TANAKA Katsuto 田中勝人

… Alternative Names

Tanaka Katsuto 田中勝人

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Researcher Number	40126595
Other IDs
External Links
Affiliation (Current)	2025: 学習院大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2013 – 2019: 学習院大学, 経済学部, 教授 2012: 一橋大学, 大学院経済学研究科, 教授 2001 – 2004: 一橋大学, 大学院・経済学研究科, 教授 1993 – 1994: 一橋大学, 経済学部, 教授 1989 – 1990: 一橋大学, 経済学部, 教授
Review Section/Research Field	Principal Investigator Economic statistics / Economic statistics / 統計学 Except Principal Investigator Economic statistics / Economic statistics
Keywords	Principal Investigator ブラウン運動 / 漸近理論 / 非定常過程 / 極限分布 / wavelet / ウェーブレット / 最尤推定 / 長期記憶性 / 局所対立仮説 / 共和分 … More / 非定常性 / フラクショナル・ブラウン運動 / 数値積分 / 連続時間確率過程 / 数値計算 / 検出力 / 単位根検定 / 非定常モデル / 単位根仮説 / heterogeneous regressor / common regressor / Brown 運動 / 個別効果 / 局所検出力 / 反転不可能な移動平均モデル / 非定常パネルデータ / 検定の検出力 / パネルデータ / nonstationary time series / fractional Brownian motion / random walk / test statistic / limiting distribution / ARFIMA model / long-memory time series / 帯域性 / フラクショナル過程 / ウェーブレット回帰 / ウェーブレット分散 / ウェーブレット変換 / 非定常時系列 / ランダム・ウォーク / 検定統計量 / ARFIMAモデル / 長期記憶時系列 / simulation / maximum likelihood estimation / fractional ARIMA / long-memory / stochastic trend / deterministic trend / 共和文 / 構造変化 / 長記憶時系列 / シミュレーション / フラクショナルARIMA / 確率的トレンド / 確定的トレンド / LOCAL ALTERNATIVE / BROWNIAN MOTION / ASYMPTOTIC THEORY / COINTEGRATION / INTEGRATED PROCESS / 共和分関係 / 和分過程 / Time Series Model / Random Walk / Noninvertibility / Nonstationary Process / 統計量 / 積分方程式 / 時系列モデル / ランダム・ウォ-ク / 反転不能性 / フラクショナル・Brown 運動 / O-U 過程 / 確率過程 / ergodic case / フラクショナル O-U モデル / ギルサノフの定理 / 非エルゴード性 / Fractional O-U process / 特性関数 / 非エルゴード的な場合 / エルゴード的な場合 / フラクショナル・モデル / 最尤推定量 / Hurst パラメータ … More Except Principal Investigator 構造変化 / Simulation / Financial series / Wavelet / Structural change / Mathematical finance / Finance / Statistical theory / Time series analysis / ワルド検定 / 長期因果性 / 漸近展開 / 権利行使価格 / バリアー・オプション / 裁定価格理論 / Wald検定 / デリバティブ / バリュー・アット・リスク / 信用スプレッド / MCMC手法 / 非定常VARモデル / 共和分 / シミュレーション / 金融時系列 / ウェーブレット / 数理ファイナンス / ファイナンス / 統計理論 / 時系列分析 / 倒産確率 / 時系列 / ﾌﾗｸｼｮﾅﾙ・ﾌﾞﾗｳﾝ運動 / フラクショナル・ブラウン運動 / 統合リスク管理 / 統合的リスク管理（ERM） / 総合的リスク管理(ERM) / ビッグデータ / 高頻度データ / コピュラ / 計量的リスク管理 / 統合的リスク管理 / 計量経済学 / 金融工学 Less

Statistical Theory for the Analysis of Nonstationary Panel DataPrincipal Investigator
- Principal Investigator
  
  Tanaka Katsuto
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Gakushuin University
Financial Engineering to ERM: Theoretical and Empirical Investigation
- Principal Investigator
  
  SHIBA Tsunemasa
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Statistical theory for the analysis of long-memory financial time series using continuous-time modelsPrincipal Investigator
- Principal Investigator
  
