OGATA Hiroaki 小方浩明

Researcher Number	30454086
Other IDs
Affiliation (Current)	2023: 東京都立大学, 経営学研究科, 准教授
Affiliation (based on the past Project Information) *help	2020 – 2021: 東京都立大学, 経営学研究科, 准教授 2018 – 2019: 首都大学東京, 経営学研究科, 准教授 2017: 首都大学東京, 社会(科)学研究科, 准教授 2016: 首都大学東京, 社会科学研究科, 准教授 2014 – 2015: 首都大学東京, 社会(科)学研究科, 准教授 2011 – 2013: 早稲田大学, 国際教養学術院, 助教 2010: 首都大学東京, 社会(科)学研究科, 助教
Review Section/Research Field	Principal Investigator Statistical science / Economic statistics / Statistical science / Basic Section 60030:Statistical science-related Except Principal Investigator Social systems engineering/Safety system
Keywords	Principal Investigator 時系列解析 / 安定分布 / 方向統計学 / 経験尤度 / 分位点 / 統計数学 / 時系列モデル / 楕円分析 / 最適ポートフォリオ / 一般化経験尤度法 / コピュラ … More Except Principal Investigator … More ファイナンス / 金融リスク管理 / 代替投資 / ポートフォリオ効果 / 市場分析 / システム工学 / 確率論 / リスク管理 / 金融工学 / リアルオプション Less

時系列解析と方向統計学に関する研究Principal Investigator
- Principal Investigator
  
  小方浩明
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  Tokyo Metropolitan University
A study on time series model from heavy-tailed distributionsPrincipal Investigator
- Principal Investigator
  
  Ogata Hiroaki
- Project Period (FY)
  2014 – 2018
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
  Statistical science
- Research Institution
  Tokyo Metropolitan University
Research on the nonparametric methods in time series analysisPrincipal Investigator
- Principal Investigator
  
  OGATA Hiroaki
- Project Period (FY)
  2010 – 2013
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  Waseda University
  Tokyo Metropolitan University
Research on the financial risk management of a portfolio including alternative investments
- Principal Investigator
  
  KIJIMA Masaaki
- Project Period (FY)
  2009 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Tokyo Metropolitan University

All 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 Other

All Journal Article Presentation

[Journal Article] 円周上の高次マルコフ過程におけるペアサーキュラモデリング2021
- Author(s)
  小方浩明
- Journal Title
  
  法政大学日本統計研究所報
  
  Volume: 54 Pages: 1-6
- Open Access
- Data Source
  KAKENHI-PROJECT-18K11193
[Journal Article] Models for circular data from time series spectra.2020
- Author(s)
  Masanobu Taniguchi, Shogo Kato, Hiroaki Ogata & Arthur Pewsey
- Journal Title
  
  J. Time Series Anal. 41
  
  Volume: 41 Pages: 808-829
- DOI
  10.1111/jtsa.12549
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11193, KAKENHI-PROJECT-20K03759, KAKENHI-PROJECT-18H05290
[Journal Article] Circular autocorrelation of stationary circular Markov processes.2017
- Author(s)
  Abe, T., Ogata, H., Shiohama, T., and Taniai, H.
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 印刷中 Pages: 275-290
- DOI
  10.1007/s11203-016-9154-0
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380401, KAKENHI-PROJECT-26870655, KAKENHI-PROJECT-15K21433, KAKENHI-PROJECT-15K17593
[Journal Article] On estimating the tail index and the spectral measure of multivariate alpha-stable distributions.2014
- Author(s)
  Mohammadi, M., Mohammadpour, A. & Ogata, H.
- Journal Title
  
  Metrika
  
  Volume: 2014
- DOI
  10.1007/s00184-014-0515-7
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26870655
[Journal Article] Estimation for multivariate stable distributions with generalized empirical likelihood.2013
- Author(s)
  Ogata, H
- Journal Title
  
