KASAHARA Yukio 笠原雪夫

Researcher Number	10399793
Affiliation (based on the past Project Information) *help	2018 – 2020: 北海道大学, 理学研究院, 研究院研究員 2017: 北海道大学, 理学(系)研究科(研究院), 研究員 2016: 北海道大学, 理学研究院, 研究員 2014 – 2015: 北海道大学, 理学(系)研究科(研究院), 非常勤講師 2007 – 2011: Hokkaido University, 大学院・理学研究院, 非常勤講師 … More 2008: Hokkaido University, 大学院・理学研究院, 学術研究員 2008: Hokkaido University, 大学院理学研究院, 学術研究員 2006: Hokkaido Univ., Fac.of Sci., Researcher, 大学院理学研究院, 学術研究員 2005: 北海道大学, 大学院・理学研究科, 学術研究員 Less
Review Section/Research Field	Principal Investigator Basic analysis Except Principal Investigator Basic analysis / General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator 確率論 / 関数論 / 関数解析 / 単位円上の直交多項式 / 完全非決定性 / 偏相関係数 / 定常過程 Except Principal Investigator 予測理論 / 直交多項式 / 偏相関関数 … More / 確率解析 / フィルタリング / Verblunsky係数 / 有限予測係数 / 数理ファイナンス / 確率論 / 多次元ARMA過程 / ブートストラップ / テプリッツ系 / 多変量ARMA過程 / 線形時間アルゴリズム / 閉形式表示 / 自己回帰移動平均過程 / Duality in prediction theory / Partial autocorrelation function / Long term investment / Financial market model with memory / Long memory / Verblunsky coefficients / Orthogonal polynomials / Prediction theory / 非マルコフ型ノイズ / 最適投資問題 / 記憶を持つ確率過程 / 予測問題 / 記憶を持つ確立過程 / 効用等値価格 / 予測理論における双対性 / 長期間投資問題 / 記憶を持つ金融市場モデル / 長時間記憶 / 非マルコフ・モデル / 短期金利モデル / Baxterの不等式 / Verblunsky 係数 / ARMA過程 / 有限予測誤差 / ARMA 過程 / 非マルコフ / 双対問題 / 均衡価格 / 時間に関する一貫性 / 動的リスク測度 / 保険料計算原理 / 指数効用 / 最適異時点間リスク配分 / 保険 / ファイナンス / 非マルコフ型市場モデル / 漸近挙動 / 多次元化 / 多次元定常過程 / 相係数 / 予測理論的手法 / リスク / 記憶 / 確率過程 Less

Dynamic stochastic dependency analysis by new prediction theoretic method and its applications to finance
- Principal Investigator
  
  Inoue Akihiko
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Hiroshima University
Development of new multivariate prediction theory and dynamic dependency analysis in finance
- Principal Investigator
  
  Inoue Akihiko
- Project Period (FY)
  2014 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Hiroshima University
Optimal intertemporal risk allocation with applications to finance and insurance
- Principal Investigator
  
  INOUE Akihiko
- Project Period (FY)
  2008 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Hiroshima University
  Hokkaido University
Study on the time-dependence structure of completely nondeterministic stationary processesPrincipal Investigator
- Principal Investigator
  
  KASAHARA Yukio
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Basic analysis
- Research Institution
  Hokkaido University
Progress in new methods for prediction theory and Tauberian theorems with applications to stochastic analysis of processes with memory
- Principal Investigator
  
  INOUE Akihiko
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Basic analysis
- Research Institution
  HOKKAIDO UNIVERSITY

All 2018 2016 2015 2014 2012 2011 2010 2009 2008 2007 2006 Other

All Journal Article Presentation

[Journal Article] Matricial Baxter's theorem with a Nehari sequence2018
- Author(s)
  Kasahara Yukio、Bingham Nicholas H.
- Journal Title
  
