nishiyama yoichi 西山陽一

… Alternative Names

NISHIYAMA Yoichi 西山陽一

西山陽一ニシヤマヨウイチ

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Researcher Number	90270412
Other IDs	https://orcid.org/0000-0001-6757-244X
Affiliation (Current)	2026: 早稲田大学, 国際学術院, 教授
Affiliation (based on the past Project Information) *help	2015 – 2024: 早稲田大学, 国際学術院, 教授 2018: 早稲田大学, 国際教養学術院, 准教授 2015: 早稲田大学, 国際教養学術院, 准教授 2014: 統計数理研究所, 数理・推論研究系, 准教授 2013: 統計数理研究所, 大学共同利用機関等の部局等, 准教授 … More 2009 – 2012: The Institute of Statistical Mathematics, 数理・推論研究系, 准教授 2005: 統計数理研究所, 数理・推論研究系, 助手 2003 – 2004: 統計数理研究所, 統計基礎研究系, 助手 2000: 統計数理研究所, 統計基礎研究系・文部科学教官, 助手 1999: 統計数理研究所, 統計基礎研究系, 助手 Less
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Basic Section 60030:Statistical science-related / Statistical science / General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator Foundations of mathematics/Applied mathematics
Keywords	Principal Investigator マルチンゲール / 最大不等式 / 確率過程 / 弱収束 / Dantzig selector / 推定方程式 / 変化点問題 / 漸近理論 / エントロピー / 高次元統計学 … More / LASSO / スパース推定 / 経験過程 / 検定 / 推定 / 適合度検定 / 変化点 / 拡散過程 / 確率場 / 中心極限定理 / LASSO と Dantzig selector / 統計的仮説検定 / 統計的推定 / 変化点検定 / 高次元データ / ヒルベルト空間 / 統計推測 / 順位統計量 / PageRank / 有向グラフ / マルコフ連鎖 / 高次元統計モデル / 比例ハザードモデル / 一致性 / スパース性 / 超高次元モデル / 超高次元統計モデル / セミパラメトリック推定 / 国際情報交換 / セミパラメトリック統計 / Cox モデル / 緊密性 / 無限次元解析 / 不変原理 / 漸近有効性 / メトリック・エントロピー / 弱拘束 / 仮説検定 / 確率解析 / ノンパラメトリック推測 / 収束率 / セミパラメトリクス / ノンパラメトリクス / M-推定 / 最尤法 … More Except Principal Investigator 金融工学 / 統計科学 / Whittle 推定 / ポートフォリオ / 判別 / 補間 / 予測 / 統計数学 / 円周分布 / 高次元時系列 / 縮小推定量 / 金融データ解析 / 縮小推定 / 非正則検定理論 / 高次元時系列解析 / 予測・補間 / 定常過程 / 分位点回帰 / 時系列解析 Less

Stochastic maximal inequalities for semimartingales and their applications to statisticsPrincipal Investigator
- Principal Investigator
  
  西山陽一
- Project Period (FY)
  2024 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  Waseda University
Theory of high-dimensional martingales and its statistical applicationsPrincipal Investigator
- Principal Investigator
  
  Nishiyama Yoichi
- Project Period (FY)
  2018 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  Waseda University
Statistical inference by the method of super high dimensional stochastic analysisPrincipal Investigator
- Principal Investigator
  
  Nishiyama Yoichi
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Statistical science
- Research Institution
  Waseda University
Theory for quantile regression inference of time series and its applications
- Principal Investigator
  
  Taniguchi Masanobu
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Waseda University
Weak convergence in infinite-dimensional spaces and statistical applicationsPrincipal Investigator
- Principal Investigator
  
  NISHIYAMA Yoichi
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  The Institute of Statistical Mathematics
Statistical Applications of metric entropy methodsPrincipal Investigator
- Principal Investigator
  
  NISHIYAMA Yoichi
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  The Institute of Statistical Mathematics
マルチンゲールに対するエントロピー法の理論と統計的応用に関する研究Principal Investigator
- Principal Investigator
  
  西山陽一
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  The Institute of Statistical Mathematics
マルチンゲールに対するエントロピー法の統計的応用Principal Investigator
- Principal Investigator
  