  Journal of Econometrics
  
  Volume: 172, Issue.2 Pages: 248-254
- DOI
  10.1016/j.jeconom.2012.08.017
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700291
[Journal Article] On Sample Marginal Quantiles for Stationary Processes.2013
- Author(s)
  Dominicy, Y., Hormann, S., Ogata, H. and Veredas, D.
- Journal Title
  
  Statistics and Probability Letters
  
  Volume: 83, Issue.1 Pages: 28-36
- DOI
  10.1016/j.spl.2012.07.016
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700291
[Journal Article] Inference for vast dimensional elliptical distributions.2013
- Author(s)
  Dominicy, Y., Ogata, H. and Veredas, D.
- Journal Title
  
  Computational Statistics
  
  Volume: 28, Issue.4 Pages: 1853-1880
- DOI
  10.1007/s00180-012-0384-3
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700291
[Journal Article] Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood.2012
- Author(s)
  Ogata, H
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: 2012 Pages: 8-8
- DOI
  10.1155/2012/973173
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700291
[Journal Article] Optimal portfolios with end-of-period target2012
- Author(s)
  Hiroshi Shiraishi
- Journal Title
  
  Advances in Decision Sciences: Special Issue on "Statistical Estimation of Portfolios for Dependent Financial Returns"
  
  Volume: Volume 2012 Pages: 1-13
- DOI
  10.1155/2012/703465
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20730147, KAKENHI-PROJECT-21241040, KAKENHI-PROJECT-22700291, KAKENHI-PROJECT-22700296, KAKENHI-PROJECT-24730193
[Journal Article] Estimation for non-Gaussian locally stationary processes with empirical likelihood method.2012
- Author(s)
  Ogata, H
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: 2012 Pages: 22-22
- DOI
  10.1155/2012/704693
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700291
[Journal Article] An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation2010
- Author(s)
  Ogata, H. and Taniguchi, M.
- Journal Title
  
  Australian and New Zealand Journal of Statistics
  
  Volume: 52, Issue.4 Pages: 451-468
- DOI
  10.1111/j.1467-842x.2010.00585.x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700291
[Journal Article] Empirical likelihood estimation for a class of stable processes2010
- Author(s)
  Ogata, H
- Journal Title
  
  Journal of the Japan Statistical Society
  
  Volume: 40, No.2 Pages: 207-219
- NAID
  10028089188
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700291
[Journal Article] An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation.2010
- Author(s)
  Hiroaki Ogata, Masanobu Taniguchi
- Journal Title
  
  Australian & New Zealand Journal of Statistics
  
  Volume: 52 Pages: 451-468
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700291
[Journal Article] Empirical likelihood estimation for a class of stable processes2010
- Author(s)
  Ogata, H.
- Journal Title
  
  Journal of the Japan Statistical Society
  
  Volume: 40 Pages: 207-219
- NAID
  10028089188
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation2010
- Author(s)
  Ogata, H. and Taniguchi, M.
- Journal Title
  
  Australian & New Zealand Journal of Statistics
  
  Volume: 52 Pages: 451-468
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Empirical likelihood estimation for a class of stable processes.2010
- Author(s)
  Hiroaki Ogata
- Journal Title
  
  Journal of the Japan Statistical Society
  
  Volume: 40 Pages: 207-219
- NAID
  10028089188
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700291
[Journal Article] Preliminary test estimation for regression models with long-memory disturbance2009
- Author(s)
  Taniguchi, M., Ogata, H., Shiraishi, H.
- Journal Title
  
  Communications in Statistics -Theory and Methods- (S.Zacks festschrift issues) 36
  
  Pages: 3213-3224
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Application of empirical likelihood method to time series model2009
- Author(s)
  小方浩明
- Journal Title
  
  京都大学数理解析研究所講究録 1621
  
  Pages: 88-103
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Cressie-Read power-divergence statistics for non Gaussian vector stationary processes2009
- Author(s)
  Ogata, H., Taniguchi, M.
- Journal Title
  
