENHI-PROJECT-25280005
[Presentation] 大規模で非定常な時空間データのwavelet分析2013
- Author(s)
  松田安昌
- Organizer
  統計関連学会連合大会
- Place of Presentation
  大阪大学豊中キャンパス
- Data Source
  KAKENHI-PROJECT-25280005
[Presentation] 大規模で非定常な時空間データのwavelet解析2013
- Author(s)
  松田安昌
- Organizer
  日本統計学会
- Place of Presentation
  大阪大学
- Year and Date
  2013-09-09
- Data Source
  KAKENHI-PROJECT-21500270
[Presentation] A generalized Whittle estimate for locally stationary spatial data.2012
- Author(s)
  松田安昌
- Organizer
  時系列・時空間統計解析の新たなる展開
- Place of Presentation
  東京大学
- Data Source
  KAKENHI-PROJECT-21500270
[Presentation] A generalized Whittle estimate for locally stationary spatial data2012
- Author(s)
  松田安昌
- Organizer
  時系列・時空間統計解析の新たなる展開
- Place of Presentation
  東京大学小島ホール
- Year and Date
  2012-09-19
- Data Source
  KAKENHI-PROJECT-21500270
[Presentation] Generalized Whittle Estimate for Irregularly Spaced data2011
- Author(s)
  Yasumasa Matsuda
- Organizer
  The 58th ISI conference
- Place of Presentation
  Ireland, Dublin
- Data Source
  KAKENHI-PROJECT-21500270
[Presentation] Generalized Whittle Estimate for Irregularly Spaced data2011
- Author(s)
  松田安昌
- Organizer
  The 58th ISI conference in Dublin
- Place of Presentation
  ダブリンコンベンションセンター、アイルランド
- Year and Date
  2011-08-23
- Data Source
  KAKENHI-PROJECT-21500270
[Presentation] Bayes analysis of irregularly spaced data by spatial regression models2010
- Author(s)
  松田安昌
- Organizer
  日本統計学会
- Place of Presentation
  早稲田大学
- Year and Date
  2010-09-08
- Data Source
  KAKENHI-PROJECT-21500270
[Presentation] Long-Memory SV modelのセミパラメトリック推定2009
- Author(s)
  生川雅紀, 松田安昌
- Organizer
  日本統計学会2009年度第77回大会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-07
- Data Source
  KAKENHI-PROJECT-21500270
[Presentation] long-memory SV modelのセミパラメトリック推定2009
- Author(s)
  生川雅紀, 松田安昌
- Organizer
  日本統計学会第77回大会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-07
- Data Source
  KAKENHI-PROJECT-21500270
[Presentation] Broadband semiparametric estimation of long-memory time series by fractional exponential models2009
- Author(s)
  生川雅紀, 松田安昌
- Organizer
  科研費研究集会「時空間統計解析その理論と応用」
- Place of Presentation
  京都府宇治市生涯学習センター
- Year and Date
  2009-11-20
- Data Source
  KAKENHI-PROJECT-21500270
[Presentation] Wavelet Analysis of Spatio-temporal Data
- Author(s)
  Yasumasa Matsuda
- Organizer
  The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting
- Place of Presentation
  Howard International House, Taipei
- Year and Date
  2014-06-29 – 2014-07-03
- Data Source
  KAKENHI-PROJECT-13F03309
[Presentation] Affine Term Structure Model with Macroeconomic Factors: Do No-arbitrage Restriction and Macroeconomic Factors Imply Better Out-of-Sample Forecasts?
- Author(s)
  Ullah, W. and Matsuda, Y.
- Organizer
  Pan-Pacific Business Conference XXXI, the Pan-Pacific Business Association
- Place of Presentation
  Osaka, Japan
- Year and Date
  2014-06-02 – 2014-06-05
- Data Source
  KAKENHI-PROJECT-13F03309
[Presentation] Generalized Nelson-Siegel Term Structure Model: Do the Second Slope and Curvature Factors Improve the In-Sample Fit and Out-of-Sample Forecast?
- Author(s)
  Ullah, W. and Matsuda, Y.
- Organizer
  34th International Symposium on Forecasting, International Institute of Forecasters
- Place of Presentation
  Rotterdam, The Netherlands
- Year and Date
  2014-06-29 – 2014-07-02
- Data Source
  KAKENHI-PROJECT-13F03309
[Presentation] Wavelet Analysis of Spatio-temporal Data
- Author(s)
  Yasumasa Matsuda
- Organizer
  The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting
- Place of Presentation
  Howard International House, Taipei, Taiwan
- Year and Date
  2014-06-29 – 2014-07-03
- Data Source
  KAKENHI-PROJECT-25280005

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Matsuda Yasumasa 松田 安昌

MATSUDA Yasumasa 松田 安昌

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spatio-temporal data modeling with applications to social sciencePrincipal Investigator

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CARMA random fields and their applications to large spatio-temporal dataPrincipal Investigator

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Modelling of non-stationary spatio-temporal data with estimation, testing and forecastingPrincipal Investigator

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金融緩和政策がおよぼす日本国債市場へのインパクトのモデル分析Principal Investigator

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Theory of spatio-temporal data analysis and its applications to environmental dataPrincipal Investigator

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時系列相関が存在する場合の統計的因果性分析法についてPrincipal Investigator

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Matsuda Yasumasa 松田安昌

MATSUDA Yasumasa 松田安昌