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Tamaki Kenichiro  玉置 健一郎

ORCIDConnect your ORCID iD *help
… Alternative Names

玉置 健一郎  タマキ ケンイチロウ

TAMAKI Kenichiro  玉置 健一郎

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Researcher Number 80409664
Other IDs
External Links
Affiliation (Current) 2025: 早稲田大学, 政治経済学術院, 准教授
Affiliation (based on the past Project Information) *help 2013 – 2017: 早稲田大学, 政治経済学術院, 准教授
2010: 早稲田大学, 政経学術院, 准教授
2008 – 2009: Waseda University, 政治経済学術院, 准教授
2005 – 2007: 早稲田大学, 理工学術院, 助手
Review Section/Research Field
Principal Investigator
Economic statistics / Statistical science
Except Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / Statistical science
Keywords
Principal Investigator
経験尤度 / Portmanteau test / Empirical likelihood / 残差分析 / 次数選択 / 一般化経験尤度 / 経験尤度法 / GARCH / Portmanteau Test / Empirical Likelihood … More / 検出力 / Bartlett補正 / ノンパラメトリック検定 / 数理ファイナンス / 統計的推測 / 時系列解析 / 高次漸近理論 … More
Except Principal Investigator
医学統計 / 計算機統計学 / 大偏差原理 / 非母数解析 / 順位統計量 / 金融工学 / 経験尤度解析 / 計量ファイナンス / 統計的漸近理論 / 確率解析 / 統計解析 / 非対称分布 / 多変量解析 / 非母数統計解析 / 漸近最適性 / 金融時系列 / 統計推測 / 局所定常過程 / 局所漸近正規性 / 統計的金融工学 / セミパラメトリック推定 / 漸近有効性 / 高次の漸近理論 / 時系列解析 Less
  • Research Projects

    (4 results)
  • Research Products

    (46 results)
  • Co-Researchers

    (34 People)
  •  Generalized empirical likelihood for time seriesPrincipal Investigator

    • Principal Investigator
      Tamaki Kenichiro
    • Project Period (FY)
      2013 – 2017
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Economic statistics
    • Research Institution
      Waseda University
  •  Theory and Applications for Mathematical Methods in Statistical Science

    • Principal Investigator
      TANIGUCHI Masanobu
    • Project Period (FY)
      2007 – 2010
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Waseda University
  •  Bayes approach to time series modelsPrincipal Investigator

    • Principal Investigator
      TAMAKI Kenichiro
    • Project Period (FY)
      2007 – 2009
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Statistical science
    • Research Institution
      Waseda University
  •  局外母数をもつ時系列回帰モデルのセミパラメトリックな高次漸近理論

    • Principal Investigator
      TANIGUCHI Masanobu
    • Project Period (FY)
      2005 – 2007
    • Research Category
      Grant-in-Aid for Exploratory Research
    • Research Field
      Statistical science
    • Research Institution
      Waseda University

All 2017 2015 2013 2010 2009 2008 2007

All Journal Article Presentation Book

  • [Book] Optimal Statistical lnference in Financial Engineering2008

    • Author(s)
      Taniguchi, M., Hirukawa, J.and Tamaki, K.
    • Total Pages
      384
    • Publisher
      Chapman & Hall/CRC
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Book] Optimal Statistical Inference in Financial Engineering, Financial Mathematics Series2008

    • Author(s)
      Taniguchi M., Hirukawa J., Tamaki K.
    • Total Pages
      366
    • Publisher
      Chapman & Hall?CRC, New York
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Book] Optimal Statistical Inference in Financial Engineering2008

    • Author(s)
      Taniguchi, M., Hirukawa, J.and Tamaki, K.
    • Total Pages
      384
    • Publisher
      Chapman & Hall/CRC
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Book] Optimal Statistical Inference in Financial Engineering2007

    • Author(s)
      Taniguchi, M., Hirukawa, J., Tamaki, K.
    • Total Pages
      400
    • Publisher
      Chapman-Hall(in press)
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Journal Article] Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations2013