  西山陽一
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  The Institute of Statistical Mathematics

[Book] マルチンゲール：測度論の概観からスパース推定の基礎まで2025
- Author(s)
  西山陽一
- Total Pages
  115
- Publisher
  共立出版
- ISBN
  9784320112780
- Data Source
  KAKENHI-PROJECT-24K14866
[Book] Martingale Methods in Statistics2022
- Author(s)
  Yoichi Nishiyama
- Total Pages
  246
- Publisher
  CRC Press
- ISBN
  9781466582811
- Data Source
  KAKENHI-PROJECT-18K11203
[Book] マルチンゲール理論による統計解析2011
- Author(s)
  西山陽一
- Total Pages
  182
- Publisher
  近代科学社
- Data Source
  KAKENHI-PROJECT-21540157
[Book] マルチンゲール理論による統計解析
- Author(s)
  西山陽一
- Publisher
  近代科学社
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] On rank statistics of PageRank and MarkovRank2022
- Author(s)
  Yoichi Nishiyama
- Journal Title
  
  Waseda Global Forum
  
  Volume: 19 Pages: 159-180
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K11203
[Journal Article] Weak convergence of marked empirical processes in a Hilbert space and its applications2020
- Author(s)
  Tsukuda Koji、Nishiyama Yoichi
- Journal Title
  
  Electronic Journal of Statistics
  
  Volume: 14 Issue: 2 Pages: 3914-3938
- DOI
  10.1214/20-ejs1761
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K11203, KAKENHI-PROJECT-18K13454
[Journal Article] The l_q consistency of the Dantzig selector for Cox's proportional hazards model2017
- Author(s)
  Fujimori, K. and Nishiyama, Y.
- Journal Title
  
  J. Statist. Plann. Inference
  
  Volume: 181 Pages: 62-70
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K00062
[Journal Article] Z-process method for change point problems with applications to discretely observed diffusion processes2017
- Author(s)
  Negri I. and Nishiyama, Y.
- Journal Title
  
  Statistical Methods and Applications
  
  Volume: 26 Issue: 2 Pages: 231-250
- DOI
  10.1007/s10260-016-0366-7
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K00062
[Journal Article] The $l_q$ consistency of the Dantzig selector for Cox's proportional hazards model2017
- Author(s)
  Fujimori, K. and Nishiyama, Y.
- Journal Title
  
  J. Statist. Planning Inference
  
  Volume: 181 Pages: 62-70
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K00062
[Journal Article] Moment convergence of Z-estimators2017
- Author(s)
  Negri, I. and Nishiyama, Y.
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 20 Issue: 3 Pages: 387-397
- DOI
  10.1007/s11203-016-9146-0
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K00062
[Journal Article] The Dantzig selector for diffusion processes with covariates2017
- Author(s)
  Fujimori, K. and Nishiyama, Y.
- Journal Title
  
  J. Japan Statist. Soc.
  
  Volume: 47 Pages: 59-73
- NAID
  130006292368
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K00062
[Journal Article] On L2 space approach to change point problems2014
- Author(s)
  Tsukuda, K. and Nishiyama, Y.
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: 149 Pages: 46-59
- DOI
  10.1016/j.jspi.2014.02.007
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-24540152
[Journal Article] ノンパラメトリック変化点問題に対する順位統計量について．2012
- Author(s)
  西山陽一
- Journal Title
  
  統計数理
  
  Volume: 60 Pages: 215-218
- NAID
  40019434426
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540152
[Journal Article] Moment convergence of Z-estimators and Z-process method for change point problems.2012
- Author(s)
  Negri, I. and Nishiyama, Y.
- Journal Title
  
  Reseach Memorandum, Inst. Statist. Math.
  
  Volume: 1158 Pages: 1-28
- Data Source
  KAKENHI-PROJECT-24540152
[Journal Article] Some problems in nonparametric inference for the stress release process related to the local time.2012
- Author(s)
  Fujii, T. and Nishiyama, Y.
- Journal Title
  
  Ann. Inst. Statist. Math.
  
  Volume: 64 Pages: 991-1007
- NAID
  40019382723
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540152
[Journal Article] Asymptotically distribution free test for parameter change in a diffusion process model.2012
- Author(s)
  Negri, I. and Nishiyama, Y.
- Journal Title
  
  Ann. Inst. Statist. Math.
  
