Amano Tomoyuki 天野友之

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AMANO Tomoyuki 天野友之

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Researcher Number	40514451
Other IDs
Affiliation (Current)	2025: 電気通信大学, 大学院情報理工学研究科, 准教授
Affiliation (based on the past Project Information) *help	2016 – 2017: 電気通信大学, 大学院情報理工学研究科, 准教授 2015: 電気通信大学, 情報理工学(系)研究科, 准教授 2011 – 2014: 和歌山大学, 経済学部, 准教授 2010: 早稲田大学, 理工学術院, 助教
Review Section/Research Field	Principal Investigator Statistical science / Statistical science Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics)
Keywords	Principal Investigator 最適ポートフォリオ / 時系列 / 制御変数法 / 時系列解析 / 漸近最適性 / 漸近正規性 / 多次元時系列モデル / 非線形時系列モデル / CHARNモデル / LAN / 漸近有効 / 条件付最小２乗推定量 / 推定関数推定量 … More Except Principal Investigator … More 医薬生物統計 / モデル選択 / 統計的予測・制御 / 統計的推測 / 数理モデル / 遺伝子統計 / 医学・生物統計 / 統計推測 / 統計的金融工学 / 統計数学 / 因果性検定 / 高次元データ / 近接単位根過程 / 一般化モーメント法 / 計量経済学 / ポートフォリオ推測 / セミマルチンゲール / 経験尤度法 / 非線形時系列解析 / ポートフォリオ / 安定過程 / 経験尤度比 / 計量ファイナンス / 金融工学 / 統計的漸近理論 / 時系列解析 / 統計科学 Less

Control variate method for financial time series models and optimal portfolioPrincipal Investigator
- Principal Investigator
  
  Amano Tomoyuki
- Project Period (FY)
  2014 – 2017
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  The University of Electro-Communications
  Wakayama University
Asymmetric and nonlinear statistical theory and its applications to economics and bioscience
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Waseda University
Application of estimating function estimator to optimal portfolio and other modelsPrincipal Investigator
- Principal Investigator
  
  AMANO Tomoyuki
- Project Period (FY)
  2010 – 2013
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Statistical science
- Research Institution
  Wakayama University
  Waseda University

All 2015 2014 2013 2012 2011 2010

All Journal Article Presentation Book

[Book] Statistical Inference for Financial Engineering. SpringerBriefs in Statistics2014
- Author(s)
  M. Taniguchi, T. Amano, H. Ogata, H. Taniai
- Total Pages
  118
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-26730018
[Book] Statistical Inference for Financial Engineering2014
- Author(s)
  Taniguchi, M., Amano, T., Ogata, H. and Taniai, H.
- Total Pages
  118
- Publisher
  Springer-Verlag
- Data Source
  KAKENHI-PROJECT-23244011
[Book] Statistical Inference for Financial Engineering2014
- Author(s)
  Taniguchi, M, Amano, T., Ogata, H. and Taniai, H.
- Total Pages
  118
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Statistical Estimation for CAPM with Long-Memory Dependence.2012
- Author(s)
  Amano T, Kato T, Taniguchi M
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: Volume 2012 Pages: 1-12
- DOI
  10.1155/2012/571034
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296, KAKENHI-PROJECT-23244011
[Journal Article] Optimal portfolios with end-of-period target2012
- Author(s)
  Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, Masanobu Taniguchi
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: Vol.2012
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296
[Journal Article] Optimal portfolios with end-of-period target2012
- Author(s)
  Shiraishi, H., Ogata, H., Amano, T., Veredas, D., Taniguchi, M.
- Journal Title
  
  Advances in Decision Science : Special Issue on Statistical Estimation of Portfolios for Dependent Financial Returns
  
  Pages: 1-13
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Asymptotic Optimality of Estimating Function Estimator for CHARN Model.2012
- Author(s)
  Amano T.
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: Volume 2012 Pages: 1-11
- DOI
  10.1155/2012/515494
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296
[Journal Article] Statistical Estimation for CAPM with Long-Memory Dependence2012
- Author(s)
  Tomoyuki Amano, Tsuyoshi Kato, Masanobu Taniguchi
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: Vol.2012
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296
[Journal Article] Analysis of CL and Estimating Function Estimators for Financial Time Series Models2012
- Author(s)
  Tomoyuki Amano
- Journal Title
  
  Advances in science, technology and environmentology
  
  Volume: Vol.B8 Pages: 57-65
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296
[Journal Article] Asymptotic Optimality of Estimating Function Estimator for CHARN Model2012
- Author(s)
  Tomoyuki Amano
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: Vol.2012
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296
[Journal Article] Analysis of Portmanteau Test.2012
- Author(s)
  Amano T.
- Journal Title
  
  The Wakayama Economic Review
  
  Volume: 367 Pages: 19-32
- NAID
  110009456117
- Data Source
  KAKENHI-PROJECT-22700296
[Journal Article] Analysis of CL and Estimating Function Estimators for Financial Time Series Models.2012
- Author(s)
  Amano T.
- Journal Title
  
