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FUJIMORI　Kou

Academic OrganizationAcademic Assembly　School of Humanities and Social Sciences　Institute of Social SciencesTEL
Education and Research OrganizationFaculty of Economics and Law　Department of EconomicsFAX
PositionAssociate ProfessorMail Addresskfujimori＠shinshu-u.ac.jp
Address3-1-1, Asahi, Matsumoto City 390-8621Web site

Profile

Research Field
Statistical inference for stochastic processes
Keywords:Stochastic process , Sparse estimation
Academic Societies
Academic Societies
日本統計学会
日本数学会
Academic Background
Graduate School
早稲田大学大学院 , (数学応用数理専攻 , 基幹理工学研究科) , 2019

College
早稲田大学 , (基幹理工学部) , 2015
Awards
2017 , 第11回日本統計学会春季集会 優秀発表賞
Research Career
Research Career
2020- , 信州大学経法学部応用経済学科　講師
2019-2020 , 早稲田大学基幹理工学部応用数理学科　講師(任期付き)
2018-2019 , 早稲田大学基幹理工学部数学科　助手

Research

Books, Articles, etc.
Articles
Sparse principal component analysis for high-dimensional stationary time series
Scandinavian Journal of Statistics 2023(May)
Author:Kou Fujimori, Yuichi Goto, Yan Liu and Masanobu Taniguchi
電子ジャーナル


Test for Conditional Variance of Integer-Valued Time Series
Statistica Sinica,33(1) 2022(Oct.)
Author:Yuichi Goto and Kou Fujimori
電子ジャーナル


The variable selection by the Dantzig selector for Cox's proportional hazards model
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,74(3):515-537 2022(Jun.)
Author:Fujimori, Kou;
Keywords:Proportional hazards model; Dantzig selector; Variable selection; The Breslow estimator;
WebofScience電子ジャーナル


The Dantzig selector for a linear model of diffusion processes
Statistical Inference for Stochastic Processes,22(3):475 - 498 2019(Oct.)
Author:Kou Fujimori
電子ジャーナル


The Dantzig selector for diffusion processes with covariates
Journal of Japan Statistical Society,47(1):59 - 73 2017(Jun.)
Author:Kou Fujimori and Yoichi Noshiyama
電子ジャーナル


The l(q) consistency of the Dantzig selector for Cox's proportional hazards model
JOURNAL OF STATISTICAL PLANNING AND INFERENCE,181:62-70 2017(Feb.)
Author:Kou Fujimori and Yoichi Nishiyama
電子ジャーナル


Presentations
Sparse Principal Component Analysis for High-dimensional Stationary Time Series.
NUS-Waseda Workshop 2023. 2023(Mar.)
Presenter:Kou Fujimori


Sparse principal component analysis for high-dimensional stationary time series
EcoSta 2022 2022(Jun. 06)
Presenter:Kou Fujimori


Moment convergence of the generalized maximum composite likelihood estimators for stationary determinantal point processes.
EcoSta 2021 2021(Jun. 25)
Presenter:Kou Fujimori


Generalized maximum composite likelihood estimator for determinantal point processes
日本数学会秋期総合分科会 2019(Sep. 19)
Presenter:藤森洸, 坂本創太, 清水泰隆


The Dantzig selector for statistical models of stochastic processes in high-dimensional and sparse settings
NSYSU-Waseda International Symposium Time series, Machine Learning and Causality Analysis 2019(Sep. 02)
Presenter:Kou Fujimori


The Dantzig selector for diffusion processes with covariates
第11回日本統計学会春季集会 2017(Mar. 05)
Presenter:藤森洸, 西山陽一


MISC
Moment convergence of the generalized maximum composite likelihood estimators for stationary determinantal point processes.
2019
Author:Kou Fujimori, Sota Sakamoto and Yasutaka Shimizu


A test for counting sequences of integer-valued autoregressive models.
Author:Yuichi Goto and Kou Fujimori

Research Grants
Grants‐in‐aid for Scientific Research(Research Representative)
2021 - 2024 , 高次元Hawkes過程の統計解析手法の確立とその金融時系列データへの応用 , 若手研究