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Liu Yan  劉 言

ORCIDConnect your ORCID iD *help
Researcher Number 10754856
Other IDs
Affiliation (Current) 2022: 早稲田大学, 理工学術院, 専任講師
Affiliation (based on the past Project Information) *help 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
Statistical science / Basic Section 60030:Statistical science-related
Keywords
Principal Investigator
時系列解析 / 漸近理論 / 統計科学 / 統計的検定論 / 時空間データ / 経験尤度法 / 予測・補間 / 高次元統計解析 / 漸近有効性 / 頑健性 … More / 分位点解析 / 高次元 / 経験尤度 / 局所定常 / ハーディ空間 / 分位点 / ブートストラップ / 欠損値解析 / 統計的漸近理論 / 頑健的統計手法 / 分位点法 / 判別分析 / ポートフォリオ理論 / 統計学 / 解析・評価 / ブートストラップ法 / 局所的統計解析 / 局所グレンジャー因果性 / EEGデータ / 時変スペクトル / ミニマックス / 予測誤差 / フィッシャー情報量 Less
  • Research Projects

    (2 results)
  • Research Products

    (41 results)
  • Co-Researchers

    (2 People)
  •  Theoretical development on statistical inference for local complex structure of temporal and spatial dataPrincipal Investigator

    • Principal Investigator
      劉 言
    • 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 2021 2020 2019 2018 2017

All Journal Article Presentation Book

  • [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] 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] Robust linear interpolation and extrapolation of stationary time series in Lp.2020

    • Author(s)
      Liu Yan、Xue Yujie、Taniguchi Masanobu
    • Journal Title

      J.Time Ser. Anal.

      Volume: 41 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] 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 Pages: 763-786

    • DOI

      10.1111/jtsa.12405

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K16022, KAKENHI-PROJECT-17K12652
  • [Journal Article] Asymptotic Theory of Test Statistic for Sphericity of High-Dimensional Time Series2018

    • Author(s)
      Liu, Y., Tamura, Y. and Taniguchi, M.
    • Journal Title

      J.Time Ser. Anal.

      Volume: in press 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] 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

      Com. Stat. - Simul. Computation.

      Volume: 46 Pages: 8014-27

    • DOI

      10.1080/03610918.2016.1263732

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-17K12652, KAKENHI-PROJECT-15H02061
  • [Journal Article] Statistical inference for quantiles in the frequency domain2017

    • Author(s)
      Liu Yan
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 20 Pages: 369-386

    • DOI

      10.1007/s11203-017-9166-4

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17K12652
  • [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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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 test for missingness in time series2018

    • Author(s)
      Dunsmuir William、Liu Yan
    • Organizer
      Waseda International Symposium
    • Invited
    • 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] 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] 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] 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] 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] 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.  谷口 正信
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 3 results
  • 2.  明石 郁哉
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 1 results

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