  Volume: 64 Pages: 911-918
- NAID
  40019382677
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24540152
[Journal Article] Impossibility of weak convergence of kernel density estimators to a non-degenerate law in L_2(R^d)2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  J. Nonparametr. Statist
  
  Volume: Vol.23 Pages: 129-135
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] A rank statistic for non-parametric k-sample and change point problems2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  J.Japan Statist.Soc.
  
  Volume: 41 Pages: 67-73
- NAID
  10029335267
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Impossibility of weak convergence of kernel density estimators to a non-degenerate law in L2 (Rd)2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  J.Nonparametr.Statist.
  
  Volume: 23 Pages: 129-135
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Estimation for the invariant law of an ergodic diffusion process based on high-frequency data2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  J.Nonparametr.Statist.
  
  Volume: 23 Pages: 909-915
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness-of-fit test for ergodic diffusions by discrete-time observations : an innovation martingale approach2011
- Author(s)
  Masuda, H., Negri, I., Nishiyama, Y.
- Journal Title
  
  J.Nonparametr.Statist.
  
  Volume: 23 Pages: 237-254
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness of fit test for small diffusions by discrete time observations2011
- Author(s)
  Negri, I. and Nishiyama, Y.
- Volume
  Vol.63
- Pages
  211-225
- NAID
  40018765520
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] A rank statistic for non-parametric k-sample and change point problems2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Journal of the Japan Statistical Society
  
  Volume: Vol.41
- NAID
  10029335267
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness of fit test for ergodic diffusions by discrete time observations : an innovation martingale approach2011
- Author(s)
  Masuda, H., Negri, I., Nishiyama, Y.
- Journal Title
  
  Journal of Nonparametric Statistics
  
  Volume: Vol.23 Pages: 237-254
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] On Z-estimation by rounded data2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: 141 Pages: 287-292
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness of fit test for small diffusions by discrete observations2011
- Author(s)
  Negri, I., Nishiyama, Y.
- Journal Title
  
  Ann.Inst.Statist.Math.
  
  Volume: 63 Pages: 211-225
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness of fit test for small diffusions by discreto time observations2011
- Author(s)
  Negri, I., Nishiyama, Y.
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: 63 Pages: 211-225
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Impossibility of weak convergence of kernel density estimators to a non-degenerate law in L_2(R^d)2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Journal of Nonparametric Statistics
  
  Volume: 23 Pages: 129-135
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] On Z-estimation by rounded data2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  J. Statist. Plann. Inference
  
  Volume: Vol.141 Pages: 287-292
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Review on goodness of fit tests for ergodic diffusion processes by different sampling scheme2010
- Author(s)
  Negri, I., Nishiyama, Y.
- Journal Title
  
  Economic Notes
  
  Volume: 39 Pages: 91-106
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] A remark on projection estimator2010
- Author(s)
  Y.Nishiyama
- Journal Title
  
  Research Memorandum, Inst.Statist.Math. 1117
- NAID
  40017300727
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Uniform rate of convergence of the smoothed Nelson-Aalen estimator2010
- Author(s)
  Y.Nishiyama
- Journal Title
  
  Research Memorandum, Inst.Statist.Math. 1118
- NAID
  40017300728
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Moment convergence of M-estimators2010
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Statistica Neerlandica
  
  Volume: 54 Pages: 505-507
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] 射影推定量についての一注意2010
- Author(s)
  西山陽一
- Journal Title
  
  統計数理
  
  Volume: 58 Pages: 127-130
- NAID
  40017300727
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] A martingale central limit theorem in Hilbert space and its applications2010
- Author(s)
  Y.Nishiyama
- Journal Title
  
  Research Memorandum, Inst.Statist.Math. 1116
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Moment convergence of M-estimators2010
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Statist. Neerlandica
  
  Volume: Vol.64 Pages: 505-507
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Impossibility of weak convergence of kernel density estimators in L_2(R^d)2010
- Author(s)
  Y.Nishiyama
- Journal Title
  