    • Author(s)
      Masakazu Miura, Kenichiro Tamaki, and Takayuki Shiohama
    • Journal Title

      Asia-Pacific Financial Markets

      Volume: 20 Issue: 4 Pages: 311-344

    • DOI

      10.1007/s10690-013-9169-0

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-25870814
  • [Journal Article] Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations2010

    • Author(s)
      Tetsuhiro Honda, Kenichiro Tamaki, Takayuki Shiohama
    • Journal Title

      Finance Research Letters 7

      Pages: 60-69

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Journal Article] Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations2010

    • Author(s)
      Tetsuhiro Honda, Kenichiro Tamaki, Takayuki Shiohama
    • Journal Title

      Finance Research Letters Vol.7,No.1

      Pages: 60-69

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Journal Article] Second order properties of locally stationary processes2009

    • Author(s)
      Kenichiro Tamaki
    • Journal Title

      Journal of Time Series Analysis 30

      Pages: 145-166

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Journal Article] Second order properties of locally stationary processes2009

    • Author(s)
      Kenichiro Tamaki
    • Journal Title

      Journal of Time Series Analysis Vol.30,No.1

      Pages: 145-166

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Journal Article] Generalized information criteria in model selection for locally stationary processes2008

    • Author(s)
      Hirukawa, J., Kato, H., Tamaki, K.and Taniguchi, M.
    • Journal Title

      J.Jap.Statist.Soc. (in press)

    • NAID

      10030993658

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Journal Article] Generalized information criteria in model selection for locally stationary processes2008

    • Author(s)
      Hirukawa, J., Kato, H., Tamaki, K., Taniguchi, M.
    • Journal Title

      J. Japan Statistical Society 38

      Pages: 157-171

    • NAID

      10030993658

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] The Bernstein-von Mises theorem for stationary processes2008

    • Author(s)
      Kenichiro Tamaki
    • Journal Title

      Journal of the Japan Statistical Society Vol.38,No.2

      Pages: 311-323

    • NAID

      10030993823

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Journal Article] The Bernstein-von Mises theorem for stationary processes2008

    • Author(s)
      Tamaki, K.
    • Journal Title

      J.Jap.Statist.Soc. (in press)

    • NAID

      10030993823

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Journal Article] Generalized information criteria in model selection for locally stationary processes2008

    • Author(s)
      Hirukawa, J., Kato, H., Tamaki, K.and Taniguchi, M.
    • Journal Title

      J.Jap.Statist.Soc. (in press)

    • NAID

      10030993658

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Higher order asymptotic option valuation for non-Gaussian dependent return2007

    • Author(s)
      Tamaki, K.and Taniguchi, M.
    • Journal Title

      J.Statist.Plan.Inference 137

      Pages: 1043-1058

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Higher order asymptotic option valuation for non-Gaussian dependent returns2007

    • Author(s)
      Tamaki, K., Taniguchi, M.
    • Journal Title

      J. Statist. Inference (M.L.Puri Volume) 137

      Pages: 1043-1058

    • Data Source
      KAKENHI-PROJECT-17650081
  • [Journal Article] Power properties of empirical likelihood for stationary processes2007

    • Author(s)
      Tamaki, K.
    • Journal Title

      Scientiae Mathematicae Japonicae 66-3

      Pages: 359-369

    • NAID

      10019780460

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Journal Article] Second order optimality for estimators in time series regression models2007

    • Author(s)
      Tamaki, K.
    • Journal Title

      J.Multivariate Anal. 98

      Pages: 638-659

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Journal Article] Second order optimality for estimators in time series regression models2007

    • Author(s)
      Tamaki, K.
    • Journal Title

      J. Multivariate Anal. 98

      Pages: 638-659

    • Data Source
      KAKENHI-PROJECT-17650081
  • [Presentation] Estimation of GARCH Process by Empirical Likelihood2017

    • Author(s)
      Kenichiro Tamaki
    • Organizer
      2017 Joint Statistical Meetings
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25870814
  • [Presentation] One-step time series model-building by empirical likelihood2015

