Liu Yan 劉言

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 / ハーディ空間 / 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

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

Liu Yan 劉 言

Research Projects

Research Products

Co-Researchers

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] 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] Minimax estimation for time series models2021

Author(s)

Journal Title

Data Source

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

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Change-Point Detection in Autoregressive Models with no Moment Assumptions2018

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Asymptotic Theory of Test Statistic for Sphericity of High-Dimensional Time Series2018

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Robust parameter estimation for stationary processes by an exotic disparity from prediction problem2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Statistical inference for quantiles in the frequency domain2017

Author(s)

Journal Title

DOI

Data Source

[Presentation] Statistical Inference for Persistence Landscapes of the Granger Causality2021

Author(s)

Organizer

Data Source

[Presentation] Hypothesis testing for local Granger causality2021

Author(s)

Organizer

Data Source

[Presentation] Statistical and Topological Inference of the Granger Causality2021

Liu Yan 劉言