  To appear in J.Nonparametric Statist.
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness of fit test for ergodic diffusions by tick time sample scheme2010
- Author(s)
  Negri, I., Nishiyama, Y.
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 13 Pages: 81-95
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] 平滑化Nelson-Aalen推定量の一様収束率2010
- Author(s)
  西山陽一
- Journal Title
  
  統計数理
  
  Volume: 58 Pages: 131-135
- NAID
  40017300728
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Nonparametric inference in multiplicative intensity model by discrete time observation2010
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: 62 Pages: 823-833
- NAID
  40017245082
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness of fit test for ergodic diffusions by tick time sample scheme2009
- Author(s)
  Negri, I. and Nishiyama, Y.
- Journal Title
  
  Statist. Inference Stoch. Process
  
  Volume: Vol.13 Pages: 81-95
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Parametric estimation for volatility of ergodic diffusion process with unspecified drift.2009
- Author(s)
  Y.Nishiyama
- Journal Title
  
  Research Memorandum, Inst.Statist. Math. 1093
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Two sample problem for rounded data2009
- Author(s)
  Y.Nishiyama
- Journal Title
  
  J.Japan Statist.Soc. 39
  
  Pages: 233-238
- NAID
  10025992104
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness-of-fit test for a nonlinear time series.2009
- Author(s)
  Y.Nishiyama
- Journal Title
  
  J.Time Ser.Anal. 30
  
  Pages: 674-681
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Two sample problem for rounded data2009
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  J. Japan Statist. Soc
  
  Volume: Vol.39 Pages: 233-238
- NAID
  10025992104
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness of fite test for ergodic diffusions by tick time sample scheme2009
- Author(s)
  I.Negri, Y.Nishiyama
- Journal Title
  
  To appear in Statist. Inference Stoch. Process.
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness-of-fit test for a nonlinear times series2009
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  J. Time Ser. Anal
  
  Volume: Vol.30 Pages: 674-681
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Estimation for the invariant law of an ergodic diffusion process based on high frequency data2009
- Author(s)
  Y.Nishiyama
- Journal Title
  
  Research Memorandum, Inst.Statist.Math. 1097,1098
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Test for parameter change in diffusion processes by cusum statistics based on one-step estimators2006
- Author(s)
  Lee, S., Nishiyama, Y., Yoshida, N.
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
- NAID
  40007343848
- Data Source
  KAKENHI-PROJECT-15740079
[Journal Article] On tightness of $ell infty$-valued local martingales with infinitely many jumps : metric and partitioning entropy approach2005
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Research Memorandum, The Institute of Statistical Mathematics 955
- Data Source
  KAKENHI-PROJECT-15740079
[Journal Article] Nonparametric inference for Levy processes by continuous observation : a martingale approach2005
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Research Memorandum, The Institute of Statistical Mathematics 960
- Data Source
  KAKENHI-PROJECT-15740079
[Journal Article] A rank statistic for non-parametric k-sample and change point problems
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  J. Japan Statisti. Soc
  
  Volume: Vol.41 Pages: 67-73
- NAID
  10029335267
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Estimation for the invariant law of an ergodic diffusion process based on high-frequency data
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  J. Nonparametr. Statist
  
  Volume: Vol.23 Pages: 909-915
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Journal Article] Goodness-of-fit test for ergodic fiffusions by discrete-time observations : an innovation martingale approach
- Author(s)
  Masuda, H., Negri, I. and Nishiyama, Y.
- Journal Title
  
