Liu Yan 劉言

Researcher Number	10754856
Other IDs
Affiliation (Current)	2025: 早稲田大学, 理工学術院, 准教授
Affiliation (based on the past Project Information) *help	2023: 早稲田大学, 理工学術院, 准教授 2021 – 2022: 早稲田大学, 理工学術院, 専任講師 2020: 早稲田大学, 理工学術院, 次席研究員(研究院講師) 2019 – 2020: 早稲田大学, 理工学術院, 研究院講師 2017 – 2018: 京都大学, 情報学研究科, 助教
Review Section/Research Field	Principal Investigator Basic Section 60030:Statistical science-related / Statistical science
Keywords	Principal Investigator 時系列解析 / 時空間データ / 統計的検定論 / 統計科学 / 漸近理論 / 経験尤度法 / リサンプリング / カオス / 埋め込み / 複雑データ … More / アダマール積 / 関数時系列 / クロスバリデーション / 単峰性 / スペクトル行列 / セミパラメトリック / 円周モデル / フィッシャー情報量 / ミニマックス / 縮小推定 / 高次元時系列 / 主成分分析 / EEGデータ / 歪分布 / コントラスト関数 / 分散分析 / 非線形時系列 / 長期記憶モデル / 高次漸近論 / 予測誤差 / 時変スペクトル / 局所グレンジャー因果性 / 局所的統計解析 / ブートストラップ法 / 解析・評価 / 統計学 / ポートフォリオ理論 / 判別分析 / 分位点法 / 頑健的統計手法 / 統計的漸近理論 / 欠損値解析 / ブートストラップ / 分位点 / ハーディ空間 / 局所定常 / 経験尤度 / 高次元 / 分位点解析 / 頑健性 / 漸近有効性 / 高次元統計解析 / 予測・補間 Less

Enhancement of low-dimensional embedding methods for complex structures in spatiotemporal data with their applicationsPrincipal Investigator
- Principal Investigator
  
  劉言
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  Waseda University
Theoretical development on statistical inference for local complex structure of temporal and spatial dataPrincipal Investigator
- Principal Investigator
  
  LIU Yan
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  Waseda University
Theoretical development of bootstrap and empirical likelihood method for method of spatio-temporal dataPrincipal Investigator
- Principal Investigator
  
  Liu Yan
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  Waseda University
  Kyoto University

All 2025 2024 2023 2022 2021 2020 2019 2018 2017

All Journal Article Presentation Book

[Book] Research Papers in Statistical Inference for Time Series and Related Models2023
- Author(s)
  Liu Yan、Hirukawa Junichi、Kakizawa Yoshihide
- Total Pages
  607
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-20K11719
[Book] Research Papers in Statistical Inference for Time Series and Related Models2023
- Author(s)
  Liu, Y., Hirukawa, J. and Kakizawa, Y.
- Total Pages
  570
- Publisher
  Springer
- ISBN
  9789819908035
- Data Source
  KAKENHI-PROJECT-23K11018
[Book] Foundations of Statistics A2021
- Author(s)
  Liu Yan
- Total Pages
  174
- Publisher
  DesignEgg Co.,Ltd.
- Data Source
  KAKENHI-PROJECT-20K11719
[Book] Foundations of Statistics B2021
- Author(s)
  Liu Yan
- Total Pages
  150
- Publisher
  DesignEgg Co.,Ltd.
- Data Source
  KAKENHI-PROJECT-20K11719
[Book] Foundations of Statistics A2020
- Author(s)
  Liu Yan
- Total Pages
  172
- Publisher
  DesignEgg Co.,Ltd.
- ISBN
  9784815018214
- Data Source
  KAKENHI-PROJECT-17K12652
[Book] Empirical Likelihood and Quantile Methods for Time Series2018
- Author(s)
  Liu Yan、Akashi Fumiya、Taniguchi Masanobu
- Total Pages
  136
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-17K12652
[Journal Article] Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for Covid-19 Pandemic Modeling2025
- Author(s)
  Xu Xiaofei、Zhang Yijiong、Liu Yan、Goto Yuichi、Taniguchi Masanobu、Chen Ying
- Journal Title
  