  Scandinavian Journal of Statistics 36
  
  Pages: 141-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Pair circulas modelling for circular multivariate time series.2022
- Author(s)
  Hiroaki Ogata
- Organizer
  Waseda International Symposium on "Topological Data Science, Causality, Analysis of Variance & Time Series"
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11193
[Presentation] Vine copula modelling for multi-order circular Markov processes.2021
- Author(s)
  小方浩明
- Organizer
  第一回　日本統計研究所研究集会~統計モデリング~
- Invited
- Data Source
  KAKENHI-PROJECT-18K11193
[Presentation] Pair circulas modelling for circular multivariate time series.2021
- Author(s)
  Hiroaki Ogata
- Organizer
  14th International Conference of the ERCIM WG on Computational and Methodological Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11193
[Presentation] Fr\'{e}chet-Hoeffding copula bounds for circular data2019
- Author(s)
  Hiroaki Ogata
- Organizer
  Waseda International Symposium on "Introduction of General Causality to Various Data & its Applications
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11193
[Presentation] Fr\'{e}chet-Hoeffding copula bounds for circular data.2019
- Author(s)
  Hiroaki Ogata
- Organizer
  Mini Workshop on TDA, Time Series & Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11193
[Presentation] Fr\'{e}chet-Hoeffding copula bounds for circular data.2019
- Author(s)
  Hiroaki Ogata
- Organizer
  3rd International Conference on Econometrics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11193
[Presentation] The mixture transition distribution modeling for higher order circular Markov processes2018
- Author(s)
  Hiroaki Ogata
- Organizer
  2nd International Conference on Econometrics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] The mixture transition distribution modeling for higher order circular Markov processes2018
- Author(s)
  Hiroaki Ogata
- Organizer
  11th International Conference of the ERCIM WG on Computational and Methodological Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Joint circular distributions in view of higher order spectra of time series.2017
- Author(s)
  Hiroaki Ogata
- Organizer
  Waseda International Symposium on "Recent Developments for Statistical Asymptotic Theory for Time Series & Circular Distributions"
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Multi-order circular Markov processes with canonical vine representations.2017
- Author(s)
  Hiroaki Ogata
- Organizer
  Keio International Symposium on "Statistical Analysis for High-Dimensional, Circular or Time Series Data"
- Place of Presentation
  慶應大学（神奈川県・横浜市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Multi-order circular Markov processes with canonical vine representations.2017
- Author(s)
  Hiroaki Ogata
- Organizer
  1st International Conference on Econometrics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Canonical vine representations for stationary multi-order circular Markov processes.2017
- Author(s)
  Hiroaki Ogata
- Organizer
  Seminar in Department of Statistics in Seoul National University, Korea
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] The mixture transition distribution modeling for higher order circular Markov processes.2017
- Author(s)
  Hiroaki Ogata
- Organizer
  Waseda International Symposium on "Recent Developments in Time series Analysis: Quantile Regression, High Dimensional Data & Causality"
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] A circular autocorrelation of stationary circular Markov processes.2016
- Author(s)
  Toshihiro Abe, Hiroaki Ogata, Takayuki Shiohama, Hiroyuki Taniai
- Organizer
  Waseda International Symposium on "High Dimensional Statistical Analysis for Time Spatial Processes & Quantile Analysis for Time Series"
- Place of Presentation
  早稲田大学（東京都新宿区）
- Year and Date
  2016-03-02
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Multi-step circular Markov processes with canonical vine representations.2016
- Author(s)
  Hiroaki Ogata
- Organizer
  Hokkaido International Symposium on "Recent Developments of Statistical Theory in Statistical Science"
- Place of Presentation
  北海道大学(北海道・札幌市)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] A circular autocorrelation of stationary circular Markov processes.2016
- Author(s)
  小方浩明
- Organizer
  共同研究集会 (課題番号: 27-共研-5010)
- Place of Presentation
  統計数理研究所（東京都立川市）
- Year and Date
  2016-02-19
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] 時変自己相関を持つ円周上のマルコフ過程2015
- Author(s)
  阿部俊弘、小方浩明、塩濱敬之、谷合弘行
- Organizer
