FUJIMORI Kou
Academic Assembly School of Humanities and Social Sciences Institute of Social Sciences
Associate Professor
Researcher Information
Research Keyword
- Stochastic process, Sparse estimation
Mail Address
- kfujimori★shinshu-u.ac.jp
Research activity information
Paper
- Sparse principal component analysis for high-dimensional stationary time series
Kou Fujimori, Yuichi Goto, Yan Liu and Masanobu Taniguchi
Scandinavian Journal of Statistics, May 2023
- Test for Conditional Variance of Integer-Valued Time Series
Yuichi Goto and Kou Fujimori
Statistica Sinica, 33(1), Oct. 2022 - The variable selection by the Dantzig selector for Cox's proportional hazards model
Fujimori, Kou;
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 74(3), 515-537, Jun. 2022
- The Dantzig selector for a linear model of diffusion processes
Kou Fujimori
Statistical Inference for Stochastic Processes, 22(3), 475- 498, Oct. 2019 - The Dantzig selector for diffusion processes with covariates
Kou Fujimori and Yoichi Noshiyama
Journal of Japan Statistical Society, 47(1), 59- 73, Jun. 2017 - The l(q) consistency of the Dantzig selector for Cox's proportional hazards model
Kou Fujimori and Yoichi Nishiyama
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 181, 62-70, Feb. 2017
MISC
- Identification and estimation of structural vector autoregressive models via LU decomposition
Masato Shimokawa, Kou Fujimori
arXiv:2503.12378, Mar. 2025 - Two step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters
Kou Fujimori and Koji Tsukuda
arXiv:2404.00888, Apr. 2024 - A test for counting sequences of integer-valued autoregressive models.
Yuichi Goto and Kou Fujimori
arXiv preprint arXiv:2307.10276, Jul. 2023 - Moment convergence of the generalized maximum composite likelihood estimators for stationary determinantal point processes.
Kou Fujimori, Sota Sakamoto and Yasutaka Shimizu
Sep. 2019
Lectures, oral presentations, etc.
- Two step estimations via the Dantzig selector for ergodic time series models
Kou Fujimori and Koji Tsukuda
Econometrics and Statistics (Ecosta2024), Jul. 2024Two step estimations via the Dantzig selector for ergodic time series models
藤森洸，佃康司
日本数学会年会2024, 20 Mar. 2024, 日本数学会Empirical likelihood methods for matrix-valued time series with long memory
Kou Fujimori and Yan Liu
IMS-APRM2024, 07 Jan. 2024The Dantzig selector for semiparametric models of stochastic processes
藤森洸，佃康司
日本数学会秋季総合分科会2023, 23 Sep. 2023, 日本数学会高次元パラメータを含む確率過程のセミパラメトリックモデルに対するDantzig selector
藤森洸，佃康司
統計関連学会連合大会2023, 05 Sep. 2023The Dantzig selector for semiparametric models of stochastic processes
Kou Fujimori and Koji Tsukuda
EcoSta2023, 01 Aug. 2023, CFE-CMStatistics, EcoSta, Waseda University, and IFMSESparse Principal Component Analysis for High-dimensional Stationary Time Series.
Kou Fujimori
NUS-Waseda Workshop 2023., Mar. 2023Sparse principal component analysis for high-dimensional stationary time series
Kou Fujimori
EcoSta 2022, 06 Jun. 2022Moment convergence of the generalized maximum composite likelihood estimators for stationary determinantal point processes.
Kou Fujimori
EcoSta 2021, 25 Jun. 2021Generalized maximum composite likelihood estimator for determinantal point processes
藤森洸, 坂本創太, 清水泰隆
日本数学会秋期総合分科会, 19 Sep. 2019, 日本数学会The Dantzig selector for statistical models of stochastic processes in high-dimensional and sparse settings
Kou Fujimori
NSYSU-Waseda International Symposium Time series, Machine Learning and Causality Analysis, 02 Sep. 2019The Dantzig selector for diffusion processes with covariates
藤森洸, 西山陽一
第11回日本統計学会春季集会, 05 Mar. 2017, 日本統計学会