  Statistica Sinica
  
  Volume: 35
- DOI
  10.5705/ss.202022.0148
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K16851, KAKENHI-PROJECT-23K11018
[Journal Article] Semiparametric empirical likelihood for circular distributions2025
- Author(s)
  Liu, Y., U, L. and Taniguchi, M.
- Journal Title
  
  Recent Advances in Econometrics and Statistics
  
  Volume: To appear
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11018
[Journal Article] A minimum contrast estimation for spectral densities of multivariate time series.2023
- Author(s)
  Liu Yan
- Journal Title
  
  Research Papers in Statistical Inference for Time Series and Related Models
  
  Pages: 325-342
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K11719
[Journal Article] Second-order robustness for time series inference2023
- Author(s)
  Xu Xiaofei、Liu Yan、Taniguchi Masanobu
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 27 Issue: 1 Pages: 213-225
- DOI
  10.1007/s11203-023-09296-w
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11018
[Journal Article] A Minimum Contrast Estimation for Spectral Densities of Multivariate Time Series2023
- Author(s)
  Liu Yan
- Journal Title
  
  Research Papers in Statistical Inference for Time Series and Related Models
  
  Volume: - Pages: 325-342
- DOI
  10.1007/978-981-99-0803-5_12
- ISBN
  9789819908028, 9789819908035
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K11018
[Journal Article] Sparse principal component analysis for high-dimensional stationary time series2023
- Author(s)
  Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Pages: 1-42
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K11719
[Journal Article] Sparse principal component analysis for high‐dimensional stationary time series2023
- Author(s)
  Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: 50 Issue: 4 Pages: 1953-1983
- DOI
  10.1111/sjos.12664
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13271, KAKENHI-PROJECT-23K16851, KAKENHI-PROJECT-23K11018, KAKENHI-PROJECT-18H05290
[Journal Article] Homogeneity tests for one-way models with dependent errors under correlated groups2022
- Author(s)
  Goto Yuichi、Arakaki Koichi、Liu Yan、Taniguchi Masanobu
- Journal Title
  
  TEST
  
  Volume: 32 Issue: 1 Pages: 163-183
- DOI
  10.1007/s11749-022-00828-9
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K11719, KAKENHI-PROJECT-21K20338, KAKENHI-PROJECT-23K11018, KAKENHI-PROJECT-18H05290
[Journal Article] Higher‐order asymptotics of minimax estimators for time series2022
- Author(s)
  Xu Xiaofei、Liu Yan、Taniguchi Masanobu
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 44 Issue: 2 Pages: 247-257
- DOI
  10.1111/jtsa.12661
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719, KAKENHI-PROJECT-18H05290, KAKENHI-PROJECT-23K11018
[Journal Article] Statistical Inference for Time Series Based on Prediction2022
- Author(s)
  劉言
- Journal Title
  
  Journal of the Japan Statistical Society, Japanese Issue
  
  Volume: 52 Issue: 1 Pages: 53-68
- DOI
  10.11329/jjssj.52.53
- ISSN
  0389-5602, 2189-1478
- Year and Date
  2022-09-13
- Language
  Japanese
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K11719
[Journal Article] Minimax estimation for time series models2021
- Author(s)
  Liu Yan、Taniguchi Masanobu
- Journal Title
  
  Metron
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K11719
[Journal Article] Shrinkage estimation for multivariate time series2021
- Author(s)
  Liu Yan、Tanida Yoshiyuki、Taniguchi Masanobu
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 24 Issue: 3 Pages: 733-751
- DOI
  10.1007/s11203-021-09248-2
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K11719
[Journal Article] Minimax estimation for time series models2021
- Author(s)
  Liu Yan、Taniguchi Masanobu
- Journal Title
  