  Mathematische Nachrichten
  
  Volume: 291 Issue: 17-18 Pages: 2590-2598
- DOI
  10.1002/mana.201700147
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05302
[Journal Article] Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle2018
- Author(s)
  Inoue Akihiko、Kasahara Yukio
- Journal Title
  
  Journal of Mathematical Analysis and Applications
  
  Volume: 464 Issue: 2 Pages: 1366-1374
- DOI
  10.1016/j.jmaa.2018.04.062
- NAID
  120006878348
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K05302
[Journal Article] Baxter’s inequality for finite predictor coefficients of multivariate long-memory stationary processes2018
- Author(s)
  Inoue Akihiko、Kasahara Yukio、Pourahmadi Mohsen
- Journal Title
  
  Bernoulli
  
  Volume: 24 Issue: 2 Pages: 1202-1232
- DOI
  10.3150/16-bej897
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K05302, KAKENHI-PROJECT-26400139
[Journal Article] Rigidity for matrix-valued Hardy functions2016
- Author(s)
  Yukio Kasahara, Akihiko Inoue, Mohsen Pourahmadi
- Journal Title
  
  Integral Equations and Operator Theory
  
  Volume: 84 Issue: 2 Pages: 289-300
- DOI
  10.1007/s00020-015-2265-y
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26400139
[Journal Article] The intersection of past and future for multivariate stationary processes2016
- Author(s)
  Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi
- Journal Title
  
  Proceedings of the American Mathematical Society
  
  Volume: 144 Issue: 4 Pages: 1779-1786
- DOI
  10.1090/proc/12869
- NAID
  120005745379
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26400139
[Journal Article] 多次元の予測理論的手法の最近の進展について2014
- Author(s)
  井上昭彦、笠原雪夫、Mohsen Pourahmadi
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1903 Pages: 67-72
- Open Access
- Data Source
  KAKENHI-PROJECT-26400139
[Journal Article] An explicit representation of Verblunsky coefficients2012
- Author(s)
  N. H. Bingham, A. Inoue and Y. Kasahara
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: vol.82 Pages: 403-410
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] An Explicit Representation of Verblunsky Coefficients2012
- Author(s)
  Bingham N. H., Inoue, A. and Kasahara, Y.
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 82 Issue: 2 Pages: 403-410
- DOI
  10.1016/j.spl.2011.11.004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037, KAKENHI-PROJECT-20340015, KAKENHI-PROJECT-23654037
[Journal Article] Duals of Random Vectors and Processes with Applications to Prediction Problems with Missing Values2009
- Author(s)
  Kasahara, Y., Pourahmadi, M., Inoue, A.
- Journal Title
  
  Statistics & Probability Letters 79
  
  Pages: 1637-1646
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Duals of random vectors and processes with applications to prediction problems with missing values2009
- Author(s)
  Y. Kasahara, M. Pourahmadi and A. Inoue
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: vol.79 Pages: 1637-1646
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Duals of random vectors and processes with applications to prediction problems with missing values2009
- Author(s)
  Y. Kasahara, M. Pourahmadi, A. Inoue
- Journal Title
  
  Statistics & Probability Letters vol.79
  
  Pages: 1637-1646
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/22008
- Author(s)
  Akihiko Inoue, Yukio Kasahara, Punam Phartyal
- Journal Title
  
  Statistics & Probability Letters 78
  
  Pages: 2889-2894
- NAID
  120006459591
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18740065
[Journal Article] Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/22008
- Author(s)
  A. Inoue, Y. Kasahara, P. Phartyal
- Journal Title
  
  Statistics & Probability Letters vol.78
  
  Pages: 2889-2894
- NAID
  120006459591
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Baxter' s Inequality for Fractional Brownian Motion-type Processes with Hurst Index less than 1 / 22008
- Author(s)
  Inoue, A., Kasahara, Y. and Phartval, P.
- Journal Title
  