  科研費シンポジウム「多様な分野における統計科学の新展開」
- Place of Presentation
  富山県民会館（富山県富山市）
- Year and Date
  2015-10-25
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Modeling Circular Markov Processes with Time Varying Autocorrelation.2015
- Author(s)
  Toshihiro Abe, Hiroaki Ogata, Takayuki Shiohama, Hiroyuki Taniai
- Organizer
  8th International Conference of the ERCIM WG on Computational and Methodological Statistics
- Place of Presentation
  ロンドン（イギリス）
- Year and Date
  2015-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Circular Autocorrelation of Stationary Markov Circular Processes.2015
- Author(s)
  Hiroaki OGATA
- Organizer
  Izu Seminar
- Place of Presentation
  Hotel Izukyu(静岡県下田市)
- Year and Date
  2015-01-30
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Stationary circular time series.2015
- Author(s)
  Hiroaki OGATA
- Organizer
  Waseda International Symposium on "Asymptotic Sufficiency, Asymptotic Efficiency and Semimartingale"
- Place of Presentation
  Waseda University(東京都新宿区)
- Year and Date
  2015-03-04
- Invited
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] A circular autocorrelation of stationary circular Markov processes.2015
- Author(s)
  Toshihiro Abe, Hiroaki Ogata, Takayuki Shiohama, Hiroyuki Taniai
- Organizer
  8th International Conference of the ERCIM WG on Computational and Methodological Statistics
- Place of Presentation
  ロンドン（イギリス）
- Year and Date
  2015-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Consideration on a serial correlation2014
- Author(s)
  Ogata, H
- Organizer
  Nishi-Izu Seminar
- Place of Presentation
  ふじやホテル, 静岡
- Year and Date
  2014-03-06
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Circular Autocorrelation of Stationary Markov Circular Processes.2014
- Author(s)
  Hiroaki OGATA
- Organizer
  Seminar in Department of Statistics, The Chinese University of Hong Kong
- Place of Presentation
  The Chinese University of Hong Kong (香港・沙田区)
- Year and Date
  2014-11-04
- Invited
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Consideration on a serial correlation.2014
- Author(s)
  Hiroaki Ogata
- Organizer
  Nishi-Izu Seminar
- Place of Presentation
  Fujiya Hotel
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Consideration on a measure of dependence.2014
- Author(s)
  Hiroaki Ogata
- Organizer
  Workshop on Statistics for High-dimensional and Dependent Data
- Place of Presentation
  National Taiwan University
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation of autocopula with estimating function approach2014
- Author(s)
  Ogata, H
- Organizer
  Waseda International Symposium on"Stable Process, Semimartingale, Finance & Pension Mathematics"
- Place of Presentation
  早稲田大学, 東京
- Year and Date
  2014-03-03
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation of autocopula with estimating function approach.2014
- Author(s)
  Hiroaki Ogata
- Organizer
  Waseda International Symposium on“Stable Process, Semimartingale, Finance & Pension Mathematics"
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] 既知の方向周りでの対蹠対称性に関する漸近最適推測論2014
- Author(s)
  阿部俊弘、小方浩明、塩濱敬之、谷合弘行
- Organizer
  2014年度　統計関連学会連合大会
- Place of Presentation
  東京大学(東京都文京区)
- Year and Date
  2014-09-15
- Data Source
  KAKENHI-PROJECT-26870655
[Presentation] Consideration on a measure of dependence2014
- Author(s)
  Ogata, H
- Organizer
  Workshop on Statistics for High-dimensional and Dependent Data
- Place of Presentation
  National Taiwan University, 台北, 台湾
- Year and Date
  2014-03-21
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Consideration on a serial correlation2013
- Author(s)
  Ogata, H
- Organizer
  Symposium on Recent Advances in Statistical Theory and Applications for High Dimensional Data Analysis and Related Topics
- Place of Presentation
  小樽商科大学, 北海道
- Year and Date
  2013-09-07
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] On sample marginal quantiles for stationary processes2013
- Author(s)
  Ogata, H
- Organizer
  Time Series Forum in Lake Kawaguchi
- Place of Presentation
  足和田ホテル, 山梨
- Year and Date
  2013-03-25
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Consideration on a serial correlation2013
- Author(s)
  Hiroaki Ogata
- Organizer
  Symposium on Recent Advances in Statistical Theory and Applications for High Dimensional Data Analysis and Related Topics
- Place of Presentation
  小樽商科大学
- Invited
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation of autocopulas2013
- Author(s)
  Hiroaki Ogata
- Organizer
  7th International Conference on Computational and Financial Econometrics