  METRON
  
  Volume: 79 Issue: 3 Pages: 353-359
- DOI
  10.1007/s40300-021-00217-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K11719
[Journal Article] Robust Linear Interpolation and Extrapolation of Stationary Time Series in Lp2019
- Author(s)
  Liu Yan、Xue Yujie、Taniguchi Masanobu
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 41 Issue: 2 Pages: 229-248
- DOI
  10.1111/jtsa.12502
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K12652, KAKENHI-PROJECT-20K11719, KAKENHI-PROJECT-18H05290
[Journal Article] Asymptotic theory of test statistic for sphericity of high-dimensional time series.2018
- Author(s)
  Liu, Y., Tamura, Y. and Taniguchi, M.
- Journal Title
  
  J.Time Ser. Anal.,
  
  Volume: in press Issue: 3 Pages: 402-416
- DOI
  10.1111/jtsa.12288
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H02061, KAKENHI-PROJECT-17K12652, KAKENHI-PROJECT-18H05290
[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] Statistical inference for quantiles in the frequency domain2017
- Author(s)
  Liu Yan
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 20 Issue: 3 Pages: 369-386
- DOI
  10.1007/s11203-017-9166-4
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K12652
[Journal Article] Robust parameter estimation for stationary processes by an exotic disparity from prediction problem2017
- Author(s)
  Liu Yan
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 129 Pages: 120-130
- DOI
  10.1016/j.spl.2017.05.005
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K12652
[Journal Article] Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities2017
- Author(s)
  Liu Yan、Nagahata Hideaki、Uchiyama Hirotaka、Taniguchi Masanobu
- Journal Title
  