  Tanaka Katsuto
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Gakushuin University
  Hitotsubashi University
Statistical Theory for the Study of Nonstationary Time Series by Wavelet MethodsPrincipal Investigator
- Principal Investigator
  
  TANAKA Katsuto
- Project Period (FY)
  2003 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Research on Statistical Theory and Time Series Analysis for Mathematical Finance
- Principal Investigator
  
  YAMAMOTO Taku
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Statistical Theory for Long-memory Property of Economic Time Series and Structural BreaksPrincipal Investigator
- Principal Investigator
  
  TANAKA Katsuto
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
STATISTICAL THEORY FOR HIGHER ORDER NONSTATIONARY INTEGRATED AND COINTEGRATED PROCESSESPrincipal Investigator
- Principal Investigator
  
  TANAKA Katsuto
- Project Period (FY)
  1993 – 1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  HITOTSUBASHI UNIVERSITY
Statistical Theory and Application of Nonstationary and Noninvertible Time Series ModelPrincipal Investigator
- Principal Investigator
  
  TANAKA Katsuto
- Project Period (FY)
  1989 – 1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Hitostubashi University

All 2020 2018 2017 2016 2015 2014 2013 2005 2004 2003 2002 Other

All Journal Article Presentation Book

[Book] 時系列解析2020
- Author(s)
  田中勝人
- Total Pages
  464
- Publisher
  共立出版
- ISBN
  9784320113541
- Data Source
  KAKENHI-PROJECT-16K03600
[Book] Time Series Analysis, 2nd edition2017
- Author(s)
  Katsuto Tanaka
- Total Pages
  904
- Publisher
  John Wiley and Sons
- Data Source
  KAKENHI-PROJECT-16K03600
[Book] 経済時系列の統計-その数理的基礎2003
- Author(s)
  刈屋武昭, 田中勝人他
- Total Pages
  318
- Publisher
  岩波書店
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530139
[Book] 経済時系列の統計-その数理的基礎2003
- Author(s)
  刈屋武昭, 田中勝人, 矢島美寛
- Total Pages
  318
- Publisher
  岩波書店
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Book] Statistics for Economic Time Series : Mathmatical Foundations.(in Japanese)2003
- Author(s)
  Takeaki Kariya, Katsuto Tanaka, Yoshihiro Yajima
- Total Pages
  318
- Publisher
  Iwanami Shoten
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Comparison of the LS-based Estimators and the MLE for the Fractional Ornstein-Uhlenbeck Process2020
- Author(s)
  Katsuto Tanaka
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 23 Issue: 2 Pages: 415-434
- DOI
  10.1007/s11203-020-09215-3
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K03600
[Journal Article] Cross-Sectional Effects of Common and Heterogeneous Regressors on Asymptotic Properties of Panel Autoregressive Unit Root Tests2018
- Author(s)
  Katsuto Tanaka
- Journal Title
  
  学習院大学経済論集
  
  Volume: 55 Pages: 35-60
- NAID
  120006576801
- Open Access
- Data Source
  KAKENHI-PROJECT-16K03600
[Journal Article] Computing Limiting Local Powers and Power Envelopes of Panel MA Unit Root Tests and Stationarity Tetsts2018
- Author(s)
  Katsuto Tanaka
- Journal Title
  
  Econometric Theory
  
  Volume: 印刷中 Issue: 05 Pages: 978-1011
- DOI
  10.1017/s0266466618000324
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K03600
[Journal Article] Statistical Inference Associated with the Fractional Brownian Motion2016
- Author(s)
  Katsuto Tanaka
- Journal Title
  
  学習院大学経済経営研究所年報
  
  Volume: 30 Pages: 31-59
- NAID
  40021059007
- Data Source
  KAKENHI-PROJECT-16K03600
[Journal Article] Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process2015
- Author(s)
  Katsuto Tanaka
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 18 Issue: 3 Pages: 315-332
- DOI
  10.1007/s11203-014-9110-9
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-24530224
[Journal Article] Linear Nonstationary Models - A Review of the Work of Professor P.C.B. Phillips2014
- Author(s)
  Tanaka, K.
- Journal Title
  