  Statistics & Probability Letters 78
  
  Pages: 2889-2894
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Baxter' s inequality for fractional Brownian motion-type processes with Hurstindex less than 1/ 22008
- Author(s)
  A. Inoue, Y. Kasahara and P. Phartyal
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: vol.78 Pages: 2889-2894
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340015
[Journal Article] Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/22008
- Author(s)
  Akihiko Inoue, Yukio Kasahara and Punam Phartyal
- Journal Title
  
  Statistics & Probability Letters 78
  
  Pages: 2889-2894
- NAID
  120006459591
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18740065
[Journal Article] Duals of random vectors and processes with applications to prediction problems with missing values
- Author(s)
  Yukio Kasahara, Mohsen Pourahmadi and Akihiko Inoue
- Journal Title
  
  Statistics & Probability Letters
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18740065
[Presentation] 定常過程に対するBaxter 型不等式とブートストラップへの応用2016
- Author(s)
  清水亮, 井上昭彦, 笠原雪夫
- Organizer
  日本数学会2016年度秋季総合分科会
- Place of Presentation
  関西大学千里山キャンパス (大阪府吹田市)
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 定常過程の移動平均近似について2016
- Author(s)
  清水亮, 井上昭彦, 笠原雪夫
- Organizer
  日本数学会中国・四国支部例会
- Place of Presentation
  広島大学 (広島県東広島市)
- Year and Date
  2016-01-24
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] Rigidity for matrix-valued Hardy functions2015
- Author(s)
  Yukio Kasahara, Akihiko Inoue, Mohsen Pourahmadi
- Organizer
  日本数学会2015年度秋季総合分科会
- Place of Presentation
  京都産業大学 (京都市)
- Year and Date
  2015-09-14
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] Rigidity for matrix-valued Hardy functions2015
- Author(s)
  笠原雪夫, 井上昭彦, Mohsen Pourahmadi
- Organizer
  実解析学シンポジウム2015
- Place of Presentation
  東邦大学習志野キャンパス (千葉県船橋市)
- Year and Date
  2015-10-24
- Invited
- Data Source
  KAKENHI-PROJECT-26400139
[Presentation] 予測理論における表現定理の多次元への拡張の応用2012
- Author(s)
  井上昭彦・M. Pourahmadi・笠原雪夫
- Organizer
  日本数学会2012年度年会
- Place of Presentation
  東京理科大学
- Year and Date
  2012-03-26
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] 予測理論における表現定理の多次元への拡張2011
- Author(s)
  井上昭彦・M. Pourahmadi・笠原雪夫
- Organizer
  日本数学会2011年度秋季総合分科会
- Place of Presentation
  信州大学
- Year and Date
  2011-09-28
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Verblunsky係数とNehariの問題2010
- Author(s)
  笠原雪夫
- Organizer
  日本数学会年会
- Place of Presentation
  横浜
- Year and Date
  2010-03-24
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] Verblunsky 係数と Nehari の問題2010
- Author(s)
  笠原雪夫
- Organizer
  日本数学会年会
- Place of Presentation
  慶応義塾大学
- Year and Date
  2010-03-24
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] OPUC associated with a rigid function(3)2009
- Author(s)
  笠原雪夫
- Organizer
  実解析学シンポジウム2009
- Place of Presentation
  埼玉県坂戸市
- Year and Date
  2009-10-25
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] OPUC associated with a rigid function (3)2009
- Author(s)
  笠原雪夫
- Organizer
  実解析学シンポジウム2009
- Place of Presentation
  埼玉県坂戸市
- Year and Date
  2009-10-25
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] OPUC associated with a rigid function (3)2009
- Author(s)
  笠原雪夫
- Organizer
  実解析学シンポジウム2009
- Place of Presentation
  城西大学
- Year and Date
  2009-10-25
- Data Source
  KAKENHI-PROJECT-20340015
[Presentation] OPUC under the Levinson-McKean condition, Verblunsky coefficients and phase coefficients2008
- Author(s)
  笠原雪夫
- Organizer
  日本数学会秋季総合分科会統計数学分科会
- Place of Presentation
  東京工業大学
- Year and Date
  2008-09-24
- Data Source
  KAKENHI-PROJECT-18740065
[Presentation] Orthogonal polynomials on the unit circle associated with a rigid function2008
- Author(s)
  笠原雪夫
- Organizer
  実解析学シンポジウム2008
- Place of Presentation
  山口大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-18740065
[Presentation] OPUC under the Levinson-Mckean condition, Verblunsky coefficients and phase coefficients2008
- Author(s)
  笠原雪夫
- Organizer
  日本数学会, 秋季総合分科会, 統計数学分科会,
- Place of Presentation
  東京工業大学
- Year and Date
  2008-09-24
- Data Source
  KAKENHI-PROJECT-18740065
[Presentation] Orthogonal polynomials on the unit circle associated with a rigid function (2)2008
- Author(s)
  笠原雪夫
- Organizer
  実解析学シンポジウム2008
- Place of Presentation
  山口大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-18740065
[Presentation] 定常過程の予測問題と直交多項式2007
- Author(s)
  笠原雪夫
- Organizer
  第46回実関数論・函数解析学合同シンポジウム
- Place of Presentation
  九州大学西新プラザ
- Year and Date
  2007-08-08
- Data Source
  KAKENHI-PROJECT-18740065
[Presentation] A duality relation in some prediction problems2007
- Author(s)
  笠原雪夫
- Organizer
  実解析学シンポジウム2007
- Place of Presentation
  大阪教育大学
- Year and Date
  2007-10-20
- Data Source
  KAKENHI-PROJECT-18740065
[Presentation] 定常過程の予測問題と直交多項式2007
- Author(s)
  笠原雪夫
- Organizer
  第46回実関数論・函数解析学合同シンポジウム
- Place of Presentation
  九州大学
- Year and Date
  2007-08-08
- Data Source
  KAKENHI-PROJECT-18740065
[Presentation] Orthogonal polynomials on the unit circle associated with a rigid function2006
- Author(s)
  笠原雪夫
- Organizer
  実解析学シンポジウム2006
- Place of Presentation
  弘前大学
- Year and Date
  2006-10-28
- Data Source
  KAKENHI-PROJECT-18740065

