Abstracts

Liu Guo (Waseda University)

A New Lasso Refitting Strategy

Friday, 10th, October 13:10-13:50

Shi Chen (Waseda University)

Yan Liu (Waseda University)

Portmanteau tests for copula time series

Friday, 10th, October 13:50-14:30

吉田 耀晟, Yosei Yoshida (早稲田大学, Waseda University)

喜多 美琴, Mikoto Kita (早稲田大学, Waseda University)

劉 言, Yan Liu (早稲田大学, Waseda University)

Multivariate linear process bootstrap for testing covariance structures in high-dimensional time series

Friday, 10th, October 14:50-15:30

巖名 佑務 (筑波大学数理物質科学研究群)　

石井 晶 (東京理科大学創域理工学部)

矢田 和善 (筑波大学数理物質系)

青嶋 誠 (筑波大学数理物質系)　

単一強スパイク固有値モデルにおける高次元相関行列の検定

Friday, 10th, October 15:30-16:10

柳本 武美, Takemi Yanagimoto (統計数理研究所, Institute of Statistical Mathematics)

小椋 透, Tohru Ogura (三重大学, Mie University)

バイアス低減法による条件付き尤度法の改良(Improving inferential procedures through the conditional likelihood method by those through the bias reduction method)

Friday, 10th, October 16:10-16:50

藤森 洸, Kou Fujimori (信州大学, Shinshu University)

白石 博, Hiroshi Shiraishi (慶應義塾大学, Keio University)

蛭川 潤一, Junichi Hirukawa (南山大学, Nanzan University)

Sparse estimators for multivariate integer-valued autoregressive models with applications to inference for Hawkes processes

Saturday, 11th, October 10:00-10:40

Yuichi Goto (Kyushu University)

Abdelhakim Aknouche (Qassim University)

Christian Francq (ENSAE-CREST)

Flexible Modeling of $\mathbb{Z}$-valued Time Series

Saturday, 11th, October 13:20-14:00

Muneya Matsui (Nanzan University)

Self-normalized partial sums of heavy-tailed time series

Saturday, 11th, October 14:00-14:40

Masanobu Taniguchi (Waseda University)

Anna Clara Monti (University of Sannio, Italy)

Yujie Xue (ISM, Japan)

Higher-order investigation of general time series divergences

Saturday, 11th, October 14:40-15:20

Hannah L. H. Lai (National University of Singapore))

Ying Chen (National University of Singapore)

Maria Grith (Erasmus University, Rotterdam)

Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach

Saturday, 11th, October 15:40-16:40

Lei Zhou (National University of Singapore)

Ying Chen (National University of Singapore)

Debt Structure and Recovery Rates

Saturday, 11th, October 16:40-17:40

阿部俊弘 (法政大学)

Cauchy型のEMアルゴリズムとその加速法について

Sunday, 12th, October 10:00-10:40

井本智明 (静岡県立大学)

シンプルなトーラス上分布の隠れマルコフモデルへの応用

Sunday, 12th, October 10:40-11:20 

宮田　庸一 (高崎経済大学)

塩濱  敬之 (南山大学)

阿部  俊弘 (法政大学)

円柱上の統計モデルを出力分布に持つ隠れマルコフモデルについて (A Hidden Markov Model with an Emission Distribution on the Cylinder)

Sunday, 12th, October 11:20-12:00

清水　邦夫 (統計数理研究所 大学統計教員育成センター)

（ハイパー）シリンダー上の分布構築に向けて

Sunday, 12th, October 12:00-12:40