  Advances in science, technology and environmentology
  
  Volume: B8 Pages: 57-65
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296
[Journal Article] Analysis of Portmanteau Test2012
- Author(s)
  Tomoyuki Amano
- Journal Title
  
  The Wakayama Economic Review
  
  Volume: Vol.367 Pages: 19-32
- NAID
  110009456117
- Data Source
  KAKENHI-PROJECT-22700296
[Journal Article] Optimal Portfolios with End-of-Period Target2012
- Author(s)
  Hiroshi Shiraishi
- Journal Title
  
  Advances in Decision Sciences
  
  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] Control variate method for stationary processes2011
- Author(s)
  Tomoyuki Amano, Masanobu Taniguchi
- Journal Title
  
  Journal of Econometrics
  
  Volume: Vol.165, No.1 Pages: 20-29
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296
[Journal Article] Control variate method for stationary processes2011
- Author(s)
  Amano, T., Taniguchi, M.
- Journal Title
  
  J.Econometrics
  
  Volume: 165 Issue: 1 Pages: 20-29
- DOI
  10.1016/j.jeconom.2011.05.003
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Local Whittle LIkelihood Estimators and Tests for non-Gaussian Linear Processes2010
- Author(s)
  Tomohito Naito, Kohei Asai, Tomoyuki Amano, Masanobu Taniguchi
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: Vol.13, No.3 Pages: 163-174
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Control variate method for time series2015
- Author(s)
  T. Amano, M. Taniguchi
- Organizer
  Waseda International Symposium
- Place of Presentation
  早稲田大学(東京都新宿区)
- Year and Date
  2015-03-04
- Data Source
  KAKENHI-PROJECT-26730018
[Presentation] Analysis of CL and Estimating Function Estimators for Financial Time Series Models2015
- Author(s)
  T. Amano
- Organizer
  Miura Statistical Seminar
- Place of Presentation
  Hotel Maholova, Miura Peninsula(神奈川県三浦市)
- Year and Date
  2015-03-07
- Data Source
  KAKENHI-PROJECT-26730018
[Presentation] Control variate method for time series2014
- Author(s)
  T. Amano, M. Taniguchi
- Organizer
  ims-APRM2014
- Place of Presentation
  Howard International House, Taipei, Taiwan
- Year and Date
  2014-06-30
- Data Source
  KAKENHI-PROJECT-26730018
[Presentation] Control variate method for stationary processes2013
- Author(s)
  天野友之(代表者)
- Organizer
  Time Series Forum in Lake Kawaguchi
- Place of Presentation
  足和田ホテル(山梨県南都留郡)
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Statistical estimation for CAPM with long-memory dependence2013
- Author(s)
  Amano, T., Kato, T., Taniguchi, M.
- Organizer
  CFE2013
- Place of Presentation
  University of London, UK
- Invited
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Control variate method for stationary processes2013
- Author(s)
  天野友之, 谷口正信
- Organizer
  Time Series Forum in Lake Kawaguchi
- Place of Presentation
  河口湖
- Year and Date
  2013-03-25
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Statistical estimation for CAPM with long-memory dependence2013
- Author(s)
  天野友之, 加藤敢, 谷口正信
- Organizer
  CFE2013
- Place of Presentation
  University of London (UK)
- Year and Date
  2013-12-14
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Estimating function estimator for financial time series models2012
- Author(s)
  天野友之(代表者)
- Organizer
  Waseda Statistical Symposium on Time Series and Related Topics
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Statistical estimation for CAPM with long-memory dependence2012
- Author(s)
  加藤敢, 天野友之, 谷口正信
- Organizer
  Statistics for Biomedical & Social Mathematical Sciences
- Place of Presentation
  早稲田大学
- Year and Date
  2012-03-01
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Estimating function estimator for financial time series models2012
- Author(s)
  天野友之
- Organizer
  The 2012 Taipei International Statistics Workshop
- Place of Presentation
  National Taiwan University (Taiwan)
- Year and Date
  2012-05-01
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Analysis of CL and Estimating Function Estimators for Financial Time Series Models2012
- Author(s)
  天野友之
- Organizer
  統計科学における深化と横断的展開
- Place of Presentation
  松江テルサ
- Year and Date
  2012-10-24
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Estimating function estimator for financial time series models2012
- Author(s)
  天野友之(代表者)
- Organizer
  The 2012 Taipei International Statistics Workshop
- Place of Presentation
  National Taiwan University
- Invited
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Control Variate Method for Stationary Processes2012
- Author(s)
  天野友之, 谷口正信
- Organizer
  逢甲大學統計系專題演講
- Place of Presentation
  Feng Chia University (Taiwan)
- Year and Date
  2012-05-04
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Control Variate Method for Stationary Processes2012
- Author(s)
  天野友之(代表者)
- Organizer
  逢甲大學統計系專題演講
- Place of Presentation
  Feng Chia University
- Invited
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Analysis of CL and estimating function estimators for financial time series models2012
- Author(s)
  天野友之
- Organizer
  早稲田大学理工学研究所プロジェクト研究「金融数理および年金数理研究」セミナー
- Place of Presentation
  早稲田大学
- Year and Date
  2012-10-30
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Estimating function estimator for financial time series models2012
- Author(s)
  天野友之
- Organizer
  Waseda Statistical Symposium on Time Series and Related Topics---A Satellite Meeting of IMS-APRM 2012---
- Place of Presentation
  早稲田大学
- Year and Date
  2012-07-07
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Statistical estimation for CAPM with long-memory dependence2011
- Author(s)
  加藤敢, 天野友之, 谷口正信
- Organizer
  日本数学会2011年度秋季総合分科会
- Place of Presentation
  信州大学
- Year and Date
  2011-09-30
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Empirical likelihood approach to discriminant analysis for stationary processes2011
- Author(s)
  天野友之
- Organizer
  2011 Workshop on Time Series Analysis and Applications
- Place of Presentation
  National Taiwan University (Taiwan)
- Year and Date
  2011-03-16
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Empirical likelihood approach to discriminant analysis for stationary processes2011
- Author(s)
  天野友之
- Organizer
  Atami-Seminar
- Place of Presentation
  熱海
- Year and Date
  2011-03-03
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Empirical likelihood approach to discriminant analysis for stationary processes2011
- Author(s)
  天野友之
- Organizer
  Theory and Applications for Empirical Likelihood and Discriminant and Cluster Analysis
- Place of Presentation
  和歌山ビッグ愛
- Year and Date
  2011-12-02
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Statistical estimation for CAPM with long-memory dependence2011
- Author(s)
  加藤敢、天野友之、谷口正信
- Organizer
  日本数学会
- Place of Presentation
  信州大学(長野県)
- Year and Date
  2011-09-30
- Data Source
  KAKENHI-PROJECT-23244011
[Presentation] Asymptotic efficiency of estimating function estimators for nonlinear time series models2011
- Author(s)
  天野友之
- Organizer
  逢甲大學統計學系學術專題演講
- Place of Presentation
  Feng Chia University (Taiwan)
- Year and Date
  2011-03-17
- Data Source
  KAKENHI-PROJECT-22700296
[Presentation] Asymptotics of estimation procedures for optimal portfolio2010
- Author(s)
  天野友之, 白石博, 谷口正信
- Organizer
  日本数学会2010年度秋季総合分科会
- Place of Presentation
  名古屋大学
- Year and Date
  2010-09-25
- Data Source
  KAKENHI-PROJECT-22700296