1. INOUE Akihiko (50168431)

# of Collaborated Projects: 4 results

# of Collaborated Products: 19 results
2. IWATA Koichiro (20241292)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. NAKAZI Takahiko (30002174)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 三上敏夫 (70229657)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

KASAHARA Yukio 笠原 雪夫

Research Projects

Research Products

Co-Researchers

Dynamic stochastic dependency analysis by new prediction theoretic method and its applications to finance

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Development of new multivariate prediction theory and dynamic dependency analysis in finance

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Optimal intertemporal risk allocation with applications to finance and insurance

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Study on the time-dependence structure of completely nondeterministic stationary processesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Progress in new methods for prediction theory and Tauberian theorems with applications to stochastic analysis of processes with memory

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Matricial Baxter's theorem with a Nehari sequence2018

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle2018

Author(s)

Journal Title

DOI

NAID

Data Source

[Journal Article] Baxter’s inequality for finite predictor coefficients of multivariate long-memory stationary processes2018

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Rigidity for matrix-valued Hardy functions2016

Author(s)

Journal Title

DOI

Data Source

[Journal Article] The intersection of past and future for multivariate stationary processes2016

Author(s)

Journal Title

DOI

NAID

Data Source

[Journal Article] 多次元の予測理論的手法の最近の進展について2014

Author(s)

Journal Title

Data Source

[Journal Article] An explicit representation of Verblunsky coefficients2012

Author(s)

Journal Title

Data Source

[Journal Article] An Explicit Representation of Verblunsky Coefficients2012

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Duals of Random Vectors and Processes with Applications to Prediction Problems with Missing Values2009

Author(s)

Journal Title

Data Source

[Journal Article] Duals of random vectors and processes with applications to prediction problems with missing values2009

Author(s)

KASAHARA Yukio 笠原雪夫