    • Author(s)
      Kenichiro Tamaki
    • Organizer
      Waseda International Symposium
    • Place of Presentation
      Waseda University
    • Year and Date
      2015-03-04
    • Data Source
      KAKENHI-PROJECT-25870814
  • [Presentation] Second order properties of the distributions of test statistics der ived under Whittle measure2009

    • Author(s)
      玉置健一郎
    • Organizer
      科研費シンポジウム"数理統計学における最近の展開とその周辺"
    • Place of Presentation
      高崎経済大学
    • Year and Date
      2009-11-14
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] オプション価格評価における高次漸近理論2009

    • Author(s)
      玉置健一郎
    • Organizer
      Seminar on Time Series and Financial Engineering
    • Place of Presentation
      早稲田大学
    • Year and Date
      2009-06-27
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Empirical likelihood ratio test of the change-point problem for stationary processes2009

    • Author(s)
      庄司直史、小方浩明、玉置健一郎、塩浜敬之
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-06
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations2009

    • Author(s)
      本田哲弘, 玉置健一郎, 塩濱敬之
    • Organizer
      科研費シンポジウム"数理統計学における最近の展開とその周辺
    • Place of Presentation
      高崎経済大学
    • Year and Date
      2009-11-14
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Second order properties of the distributions of test statistics derived under Whittle measure2009

    • Author(s)
      玉置健一郎
    • Organizer
      科研費シンポジウム"数理統計学における最近の展開とその周辺
    • Place of Presentation
      高崎経済大学
    • Year and Date
      2009-11-14
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Empirical LikelihoodRatio Test of the Change-Point Problem for Stationary Processes2009

    • Author(s)
      庄司直史・小方浩明・玉置健一郎・塩濱敬之
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-06
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Power comparisons of nonparametric likelihood-based tests for stationary processes2008

    • Author(s)
      玉置健一郎
    • Organizer
      科研費シンポジウム"計量ファイナンスと時系列解析法の新たな展開"
    • Place of Presentation
      香川大学
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Preliminary test estimation for spectra and its applications to financial hedging problem2008

    • Author(s)
      前山裕亮、玉置健一郎、谷口正信
    • Organizer
      日本数学会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-25
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] 時系列モデルに対する高次漸近理論2008

    • Author(s)
      玉置 健一郎
    • Organizer
      日本数学会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-25
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Presentation] Preliminary test estimation for spectra and its applications to financial hedging problem2008

    • Author(s)
      前山 裕亮、玉置 健一郎、谷口 正信
    • Organizer
      日本数学会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-25
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Presentation] Power comparisons of nonparametric likelihood-based tests for stationary processes2008

    • Author(s)
      Kenichiro Tamaki
    • Organizer
      Seminar at Department of Statistics
    • Place of Presentation
      Chinese University of Hong Kong
    • Year and Date
      2008-02-19
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Power comparisons of nonparametric likelihood-based tests for stationary processes2008

    • Author(s)
      Kenichiro Tamaki
    • Organizer
      Amsterdam Japanese Mini Conference Econometrics
    • Place of Presentation
      University of Amsterdam
    • Year and Date
      2008-02-29
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Power comparisons of nonparametric likelihood-based tests for stationary processes2008

    • Author(s)
      玉置健一郎
    • Organizer
      科研費シンポジウム"計量ファイナンスと時系列解析法の新たな展開
    • Place of Presentation
      香川大学
    • Year and Date
      2008-01-25
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Generalized information criteria in model selection for locally stationary processes2008

    • Author(s)
      蛭川 潤一、玉置 健一郎、加藤 比呂子、谷口 正信
    • Organizer
      日本数学会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-25
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Presentation] Generalized information criteria in model selection for locally stationary processes2008

    • Author(s)
      蛭川潤一、玉置健一郎、加藤比呂子、谷口正信
    • Organizer
      日本数学会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-25
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] 時系列モデルに対する高次漸近理論2008