  J. Nonparametr. Statist
  
  Volume: Vol.23 Pages: 237-254
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] A stochastic maximal inequality and its applications2023
- Author(s)
  Yoichi Nishiyama
- Organizer
  EcoSta 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11203
[Presentation] Three topics in nonparametric statistics2019
- Author(s)
  西山陽一
- Organizer
  Waseda International Symposium
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11203
[Presentation] Goodness-of-fit tests for Markovian processes based on marked empirical processes2019
- Author(s)
  Koji Tsukuda and Yoichi Nishiyama
- Organizer
  3rd International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K11203
[Presentation] マーク付き経験過程に基づくマルコフ過程の適合度検定2019
- Author(s)
  佃康司、西山陽一
- Organizer
  日本数学会2019年度年会
- Data Source
  KAKENHI-PROJECT-18K11203
[Presentation] The Dantzig selector for some statistical models of stochastic processes2017
- Author(s)
  Fujimori, K. and Nishiyama, Y.
- Organizer
  European Meeting of Statisticians
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K00062
[Presentation] 高次元・スパースなパラメータを持つ拡散過程に対する Dantzig selector2017
- Author(s)
  藤森洸、西山陽一
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-15K00062
[Presentation] The Dantzig selector for diffusion processes with covariates2017
- Author(s)
  藤森洸、西山陽一
- Organizer
  日本数学会年会
- Place of Presentation
  首都大学東京
- Year and Date
  2017-03-24
- Data Source
  KAKENHI-PROJECT-15K00062
[Presentation] Cox 比例ハザードモデルにおける Dantzig selector の一致性2016
- Author(s)
  藤森洸、西山陽一
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  関西大学
- Year and Date
  2016-09-15
- Data Source
  KAKENHI-PROJECT-15K00062
[Presentation] Cox 比例ハザードモデルにおける Dantzig selector の一致性2016
- Author(s)
  藤森洸、西山陽一
- Organizer
  統計関連学会連合大会
- Place of Presentation
  金沢大学
- Year and Date
  2016-09-04
- Data Source
  KAKENHI-PROJECT-15K00062
[Presentation] A stochastic maximal inequality, strict countability, and related topics2015
- Author(s)
  Yoichi Nishiyama
- Organizer
  Waseda International Symposium
- Place of Presentation
  早稲田大学
- Year and Date
  2015-11-09
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K00062
[Presentation] A stochastic maximal inequality, strict2015
- Author(s)
  Yoichi Nishiyama
- Organizer
  Seminari statistici dell'universita di Bergamo
- Place of Presentation
  ベルガモ大学（イタリア共和国ベルガモ市）
- Year and Date
  2015-09-17
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] A stochastic maximal inequality, strict countability, and related topics2015
- Author(s)
  Yoichi Nishiyama
- Organizer
  Seminari statistici dell'universita di Bergamo
- Place of Presentation
  イタリア共和国ベルガモ大学
- Year and Date
  2015-09-17
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K00062
[Presentation] A stochastic maximal inequality, strict countability, and related topics2015
- Author(s)
  Yoichi Nishiyama
- Organizer
  Waseda International Symposium
- Place of Presentation
  早稲田大学
- Year and Date
  2015-11-09
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] 「狭義可算集合」の概念の導入とその動機2014
- Author(s)
  西山陽一
- Organizer
  2014年統計関連学会連合大会
- Place of Presentation
  東京大学本郷キャンパス
- Year and Date
  2014-09-15
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] Semiparametric statistics with infinite-dimensional martingales: bridges between a stochastic maximal inequality and Cox's regression model2014
- Author(s)
  Nishiyama, Y.
- Organizer
  Symposium on "Stable Process, Semimartingale, Finance & Pension Mathematics"
- Place of Presentation
  早稲田大学
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] Some results for change point problems2012
- Author(s)
  Nishiyama, Y.
- Organizer
  Quantum Tea Party Seminars
- Place of Presentation
  ミラノ大学・イタリア(招待講演)
- Year and Date
  2012-02-17
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Adaptive estimation for diffusion processes2012
- Author(s)
  Nishiyama, Y.
- Organizer
  Bergamo Statistics Seminar
- Place of Presentation
  ベルガモ大学・イタリア(招待講演)
- Year and Date
  2012-02-21
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 変化点問題についてのいくつかの話題2012
- Author(s)
  西山陽一
- Organizer
  科研費研究集会「数理統計学と代数統計の新たな展開」
- Place of Presentation
  つくば国際会議場
- Year and Date
  2012-01-20
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Adaptive semiparametric Bayes estimation2011
- Author(s)
  西山陽一
- Organizer
  統計関連学会連合大会
- Place of Presentation
  九州大学
- Year and Date
  2011-09-06
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Adaptive semiparametric Bayes estimation2011
- Author(s)
  西山陽一
- Organizer
  科研費研究集会「数理統計学の新たな展開」
- Place of Presentation
  つくば国際会議場
- Year and Date
  2011-07-08
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 拡散過程のセミパラメトリック推定:疑似尤度法とベイズ法2011
- Author(s)
  西山陽一
- Organizer
  早稲田大学理工学研究所プロジェクト研究セミナー
- Place of Presentation
  早稲田大学(招待講演)
- Year and Date
  2011-06-21
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 変化点問題2011
- Author(s)
  西山陽一
- Organizer
  日本数学会秋季分科会
- Place of Presentation
  信州大学
- Year and Date
  2011-09-30
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 丸められたデータの問題2011
- Author(s)
  西山陽一
- Organizer
  日本数学会秋季分科会
- Place of Presentation
  信州大学
- Year and Date
  2011-09-30
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Adaptive estimation for diffusion processes2011
- Author(s)
  Nishiyama, Y.
- Organizer
  Joint Meeting of the 2011 Taipei International Statistical Symposium and 7th Conference of the Asian Regional Section of the IASC
- Place of Presentation
  Academia Sinica, Taiwan(招待講演)
- Year and Date
  2011-12-17
