MIMS-RBP Statistics & Data Science Series

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MIMS-RBP Statistics & Data Science Series

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FY2021

• MIMS-RBP Statistics & Data Science Series (SDS-21) (20210726)
  Naoto Kunitomo (Tokyo Keizai University), Seisho Sato (University of Tokyo)
  "Local SIML Estimation of Some Brownian and Jump Functionals under Market Microstructure Noise"
• MIMS-RBP Statistics & Data Science Series (SDS-20) (20210508)
  Seisho Sato (University of Tokyo), Naoto Kunitomo (Tokyo Keizai University)
  "Frequency Regression and Smoothing for Noisy Non-stationary Time Series"

FY2020

• MIMS-RBP Statistics & Data Science Series (SDS-19) (20210318)
  Naoto Kunitomo (Meiji University), Siesho Sato (University of Tokyo), Tomoaki Sakurai (Statistics Bureau of Japan)
  "On Filtering Macro-Economic Data and a Macro Consumption Index"
• MIMS-RBP Statistics & Data Science Series (SDS-18) (20201126)
  Koki Kyo(Niigata University of Management), Hideo Noda(Tokyo University of Science) and Genshiro Kitagawa(University of Tokyo)
  "Cyclical Components Synthesization Approach to Construct a Coincident Index of Business Cycles"
• MIMS-RBP Statistics & Data Science Series (SDS-17) (20201119)
  Genshiro Kitagawa (University of Tokyo)
  "Computation of the Gradient and the Hessian of the Log-likelihood of the State-space Model by the Kalman Filter"
• MIMS-RBP Statistics & Data Science Series (SDS-16) (20201019)
  Naoto Kunitomo (Meiji University), Siesho Sato (University of Tokyo)
  "A Robust-filtering Method for Noisy Non-Stationary Multivariate Time Series with Econometric Applications"
• MIMS-RBP Statistics & Data Science Series (SDS-15) (20200605)
  Naoto Kunitomo (Meiji University), Siesho Sato (University of Tokyo)
  "On Backward Smoothing for Noisy Non-stationary Time Series"

FY2019

• MIMS-RBP Statistics & Data Science Series (SDS-14) (20200210)
  Naoto Kunitomo (Meiji University)
  "A Robust-filtering Method for Noisy Non-Stationary Time Series And application"
• MIMS-RBP Statistics & Data Science Series (SDS-13) (20191007)
  Yoko Tanokura (Meiji University), Seisho Sato (University of Tokyo) and Genshiro Kitagawa (Meiji University)
  "Detecting Information Flows in Dominant Components of Stock Market Returns"
• MIMS-RBP Statistics & Data Science Series (SDS-12) (20191007)
  Genshiro Kitagawa (Meiji University)
  "Pearson χ2 -divergence Approach to Gaussian Mixture Reduction and its Application to Gaussian-sum Filter and Smoother"
• MIMS-RBP Statistics & Data Science Series (SDS-11) (20190905)
  Naoto Kunitomo (Meiji University)
  "Data Science Fukushima-Camp 2019"
• MIMS-RBP Statistics & Data Science Series (SDS-10) (20190408)
  Naoto Kunitomo (Meiji University), Daisuke Kurisu (Tokyo Institute of Technology)
  "Detecting Factors of Quadratic Variation in the Presence of Market Microstructure Noise"

FY2018

• MIMS-RBP Statistics & Data Science Series (SDS-10) (20190408)
  Naoto Kunitomo (Meiji University), Daisuke Kurisu (Tokyo Institute of Technology)
  "A Robust-filtering Method for Noisy Non-Stationary Time Series with an Application to Japanese Macro-consumption"
• MIMS-RBP Statistics & Data Science Series (SDS-9) (20190328)
  Naoto Kunitomo (Meiji University), Seisho Sato (University of Tokyo)
  "A Robust-filtering Method for Noisy Non-Stationary Time Series with an Application to Japanese Macro-consumption"
• MIMS-RBP Statistics & Data Science Series (SDS-8) (20181217)
  Naoto Kunitomo (Meiji University), Seisho Sato (University of Tokyo)
  "Local SIML Estimation of Some Brownian Functionals"
• MIMS-RBP Statistics & Data Science Series (SDS-7) (20181217)
  Naoto Kunitomo (Meiji University)
  "Data Science Matsumoto-Camp2018"

FY2017

• MIMS-RBP Statistics & Data Science Series (SDS-6) (20171109)
  Naoto Kunitomo (Meiji University)
  "Lost 50 years : Why Japan did not have Statistics Departments ?"
• MIMS-RBP Statistics & Data Science Series (SDS-5) (20171109)
  Naoto Kunitomo (Meiji University), Daisuke Kurisu (Tokyo Institute of Technology), Naoki Awaya (University of Tokyo)
  "The Simultaneous Multivariate Hawkes-type Point Processes and their application to Financial Markets"
• MIMS-RBP Statistics & Data Science Series (SDS-4) (20171109)
  Naoto Kunitomo (Meiji University) and Seisho Sato (University of Tokyo)
  "Trend, Seasonality, and Economic Time Series : A New Approach Using Non-stationary Errors-in-Variables Models"
• MIMS-RBP Statistics & Data Science Series (SDS-3) (20171109)
  Naoto Kunitomo (Meiji University), Daisuke Kurisu (Tokyo Institute of Technology), Naoki Awaya (University of Tokyo)
  "Some Properties of Estimation Methods for Structural Relationships in Non-stationary Errors-in-Variables Models"
• MIMS-RBP Statistics & Data Science Series (SDS-2) (20171108)
  Naoto Kunitomo (Meiji University) and Genshiro Kitagawa (Meiji University) (eds.)
  "Kusuro-Econometrics-Camp2017 (Theory and Applications in Econometric Time Series Analysis)"
• MIMS-RBP Statistics & Data Science Series (SDS-1) (20171106)
  Genshiro Kitagawa (Meiji University)
  "Methodologies in the Big Data Era: Statistical Science and Data Science"