  Communications in Statistics - Simulation and Computation
  
  Volume: 46 Issue: 10 Pages: 8014-8027
- DOI
  10.1080/03610918.2016.1263732
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K12652, KAKENHI-PROJECT-15H02061
[Presentation] Empirical likelihood methods for matrix-valued time series with long memory2024
- Author(s)
  Fujimori, K. and Liu, Y.
- Organizer
  IMS-APRM 2024
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11018
[Presentation] Empirical likelihood methods for matrix-valued time series with long memory2024
- Author(s)
  Fujimori, K. and Liu, Y.
- Organizer
  Seminar of University Della Calabria
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11018
[Presentation] 関数時系列の周期推定とモデル選択規準の提案2024
- Author(s)
  佐川凜華，劉言
- Organizer
  第18回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-23K11018
[Presentation] Detection of periodicity in multivariate functional time series2024
- Author(s)
  Sagawa, R. and Liu, Y.
- Organizer
  Data Analysis and Statistical Modeling
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11018
[Presentation] A minimum contrast estimation for multivariate time series2023
- Author(s)
  Liu, Y.
- Organizer
  Waseda-Kyoto Seminars
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11018
[Presentation] Semiparametric empirical likelihood for circular distribution2023
- Author(s)
  Liu Yan、U LAN、Taniguchi Masanobu
- Organizer
  Kanazawa International Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for Covid-19 Pandemic Modelling2023
- Author(s)
  Xu Xiaofei、Chen Ying、Liu Yan、Goto Yuichi、Taniguchi Masanobu
- Organizer
  NUS-WASEDA Workshop 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Sparse principal component analysis for high-dimensional stationary time series2023
- Author(s)
  Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
- Organizer
  NUS-WASEDA Workshop 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Semiparametric empirical likelihood for circular distributions2023
- Author(s)
  劉言, U Lan, 谷口正信
- Organizer
  日本数学会秋季総合分科会
- Data Source
  KAKENHI-PROJECT-23K11018
[Presentation] Semiparametric empirical likelihood for circular distributions2023
- Author(s)
  Liu, Y., U, L., Taniguchi, M.
- Organizer
  Waseda-Kyoto Seminars
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K11018
[Presentation] The Lasso-based principal component analysis for high-dimensional stationary time series2022
- Author(s)
  Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
- Organizer
  九州大学・統計セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Homogeneity tests for one-way models with dependent errors under correlated groups2022
- Author(s)
  Goto, Yuichi; Arakaki, Koichi; Liu, Yan; Taniguchi, Masanobu
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Semiparametric empirical likelihood for circular distribution2022
- Author(s)
  Liu Yan
- Organizer
  Waseda-Bologna Time Series Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] A minimum contrast estimation for spectral densities of multivariate time se- ries2022
- Author(s)
  Liu Yan
- Organizer
  日本数学会・北海道大学
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Statistical and Topological Inference for Local Granger Causality2022
- Author(s)
  Liu, Yan
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Sphericity test for time series2022
- Author(s)
  Liu, Yan
- Organizer
  Otsu International Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Detection of relevant change in frequency domain2022
- Author(s)
  Liu Yan
- Organizer
  EcoSta2022・龍谷大学
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] 高次元・定常時系列に対するスパース主成分分析2022
- Author(s)
  Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
- Organizer
  科研費シンポジウム「大規模複雑データの理論と方法論~新たな発展と関連分野への応用~」
- Invited
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling2022
- Author(s)
  Xu, Xiaofei; Chen, Ying; Liu, Yan; Goto, Yuichi; Taniguchi, Masanobu
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Sparse principal component analysis for high-dimensional stationary time series2022
- Author(s)
  Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
- Organizer
  科研費シンポジウム「データサイエンスと周辺領域の双方向的理解への挑戦」
- Invited
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Detection of relevant change in frequency domain2022
- Author(s)
  Liu Yan
- Organizer
  Waseda-Rome Time Series Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] The Lasso-based principal component analysis for high-dimensional stationary time series2022
- Author(s)
  Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
- Organizer
  EcoSta2022・龍谷大学
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Higher order asymptotics of minimax estimators for time series2022
- Author(s)
  Xu, Xiaofei; Liu, Yan; Taniguchi, Masanobu
- Organizer
  Otsu International Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Statistical inference for local Granger causality2022
- Author(s)
  Liu Yan、Omabao Hernando、Taniguchi Masanobu
- Organizer
  科研費シンポジウム「データサイエンスと周辺領域の双方向的理解への挑戦」
- Invited
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Sparse principal component analysis for high-dimensional stationary time series2022
- Author(s)
  藤森　洸、後藤　佑一、劉　言、谷口　正信
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] The Lasso-based principal component analysis for high-dimensional stationary time series2022
- Author(s)
  Fujimori Kou、Goto Yuichi、Liu Yan、Taniguchi Masanobu
- Organizer
  日本数学会・北海道大学
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] On the model selection of symmetric alpha-stable processes2022
- Author(s)
  劉　言
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] A minimum contrast estimation for spectral densities of multivariate time series2022
- Author(s)
  Liu Yan
- Organizer
  Waseda Mini-Workshop「Recent development on time series analysis and related topics」
- Invited
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Sparse principal component analysis for high-dimensional stationary time series2022
- Author(s)
  Fujimori, Kou; Goto, Yuichi; Liu, Yan; Taniguchi, Masanobu
- Organizer
  多様な高次元モデルの理論と方法論：最前線の動向
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Sparse principal component analysis for high-dimensional stationary time series2022
- Author(s)
  Fujimori, Kou; Goto, Yuichi; Liu, Yan; Taniguchi, Masanobu
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] 高次元・定常な時系列に対するスパース主成分分析2021
- Author(s)
  藤森　洸、後藤　佑一、劉　言、谷口　正信
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] 周波数領域における顕要変化の検出2021
- Author(s)
  劉　言、後藤　佑一、谷口　正信
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] 従属誤差を持つ一元配置モデルにおける均一性の検定2021
- Author(s)
  後藤　佑一、新垣　航一、劉　言、谷口　正信