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] ヒルベルト空間におけるマルチンゲール中心極限定理とその応用2010
- Author(s)
  西山陽一
- Organizer
  日本数学会
- Place of Presentation
  名古屋大学
- Year and Date
  2010-09-25
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Entropy methods and martingales, with applications to statistics2010
- Author(s)
  西山陽一
- Organizer
  第4回日本統計学会春季集会
- Place of Presentation
  青山学院大学(東京都)
- Year and Date
  2010-03-07
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] ヒルベルト空間におけるマルチンゲール中心極限定理とその応用2010
- Author(s)
  西山陽一
- Organizer
  統計関連学会連合大会
- Place of Presentation
  早稲田大学
- Year and Date
  2010-09-07
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] カーネル密度推定量のL_2(R^d)空間での弱収束が不可能であること2009
- Author(s)
  西山陽一
- Organizer
  2009日本数学会秋季総合分科会
- Place of Presentation
  大阪大学(大阪府)
- Year and Date
  2009-09-26
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Semiparametric estimation for stochastic processes2009
- Author(s)
  西山陽一
- Organizer
  2009年度統計関連学会連合大会
- Place of Presentation
  同志社大学(京都府)
- Year and Date
  2009-09-07
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 確率過程のノンパラメトリック適合度検定2009
- Author(s)
  西山陽一
- Organizer
  2009日本数学会秋季総合分科会
- Place of Presentation
  大阪大学(大阪府)
- Year and Date
  2009-09-26
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Donsker's theorem for discretized data2009
- Author(s)
  西山陽一
- Organizer
  2009年度統計関連学会連合大会
- Place of Presentation
  同志社大学(京都府)
- Year and Date
  2009-09-07
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 高頻度データによるエルゴード的拡散過程の不変測度の推定2009
- Author(s)
  西山陽一
- Organizer
  2009日本数学会秋季総合分科会
- Place of Presentation
  大阪大学(大阪府)
- Year and Date
  2009-09-26
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 確率過程のセミパラメトリック推定2009
- Author(s)
  西山陽一
- Organizer
  2009日本数学会秋季総合分科会
- Place of Presentation
  大阪大学(大阪府)
- Year and Date
  2009-09-26
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 計数過程の二標本問題2009
- Author(s)
  西山陽一
- Organizer
  2009日本数学会秋季総合分科会
- Place of Presentation
  大阪大学(大阪府)
- Year and Date
  2009-09-26
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 変化点問題のための Z-process 法
- Author(s)
  西山陽一
- Organizer
  統計関連学会連合大会
- Place of Presentation
  北海道大学
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] Adaptive semiparametric estimation for diffusion processes
- Author(s)
  Nishiyama, Y.
- Organizer
  The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting 2012
- Place of Presentation
  つくば国際会議場
- Invited
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] 変化点問題のための Z-process 法
- Author(s)
  西山陽一
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  信州大学
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] A stochastic maximal inequality, weak convergence of infinite-dimensional martingales, and semiparametric statistics
- Author(s)
  西山陽一
- Organizer
  日本数学会
- Place of Presentation
  愛媛大学
- Invited
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] Donsker's theorem for discretized data
- Author(s)
  西山陽一
- Organizer
  2009年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Semiparametric estimation for stochastic processes
- Author(s)
  西山陽一
- Organizer
  2009年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Asymptotically distribution free test for parameter change in a diffusion process
- Author(s)
  Negri, I. and Nishiyama, Y.
- Organizer
  2011年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] ISI-ISM-ISSAS Joint Conference on Statistics and Probability
- Author(s)
  Nishiyama, Y.
- Organizer
  Asymptotic theory of Z-estimators for stochastic processes with applications to ergodic diffusions and time series
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] ヒルベルト空間におけるマルチンゲール中心極限定理とその応用
- Author(s)
  西山陽一
- Organizer
  2010年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] 局所時間に基づくストレス解放モデルの統計的推測
- Author(s)
  藤井孝之・西山陽一
- Organizer
  2011年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Applications of entropy methods to some statistical tests for diffusion processes
- Author(s)
  Negri, I. and Nishiyama, Y.
- Organizer
  The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting 2012
- Place of Presentation
  つくば国際会議場
- Invited
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] Entropy methods and martingales, with applications to statistics
- Author(s)
  西山陽一
- Organizer
  第4回日本統計学会春季集会
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Adaptive estimation for diffusion processes
- Author(s)
  Nishiyama, Y.
- Organizer
  Joint Meeting of the 2011 Taipei International Statistical Symposimu and 7^<th> Conference of the Asia Regional Section of the IASC
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Adaptive semiparametric Bayes estimation
- Author(s)
  西山陽一
- Organizer
  2011年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21540157
[Presentation] Martingale methods in statistics
- Author(s)
  Nishiyama, Y.
- Organizer
  ISI-ISM-ISSAS Joint Conference
- Place of Presentation
  Academia Sinica, Taipei
- Invited
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] On "Entropy-Martingale Methods in Statistics''
- Author(s)
  Nishiyama, Y.
- Organizer
  JAFEE-Columbia-ISM International Conference
- Place of Presentation
  統計数理研究所
- Invited
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] Z-推定量のモーメント収束
- Author(s)
  西山陽一
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  信州大学
- Data Source
  KAKENHI-PROJECT-24540152
[Presentation] Z-推定量のモーメント収束
- Author(s)
  西山陽一
- Organizer
  統計関連学会連合大会
- Place of Presentation
  北海道大学
- Data Source
  KAKENHI-PROJECT-24540152