  Econometric Theory
  
  Volume: 30 Issue: 4 Pages: 815-838
- DOI
  10.1017/s0266466613000480
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530224
[Journal Article] Testing for Factor Loading Structural Change under Common Breaks2013
- Author(s)
  Yohei Yamamoto and Shinya Tanaka
- Journal Title
  
  Graduate School of Economics Hitotsubashi University Discussion Paper 2013-17
  
  Volume: -
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] Distributions of the Maximum Likelihood and Minimum Contrast Estimators Associated with the Fractional Ornstein-Uhlenbeck　Process2013
- Author(s)
  Katsuto Tanaka
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 16 Issue: 3 Pages: 173-192
- DOI
  10.1007/s11203-013-9085-y
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-24530224
[Journal Article] ウェーブレット解析の統計学への応用について2005
- Author(s)
  田中勝人
- Journal Title
  
  数学 57
  
  Pages: 50-69
- NAID
  10016419132
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] ウェーブレット解析の統計学への応用について2005
- Author(s)
  田中勝人
- Journal Title
  
  数学(日本数学会) 57・1
  
  Pages: 50-69
- NAID
  10016419132
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] ウェーブレット解析の統計学への応用について2005
- Author(s)
  田中勝人
- Journal Title
  
  数学(日本数学会) 57巻1号
  
  Pages: 50-69
- NAID
  10016419132
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] ウェーブレット解析の統計学への応用について2005
- Author(s)
  田中勝人
- Journal Title
  
  数学(日本数学会) 57・1
  
  Pages: 50-69
- NAID
  10016419132
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Applications of Wavelet in Statistics(in Japanese)2005
- Author(s)
  Katsuto Tanaka
- Journal Title
  
  Sugaku 57
  
  Pages: 50-69
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Applications of the wavelet analysis to statistics(in Japanese)2005
- Author(s)
  Tanaka, K.
- Journal Title
  
  Sugaku(Japan Mathematical Society) Vol.57
  
  Pages: 50-69
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] Cointegration and unit root(in Japanese)2004
- Author(s)
  Tanaka, K.
- Journal Title
  
  Keizai Seminar No.588
  
  Pages: 73-76
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] Frequency domain and wavelet-based estimation for long-memory signal plus noise models2004
- Author(s)
  田中勝人
- Journal Title
  
  Festschrift for Professor Durbin (Cambridge University Press)
  
  Pages: 75-91
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] Frequency domain and wavelet-based estimation for long-memory signal plus noise models2004
- Author(s)
  Tanaka, K.
- Journal Title
  
  Festschrift for Professor Durbin(Cambridge University Press)
  
  Pages: 75-91
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] Frequency Domain and Wavelet-based Estimation for Long Memory Signal Plues Noise Models2004
- Author(s)
  田中勝人
- Journal Title
  
  Festschrift for Professor Durbin(Cambridge University Press)
  
  Pages: 75-91
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Frequency Domain and Wavelet-based Estimation for Long-memory Signal plus Noise Models2004
- Author(s)
  田中勝人
- Journal Title
  
  Festschrift for Professor Durbin (Cambridge University Press)
  
  Pages: 75-91
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Frequency Domain and Wavelet-based Estimation for Long Memory Signal Plus Noise Models2004
- Author(s)
  Katsuto Tanaka
- Journal Title
  
  Festschrift for Professor Durbin(Cambridge University Press)
  
  Pages: 75-91
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Frequency domain and wavelet-based estimation for long-memory signal plus noise models2004
- Author(s)
  田中勝人
- Journal Title
  
  Festschrift for Professor Durbin(Cambridge University Press)
  
  Pages: 75-91
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] Cointegration and unit root2004
- Author(s)
  田中勝人
- Journal Title
  
  経営セミナー 588
  
  Pages: 73-76
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] Cointegration analysis(in Japanese)2003
- Author(s)
  Tanaka, K.
- Journal Title
  
  Statistics on Economics Time Series-Its Mathematical Foundation(Iwanami Shoten)
  
  Pages: 203-265
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] Wavelet analysis(in Japanese)2003
- Author(s)
  Tanaka, K.
- Journal Title
  