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Homogeneity tests for one-way models with dependent errors2021
- Author(s)
  後藤　佑一、新垣　航一、劉　言、谷口　正信
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] 感性工学活用による燃料電池研究価値向上研究2021
- Author(s)
  青山　祐介、各務　文雄、柳沼　基、塩見　岳史、劉　言、谷口　正信
- Organizer
  日本感性工学会大会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Statistical and Topological Inference of the Granger Causality2021
- Author(s)
  Liu Yan
- Organizer
  Waseda Cherry Blossom Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] 予測誤差に基づく時系列の統計的推測とその応用2021
- Author(s)
  劉　言
- Organizer
  統計関連学会連合大会
- Invited
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Hypothesis testing for local Granger causality2021
- Author(s)
  劉　言、谷口　正信、Ombao Hernando
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] 時系列の高次漸近論を考慮したミニマックス推定2021
- Author(s)
  Xu, Xiaofei; Liu, Yan; Taniguchi, Masanobu
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Higher order asymptotics of minimax estimators for time series2021
- Author(s)
  Xu, Xiaofei; Liu, Yan; Taniguchi, Masanobu
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Detection of relevant change in frequency domain2021
- Author(s)
  Liu, Yan; Goto, Yuichi, Taniguchi, Masanobu
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Statistical Inference for Persistence Landscapes of the Granger Causality2021
- Author(s)
  Liu Yan
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] High dimensional Discriminant Analysis for Time Series2020
- Author(s)
  Liu Yan
- Organizer
  Statistical Topological Data Analysis Workshop
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Statistical and Topological Inference of the Granger Causality2020
- Author(s)
  Liu Yan
- Organizer
  Waseda Cherry Blossom Workshop on Topological Data Science
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Topological analysis for local Granger causality2020
- Author(s)
  劉　言、木村　晃敏、谷口　正信、Ombao Hernando
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] パーシステントホモロジーによるグレンジャー因果性の可視化2020
- Author(s)
  劉　言、木村　晃敏、谷口　正信、Ombao Hernando
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-20K11719
[Presentation] Persistence Diagram for Granger Causality2020
- Author(s)
  劉　言、木村　晃敏、谷口　正信、Ombao Hernando
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Statistical Inference for Persistence Landscapes of the Granger Causality2020
- Author(s)
  Liu Yan
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] A Bootstrap Test for Sphericity of Time Series2019
- Author(s)
  Liu Yan
- Organizer
  EcoSta 2019
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Statistical Inference for Persistence Landscapes of the Granger Causality2019
- Author(s)
  Liu Yan
- Organizer
  Waseda Seminar on Time Series & Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Distance-based Parameter Curve Clustering in Time Series2019
- Author(s)
  Liu Yan
- Organizer
  Mini Workshop on TDA Time Series and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Prediction-based Parameter Estimation of Time Series2019
- Author(s)
  Liu Yan
- Organizer
  Statistical Methods and Models for Complex Data
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Testing Structure of Dependence for High-dimensional Time Series Based on Bootstrap2019
- Author(s)
  Liu Yan
- Organizer
  Workshop on Recent Progress in Time Series
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Discriminant and Cluster Analysis of Possibly High-dimensional Time Series2019
- Author(s)
  Liu Yan
- Organizer
  Waseda Seminar on Time Series & Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] A test of missing completely at random in time series2019
- Author(s)
  Dunsmuir William、Liu Yan
- Organizer
  日本数学会
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Sphericity Test for High-dimensional Time Series2019
- Author(s)
  Liu Yan
- Organizer
  Workshop on Causal Inference in Complex Marine Ecosystems
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Sphericity test for high-dimensional time series2018
- Author(s)
  Liu Yan、Tamura Yurie、Taniguchi Masanobu
- Organizer
  Mathematical Statistics and Stochastic Analysis for Modeling and Analysis of Complex Random Systems V
- Invited
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] A test for missingness in time series2018
- Author(s)
  Dunsmuir William、Liu Yan
- Organizer
  Waseda International Symposium
- Invited
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] From prediction and interpolation problem to parameter estimation problem of time series2018
- Author(s)
  Liu Yan
- Organizer
  日本数学会
- Invited
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] 高次元時系列の球面性検定2018
- Author(s)
  Liu Yan、Tamura Yurie、Taniguchi Masanobu
- Organizer
  Japanese Joint Statistical Meeting
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] A new perspective of parameter estimation of stationary time series2018
- Author(s)
  Liu Yan
- Organizer
  Nanzan International Symposium
- Invited
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] A test for stationary by copula spectral density2017
- Author(s)
  Liu Yan
- Organizer
  The Mathematical Society of Japan
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Linear discriminant analysis for high-dimensional time series2017
- Author(s)
  Liu Yan、Nagahata Hideaki、Taniguchi Masanobu
- Organizer
  Japanese Joint Statistical Meeting
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Self-weighted GEL methods for linear hypothesis in infinite variance processes and its application to change point tests2017
- Author(s)
  Akashi Fumiya、Dette Holger、Liu Yan
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Robust interpolation problem in Lp2017
- Author(s)
  Xue Yujie、Liu Yan、Taniguchi Masanobu
- Organizer
  1st International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities2017
- Author(s)
  Nagahata Hideaki、Liu Yan、Uchiyama Hirotaka、Taniguchi Masanobu
- Organizer
  Statistical seminar at University of Malaya
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Robust parameter estimation for irregularly observed stationary process2017
- Author(s)
  Liu Yan
- Organizer
  Kyoto International Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Asymptotics of test statistic for sphericity of high-dimensional time series without diagonalizability condition2017
- Author(s)
  Liu Yan、Tamura Yurie、Taniguchi Masanobu
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652
[Presentation] Robust GEL test in infinite variance processes and its application to change point tests2017
- Author(s)
  Akashi Fumiya、Dette Holger、Liu Yan
- Organizer
  Kagawa International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K12652