- Place of Presentation
  University of London, UK
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation of autocopula2013
- Author(s)
  Ogata, H
- Organizer
  7th International Conference on Computational and Financial Econometrics
- Place of Presentation
  Senate House, University of London, ロンドン, イギリス
- Year and Date
  2013-12-14
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Consideration on a serial correlation2013
- Author(s)
  Hiroaki Ogata
- Organizer
  Project Research Seminar on Financial and Pension Mathematics
- Place of Presentation
  早稲田大学
- Invited
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] (Very) Fast estimation and testing for (very) large dimensional heavy-tailed elliptical distributions2012
- Author(s)
  Ogata, H.
- Organizer
  早稲田大学商学部金曜セミナー
- Place of Presentation
  早稲田大学,東京(招待講演)
- Year and Date
  2012-01-13
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Estimation of copulas for time series2012
- Author(s)
  Ogata, H
- Organizer
  Project Research Seminar on Financial and Pension Mathematics
- Place of Presentation
  早稲田大学, 東京
- Year and Date
  2012-12-19
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] (Very) Fast estimation andtesting for (very) large dimensional heavy-tailed elliptical distributions2012
- Author(s)
  OGATA, Hiroaki
- Organizer
  早稲田大学商学部金曜セミナー
- Place of Presentation
  早稲田大学(東京都)(招待講演)
- Year and Date
  2012-01-13
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Joint estimation of copula and quantiles for time series-with estimating function approach-2012
- Author(s)
  Ogata, H.
- Organizer
  科研費シンポジウム"Statistics for Biomedical & Social Mathematical Sciences"
- Place of Presentation
  早稲田大学・東京(招待講演)
- Year and Date
  2012-03-03
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Estimation with generalized empirical likelihood for multivariate stable distributions2012
- Author(s)
  Ogata, H
- Organizer
  The 2012 Taipei International Statistics Workshop
- Place of Presentation
  National Taiwan University, 台北, 台湾
- Year and Date
  2012-05-03
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Joint estimation of copula and quantiles fortime series-with extimating function approach-2012
- Author(s)
  OGATA, Hiroaki
- Organizer
  科研費シンポジウム"Statistics for Biomedical & Social Msthematical Sciences"
- Place of Presentation
  早稲田大学(東京都)(招待講演)
- Year and Date
  2012-03-03
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Marginal quantiles for stationary processes2012
- Author(s)
  Ogata, H
- Organizer
  Waseda Statistical Symposium on Time Series and Related Topics
- Place of Presentation
  早稲田大学, 東京
- Year and Date
  2012-07-05
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Frequency Domain Empirical Likelihood for Locally Stationary Processes2012
- Author(s)
  Ogata, H
- Organizer
  Seminar in Feng Chia University
- Place of Presentation
  Feng Chia University, 台中, 台湾
- Year and Date
  2012-05-04
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Joint estimation ofcopula and quantiles for time series - with estimating function approach -2012
- Author(s)
  Ogata, H
- Organizer
  Symposium on Statistics for Biomedical & Social Mathematical Sciences
- Place of Presentation
  早稲田大学, 東京
- Year and Date
  2012-03-03
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Modeling financial data with multivariate stable distributions2011
- Author(s)
  OGATA, Hiroaki
- Organizer
  Project Research Seminar on Financial and Pension Mathematics
- Place of Presentation
  早稲田大学(東京都)(招待講演)
- Year and Date
  2011-10-25
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation for multivariate stable distributions2011
- Author(s)
  Ogata, H
- Organizer
  Workshop on Statistical Information in Inference and Its Related Topics
- Place of Presentation
  京都大学数理解析研究所,京都
- Year and Date
  2011-03-08
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Modeling financial data with multivariate stable distributions2011
- Author(s)
  Ogata, H
- Organizer
  Project Research Seminar on Financial and Pension Mathematics
- Place of Presentation
  早稲田大学, 東京
- Year and Date
  2011-10-25
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation for multivariate stable distributions2011
- Author(s)
  Ogata, H
- Organizer
  Atami-Seminar
- Place of Presentation
  熱海ニューフジヤホテル, 静岡
- Year and Date
  2011-03-03
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation for multivariate stable distributions.2011
- Author(s)
  小方浩明
- Organizer
  Statistical Information in Inference and Its Related Topics
- Place of Presentation