1. TANIGUCHI Masanobu (00116625)

# of Collaborated Projects: 1 results

# of Collaborated Products: 5 results
2. YONEMOTO Kouji (90398090)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. HIRUKAWA Junichi (10386617)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. TAKAGI Yoshiji (00231390)

# of Collaborated Projects: 1 results

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5. HOSHINO Nobuaki (00313627)

# of Collaborated Projects: 1 results

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6. WANG Jin FANG (10270414)

# of Collaborated Projects: 1 results

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7. LIU Qing FENG (60378958)

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8. NAITO Kanta (80304252)

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9. SEKIYA Yuri (10226665)

# of Collaborated Projects: 1 results

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10. MATSUDA Shinichi (20209555)

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11. AKAHIRA Masafumi (70017424)

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12. TAKEMURA Akimichi (10171670)

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13. NISHIYAMA Yoshihiko (30283378)

# of Collaborated Projects: 1 results

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14. KANO Yutaka (20201436)

# of Collaborated Projects: 1 results

# of Collaborated Products: 4 results
15. SHIRAISHI Hiroshi

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

Amano Tomoyuki 天野 友之

AMANO Tomoyuki 天野 友之

Research Projects

Research Products

Co-Researchers

Control variate method for financial time series models and optimal portfolioPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Asymmetric and nonlinear statistical theory and its applications to economics and bioscience

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Application of estimating function estimator to optimal portfolio and other modelsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] Statistical Inference for Financial Engineering. SpringerBriefs in Statistics2014

Author(s)

Total Pages

Publisher

Data Source

[Book] Statistical Inference for Financial Engineering2014

Author(s)

Total Pages

Publisher

Data Source

[Book] Statistical Inference for Financial Engineering2014

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] Statistical Estimation for CAPM with Long-Memory Dependence.2012

Author(s)

Journal Title

DOI

Data Source

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

Author(s)

Journal Title

Data Source

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

Author(s)

Journal Title

Data Source

[Journal Article] Asymptotic Optimality of Estimating Function Estimator for CHARN Model.2012

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Statistical Estimation for CAPM with Long-Memory Dependence2012

Author(s)

Journal Title

Data Source

[Journal Article] Analysis of CL and Estimating Function Estimators for Financial Time Series Models2012

Author(s)

Journal Title

Data Source

[Journal Article] Asymptotic Optimality of Estimating Function Estimator for CHARN Model2012

Author(s)

Journal Title

Data Source

[Journal Article] Analysis of Portmanteau Test.2012

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Analysis of CL and Estimating Function Estimators for Financial Time Series Models.2012

Author(s)

Journal Title

Data Source

[Journal Article] Analysis of Portmanteau Test2012

Author(s)

Journal Title

Amano Tomoyuki 天野友之

AMANO Tomoyuki 天野友之