  Statistics on Economics Time Series-Its Mathematical Foundation(Iwanami Shoten)
  
  Pages: 281-310
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530139
[Journal Article] A Unified Approach to the Measurement Error Problem in Time Series Models2002
- Author(s)
  Katsuto Tanaka
- Journal Title
  
  Econometric Theory 18
  
  Pages: 278-296
- NAID
  120006933868
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] A Unified Approach to the Measurement Error Problem in Time Series Models2002
- Author(s)
  田中勝人
- Journal Title
  
  Econometric Theory 18
  
  Pages: 278-296
- NAID
  120006933868
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Presentation] Analysis on Nonstationary and Noninvertible Time Series Models2018
- Author(s)
  Katsuto Tanaka
- Organizer
  Statistical Society of Australia
- Invited
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Estimation problems associated with the fractional O-U process in the ergodic and non-ergodic cases2018
- Author(s)
  Katsuto Tanaka
- Organizer
  University of Technology Sydney Probability Seminar
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Cross-sectional effects of common and heterogeneous regressors on asymptotic properties of panel unit root tests2018
- Author(s)
  Katsuto Tanaka
- Organizer
  University of New South Wales Statistics Seminar
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Cross-Sectional Effects of Common and Heterogeneous Regressors on Asymptotic Properties of Panel Autoregressive Unit Root Tests2018
- Author(s)
  Katsuto Tanaka
- Organizer
  University of Nottingham Econometrics Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Cross-sectional effects of common and heterogeneous regressors on asymptotic properties of panel unit root tests2018
- Author(s)
  Katsuto Tanaka
- Organizer
  Waseda International Sympsium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Estimation Problems Associated with the Fractional O-U Process in the Ergodic and Non-Ergodic Cases2018
- Author(s)
  Katsuto Tanaka
- Organizer
  University of Exeter Econometrics Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Estimation Problems Associated with the Fractional O-U Process in the Ergodic and Non-Ergodic Cases2018
- Author(s)
  Katsuto Tanaka
- Organizer
  SMU econometric seminar
- Invited
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Distributions of Quadratic Functionals of the Fractional Brownian Motion Based on A Martingale Approximation2018
- Author(s)
  Katsuto Tanaka
- Organizer
  University of Oxford Econometrics Seminar
- Invited
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Computing Limiting Local Powers and Power Envelopes of Panel MA Unit Root Tests and Stationarity Tetsts2018
- Author(s)
  Katsuto Tanaka
- Organizer
  Econometric Conference at Keynes College
- Invited
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Limiting local powers and power envelopes of panel AR and MA unit root tests and panel stationarity tests2017
- Author(s)
  Katsuto Tanaka
- Organizer
  Harvard University Lunch Seminar
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Limiting local powers and power envelopes of panel AR and MA unit root tests and panel stationarity tests2017
- Author(s)
  Katsuto Tanaka
- Organizer
  European Meeting of Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Limiting local powers and power envelopes of panel AR and MA unit root tests and panel stationarity tests2017
- Author(s)
  Katsuto Tanaka
- Organizer
  Boston University Seminar
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Limiting local powers and power envelopes of panel AR and MA unit root tests and panel stationarity tests2017
- Author(s)
  Katsuto Tanaka
- Organizer
  NBER Time Series Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Estimation problems associated with the fractional O-U process in the ergodic and non-ergodic cases2016
- Author(s)
  Katsuto Tanaka
- Organizer
  Waseda International Symposium
- Place of Presentation
  早稲田大学理工学部
- Year and Date
  2016-10-24
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03600
[Presentation] Limiting local powers of panel unit root tests2016
- Author(s)
  Katsuto Tanaka
- Organizer
  SETA Meeting
- Place of Presentation
  Hamilton (New Zealand)
- Year and Date
  2016-02-17
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] Statistical analysis of long-memory processes associated with the fractional Brownian motion2015
- Author(s)
  Tanaka, K.
- Organizer
  統計学セミナー
- Place of Presentation
  オーストラリア国立大学（キャンベラ）
- Year and Date
  2015-03-03
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process2014
- Author(s)
  Tanaka, K.
- Organizer
  Waseda International Symposium
- Place of Presentation
  早稲田大学
- Invited
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process2014
- Author(s)
  Tanaka, K.
- Organizer
  確率論セミナー
- Place of Presentation
  メーヌ大学（フランス，ルマン）
- Year and Date
  2014-09-04
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] Statistical inference associated with the fractional Brownian motion and related processes
- Author(s)
  田中勝人
- Organizer
  ANU Research Seminar
- Place of Presentation
  オーストラリア国立大学（オーストラリア）
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation
- Author(s)
  田中勝人
- Organizer
  APRM satellite meeting
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] The non-ergodic fractional Ornstein-Uhlenbeck process and the maximum likelihood estimation
- Author(s)
  Tanaka, K.
- Organizer
  ANU Research Seminar
- Place of Presentation
  オーストラリア国立大学（オーストラリア）
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process
- Author(s)
  Katsuto Tanaka
- Organizer
  2012 Hitotsubashi-Sogang Conference on Econometrics
- Place of Presentation
  西江大学（韓国）
- Invited
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation
- Author(s)
  田中勝人
- Organizer
  Probability Seminar
- Place of Presentation
  カンザス大学（米国）
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation
- Author(s)
  Tanaka, K.
- Organizer
  ヘルシンキ大学数学科確率論セミナー
- Place of Presentation
  ヘルシンキ大学（フィンランド）
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process
- Author(s)
  田中勝人
- Organizer
  韓国との二国間共同セミナー
- Place of Presentation
  西江大学（韓国）
- Data Source
  KAKENHI-PROJECT-24530224
[Presentation] Statistical Inference associated with the fractional Brownian motion and related processes
- Author(s)
  Katsuto Tanaka
- Organizer
  ANU Research Seminar
- Place of Presentation
  オーストラリア国立大学（オーストラリア）
- Data Source
  KAKENHI-PROJECT-24243031