    • Author(s)
      玉置健一郎
    • Organizer
      日本数学会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-25
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Generalized information criteria in model seiection for locally stationary processes2008

    • Author(s)
      蛭川 潤一、玉置 健一郎、H. K. Solvang, 谷口 正信
    • Organizer
      日本数学会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-25
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Power properties of nonparametric likelihood-based tests for stationary processes2007

    • Author(s)
      玉置健一郎
    • Organizer
      科研費シンポジウム"統計的推測理論の諸問題について
    • Place of Presentation
      北海道大学
    • Year and Date
      2007-12-07
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] On adjustments based on the signed root empirical likelihood for linear regression model2007

    • Author(s)
      玉置健一郎
    • Organizer
      日本数学会
    • Place of Presentation
      東北大学
    • Year and Date
      2007-09-23
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Power properties of empirical likelihood for stationary processes2007

    • Author(s)
      玉置健一郎
    • Organizer
      日本数学会
    • Place of Presentation
      東北大学
    • Year and Date
      2007-09-23
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] Power properties of empirical likelihood for stationary processes2007

    • Author(s)
      玉置 健一郎
    • Organizer
      日本数学会
    • Place of Presentation
      東北大学
    • Year and Date
      2007-09-23
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Presentation] Generalized information criteria in model selection for locally stationary processes2007

    • Author(s)
      蛭川 潤一、S. H. Kato, 玉置 健一郎、谷口 正信
    • Organizer
      日本統計学会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] On adjustments based on the signed root empirical likelihood for linear regression model2007

    • Author(s)
      玉置健一郎
    • Organizer
      日本統計学会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Data Source
      KAKENHI-PROJECT-19700268
  • [Presentation] On adjustment based on the signed root empirical likelihood for linear regression model2007

    • Author(s)
      玉置 健一郎
    • Organizer
      日本数学会
    • Place of Presentation
      東北大学
    • Year and Date
      2007-09-23
    • Data Source
      KAKENHI-PROJECT-17650081
  • [Presentation] Power properties of nonparametric likelihood-based tests for stationary processes2007

    • Author(s)
      玉置健一郎
    • Organizer
      科研費シンポジウム"統計的推測理論の諸問題について"
    • Place of Presentation
      北海道大学
    • Data Source
      KAKENHI-PROJECT-19700268
  • 1.  TANIGUCHI Masanobu (00116625)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 15 results
  • 2.  SUZUKI Takeru (60047347)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 3.  HIRUKAWA Junichi (10386617)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 11 results
  • 4.  AKAHIRA Masafumi (70017424)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 5.  TAKEMURA Akimichi (10171670)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 6.  KONISHI Sadanori (40090550)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 7.  YOSHIDA Nakahiro (90210707)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  OCHI Yoshimichi (60185618)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  YAO Feng (90284348)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  WAKAKI Hirofumi (90210856)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  KAKIZAWA Yoshihide (30281778)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  JIMBO Masakazu (50103049)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  MAESONO Nobuhiko (30173701)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  ANO Yutaka (20201436)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  SHIMIZU Kunio (60110946)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  KONDO Masao (70117505)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  UNO Chikara (20282155)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  MIYATA Yoichi (10514250)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  TAKADA Yoshikazu (70114098)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  NOMAKUCHI Kentaro (60124806)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  KURIKI Shinji (00167389)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  KATO Takeshi (40267399)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 4 results
  • 23.  TAKAHASHI Daisuke (50188025)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 24.  MAEKAWA Koichi (20033748)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  NISHII Ryuei (40127684)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 26.  SASABUCHI Yoichi (20128028)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 27.  AKI Shigeo (90132696)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 5 results
  • 28.  KURIKI Satoshi (90195545)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 29.  AOSHIMA Makoto (90246679)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 30.  SHIRAISHI Hiroshi (90454024)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 31.  SHIRAHATA Shingo (10037294)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 32.  SHIOHAMA Takayuki (40361844)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 33.  井上 淳 (80298174)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 34.  塩浜 敬之
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 2 results

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※ この処理は、研究者本人だけが実行できます。

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