1. 後藤佑一

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results
2. 谷口正信

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results
3. 明石郁哉

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results
4. 藤森洸

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

Liu Yan 劉 言

Research Projects

Research Products

Co-Researchers

Enhancement of low-dimensional embedding methods for complex structures in spatiotemporal data with their applicationsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Theoretical development on statistical inference for local complex structure of temporal and spatial dataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Theoretical development of bootstrap and empirical likelihood method for method of spatio-temporal dataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] Research Papers in Statistical Inference for Time Series and Related Models2023

Author(s)

Total Pages

Publisher

Data Source

[Book] Research Papers in Statistical Inference for Time Series and Related Models2023

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Book] Foundations of Statistics A2021

Author(s)

Total Pages

Publisher

Data Source

[Book] Foundations of Statistics B2021

Author(s)

Total Pages

Publisher

Data Source

[Book] Foundations of Statistics A2020

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Book] Empirical Likelihood and Quantile Methods for Time Series2018

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] Long-memory Log-linear Zero-inflated Generalized Poisson Autoregression for Covid-19 Pandemic Modeling2025

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Semiparametric empirical likelihood for circular distributions2025

Author(s)

Journal Title

Data Source

[Journal Article] A minimum contrast estimation for spectral densities of multivariate time series.2023

Author(s)

Journal Title

Data Source

[Journal Article] Second-order robustness for time series inference2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A Minimum Contrast Estimation for Spectral Densities of Multivariate Time Series2023

Author(s)

Journal Title

DOI

ISBN

Data Source

[Journal Article] Sparse principal component analysis for high-dimensional stationary time series2023

Author(s)

Liu Yan 劉言