  京都大学数理解析研究所(招待講演)
- Year and Date
  2011-03-08
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Modeling financial data with multivariate stable distributions2011
- Author(s)
  Ogata, H.
- Organizer
  Project Research Seminar on Financial and Pension Mathematics
- Place of Presentation
  早稲田大学,東京(招待講演)
- Year and Date
  2011-10-25
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Estimation for multivariate stable distributions.2011
- Author(s)
  小方浩明
- Organizer
  Statistical Information in Inference and Its Related Topics
- Place of Presentation
  京都大学数理解析研究所(招待講演)
- Year and Date
  2011-03-08
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Quantile-based inference for elliptical stable distributions.2010
- Author(s)
  Dominicy, Y, Ogata, H., Veredas, D.
- Organizer
  Time Series, Quantile Regression and Model Choice
- Place of Presentation
  University of Dortmund(招待講演)
- Year and Date
  2010-09-20
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Estimation for multivariate stable distributions with generalized empirical likelihood method.2010
- Author(s)
  小方浩明
- Organizer
  シンポジウム「計算機支援による統計手法, 理論・応用およびその周辺」
- Place of Presentation
  高知大学
- Year and Date
  2010-11-25
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation for multivariate stable distributions with generalized empirical likelihood method.2010
- Author(s)
  小方浩明
- Organizer
  シンポジウム「計算機支援による統計手法,理論・応用およびその周辺」
- Place of Presentation
  高知大学
- Year and Date
  2010-11-25
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Empirical likelihood estimation for multivariate stable distribution2010
- Author(s)
  Ogata, H.
- Organizer
  Conference on Latest Developments in Heavy-Tailed Distributions
- Place of Presentation
  ブリュッセル, ベルギー
- Year and Date
  2010-03-27
- Invited
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Empirical likelihood estimation for multivariate stable distribution.(招待講演)2010
- Author(s)
  Ogata, H.
- Organizer
  Conference on Latest Developments in Heavy-Tailed Distributions
- Place of Presentation
  Hotel Le Chatelain, (ベルギー)
- Year and Date
  2010-03-27
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Estimation for multivariate stable distributions with generalized empirical likelihood method2010
- Author(s)
  Ogata, H
- Organizer
  Symposium on Statistical Method, Theory, Application and Its Related Topics with Computer Aid
- Place of Presentation
  高知大学, 高知
- Year and Date
  2010-11-25
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Quantile-based inference for elliptical stable distributions.2010
- Author(s)
  Yves Dominicy, Hiroaki Ogata, David Veredas
- Organizer
  Time Series, Quantile Regression and Model Choice
- Place of Presentation
  University of Dortmund(招待講演)
- Year and Date
  2010-09-20
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimating function approach for CHARN models.2009
- Author(s)
  小方浩明
- Organizer
  シンポジウム数理統計学における最近の展開とその周辺」
- Place of Presentation
  高崎アーバンホテル
- Year and Date
  2009-11-14
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Empirical likelihood ratio test of the change-point problem for stationary processes.2009
- Author(s)
  小方浩明
- Organizer
  シンポジウム「多変量モデル・時系列モデルにおける統計的推測の理論と応用」
- Place of Presentation
  鹿児島大学
- Year and Date
  2009-12-03
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] On sample marginal quantiles for stationary processes.
- Author(s)
  OGATA, Hiroaki
- Organizer
  Time Series Forum in Lake Kawaguchi
- Place of Presentation
  足和田ホテル
- Invited
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation of copulas for time series.
- Author(s)
  OGATA, Hiroaki
- Organizer
  Project Research Seminar on Financial and Pension Mathematics
- Place of Presentation
  早稲田大学
- Invited
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Frequency Domain Empirical Likelihood for Locally Stationary Processes.
- Author(s)
  OGATA, Hiroaki
- Organizer
  逢甲大學統計系専題演講
- Place of Presentation
  逢甲大學
- Invited
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Marginal quantiles for stationary processes.
- Author(s)
  OGATA, Hiroaki
- Organizer
  Waseda Statistical Symposium on Time Series and Related Topics
- Place of Presentation
  早稲田大学
- Invited
- Data Source
  KAKENHI-PROJECT-22700291
[Presentation] Estimation with generalized empirical likelihood for multivariate stable distributions.
- Author(s)
  OGATA, Hiroaki
- Organizer
  The 2012 Taipei International Statistics Workshop
- Place of Presentation
  National Taiwan University
- Invited
- Data Source
  KAKENHI-PROJECT-22700291

