FUJIMORI Ko
Academic Assembly School of Humanities and Social Sciences Institute of Social Sciences
Faculty of Economics and Law Department of Economics
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
Lead
- Test for Conditional Variance of Integer-Valued Time Series
Yuichi Goto and Kou Fujimori
Statistica Sinica, 33(1), Oct. 2022, Refereed - 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
- 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
Lead - A test for counting sequences of integer-valued autoregressive models.
Yuichi Goto and Kou Fujimori
arXiv preprint arXiv:2307.10276, Jul. 2023
Last - Moment convergence of the generalized maximum composite likelihood estimators for stationary determinantal point processes.
Kou Fujimori, Sota Sakamoto and Yasutaka Shimizu
2019
Lead, Corresponding
Lectures, oral presentations, etc.
- Two 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, Not invitedEmpirical likelihood methods for matrix-valued time series with long memory
Kou Fujimori and Yan Liu
IMS-APRM2024, 07 Jan. 2024, InvitedThe 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 IFMSE, InvitedSparse 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. 2022, InvitedMoment convergence of the generalized maximum composite likelihood estimators for stationary determinantal point processes.
Kou Fujimori
EcoSta 2021, 25 Jun. 2021, InvitedGeneralized 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. 2019, InvitedThe 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