論文 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
Test for Conditional Variance of Integer-Valued Time Series Statistica Sinica,33(1) 2022(Oct.) Author:Yuichi Goto and Kou Fujimori
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;
The Dantzig selector for a linear model of diffusion processes Statistical Inference for Stochastic Processes,22(3):475 - 498 2019(Oct.) Author:Kou Fujimori
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
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
講演・口頭発表等 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
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