1. Taniguchi Masanobu (00116625)

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2. 姚峰 (90284348)

# of Collaborated Projects: 1 results

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3. 白石博 (90454024)

# of Collaborated Projects: 1 results

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4. 加藤賢悟 (50549780)

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5. 清水泰隆 (70423085)

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6. 阿部俊弘 (70580570)

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7. Fujimori Kou

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# of Collaborated Products: 8 results
8. Ilia Negri

# of Collaborated Projects: 1 results

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9. Hallin Marc

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. Monti Anna Clara

# of Collaborated Projects: 1 results

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nishiyama yoichi 西山 陽一

NISHIYAMA Yoichi 西山 陽一

西山 陽一 ニシヤマ ヨウイチ

Research Projects

Research Products

Co-Researchers

Stochastic maximal inequalities for semimartingales and their applications to statisticsPrincipal Investigator

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Theory of high-dimensional martingales and its statistical applicationsPrincipal Investigator

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Statistical inference by the method of super high dimensional stochastic analysisPrincipal Investigator

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Theory for quantile regression inference of time series and its applications

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Weak convergence in infinite-dimensional spaces and statistical applicationsPrincipal Investigator

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Statistical Applications of metric entropy methodsPrincipal Investigator

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マルチンゲールに対するエントロピー法の理論と統計的応用に関する研究Principal Investigator

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マルチンゲールに対するエントロピー法の統計的応用Principal Investigator

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[Book] マルチンゲール：測度論の概観からスパース推定の基礎まで2025

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[Book] Martingale Methods in Statistics2022

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[Book] マルチンゲール理論による統計解析2011

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[Book] マルチンゲール理論による統計解析

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[Journal Article] On rank statistics of PageRank and MarkovRank2022

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[Journal Article] Weak convergence of marked empirical processes in a Hilbert space and its applications2020

nishiyama yoichi 西山陽一

NISHIYAMA Yoichi 西山陽一

西山陽一ニシヤマヨウイチ