1. KIJIMA Masaaki (00186222)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. TANAKA Keiichi (00381442)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. NAKAOKA Hidetaka (20516025)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. YAMASHITA Hideaki (30200687)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. WATANABE Takahiro (70220895)

# of Collaborated Projects: 1 results

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6. NOGUCHI Masayoshi (70237832)

# of Collaborated Projects: 1 results

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7. SHIBATA Takashi (70372597)

# of Collaborated Projects: 1 results

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8. MUROMACHI Yukio (70514719)

# of Collaborated Projects: 1 results

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9. IIBOSHI Hirokuni (90381441)

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10. SHIRAISHI Hiroshi

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# of Collaborated Products: 1 results
11. AMANO Tomoyuki

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# of Collaborated Products: 1 results
12. KATO Shogo

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# of Collaborated Products: 1 results
13. 塩浜敬之

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# of Collaborated Products: 1 results
14. 谷合弘行

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15. 阿部俊弘

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16. 谷口正信

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# of Collaborated Products: 1 results

OGATA Hiroaki 小方 浩明

Research Projects

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Co-Researchers

時系列解析と方向統計学に関する研究Principal Investigator

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A study on time series model from heavy-tailed distributionsPrincipal Investigator

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Research on the nonparametric methods in time series analysisPrincipal Investigator

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Research on the financial risk management of a portfolio including alternative investments

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[Journal Article] 円周上の高次マルコフ過程におけるペアサーキュラモデリング2021

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[Journal Article] Models for circular data from time series spectra.2020

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[Journal Article] Circular autocorrelation of stationary circular Markov processes.2017

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[Journal Article] On estimating the tail index and the spectral measure of multivariate alpha-stable distributions.2014

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[Journal Article] Estimation for multivariate stable distributions with generalized empirical likelihood.2013

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[Journal Article] On Sample Marginal Quantiles for Stationary Processes.2013

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[Journal Article] Inference for vast dimensional elliptical distributions.2013

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[Journal Article] Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood.2012

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[Journal Article] Optimal portfolios with end-of-period target2012

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[Journal Article] Estimation for non-Gaussian locally stationary processes with empirical likelihood method.2012

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[Journal Article] An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation2010

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OGATA Hiroaki 小方浩明