1. SHIBA Tsunemasa (90187386)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. KUROZUMI Eiji (00332643)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. TAKAHASHI Hajime (70154838)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. ISHIMURA Naoyuki (80212934)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. HONDA Toshio (30261754)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. YAMAMOTO Yohei (80633916)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
7. ISHIHARA Tsunehiro (60609072)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. YAMADA Masahiro (60732435)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. YAMADA Toshiro (50754701)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. SHIMOTSU Katsumi (50547510)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. WATANABE Toshiaki (90254135)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. KARIYA Takeaki (70092624)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. FUJITA Takahiko (50144316)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. YAMAMOTO Taku (50104716)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. HAYAKAWA Takeshi (00000183)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. KUWANA Yoichi (30272769)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

TANAKA Katsuto 田中 勝人

Tanaka Katsuto 田中 勝人

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Statistical Theory for the Analysis of Nonstationary Panel DataPrincipal Investigator

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Financial Engineering to ERM: Theoretical and Empirical Investigation

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Statistical theory for the analysis of long-memory financial time series using continuous-time modelsPrincipal Investigator

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Statistical Theory for the Study of Nonstationary Time Series by Wavelet MethodsPrincipal Investigator

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Research on Statistical Theory and Time Series Analysis for Mathematical Finance

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Statistical Theory for Long-memory Property of Economic Time Series and Structural BreaksPrincipal Investigator

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STATISTICAL THEORY FOR HIGHER ORDER NONSTATIONARY INTEGRATED AND COINTEGRATED PROCESSESPrincipal Investigator

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Statistical Theory and Application of Nonstationary and Noninvertible Time Series ModelPrincipal Investigator

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[Book] 時系列解析2020

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[Book] Time Series Analysis, 2nd edition2017

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[Book] 経済時系列の統計-その数理的基礎2003

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[Book] 経済時系列の統計-その数理的基礎2003

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[Book] Statistics for Economic Time Series : Mathmatical Foundations.(in Japanese)2003

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TANAKA Katsuto 田中勝人

Tanaka Katsuto 田中勝人

[Journal Article] Distributions of the Maximum Likelihood and Minimum Contrast Estimators Associated with the Fractional Ornstein-Uhlenbeck　Process2013