FUJIMORI Ko

Academic Assembly School of Humanities and Social Sciences Institute of Social Sciences

Faculty of Economics and Law Department of Economics 

Associate Professor 

Research Keyword

    Stochastic process, Sparse estimation

Field Of Study

  • Applied mathematics and statistics, Statistical inference for stochastic processes

Mail Address

    kfujimori★shinshu-u.ac.jp

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

Educational Background

  • 2011 - 2015, 早稲田大学, 基幹理工学部, 数学科
  • 2019, 早稲田大学大学院, 基幹理工学研究科, 数学応用数理専攻

Award

  • 2017
    日本統計学会, 第11回日本統計学会春季集会 優秀発表賞

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電子ジャーナル
  • Test for Conditional Variance of Integer-Valued Time Series
    Yuichi Goto and Kou Fujimori
    Statistica Sinica, 33(1), Oct. 2022, Refereed電子ジャーナル
  • 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. 2022WebofScience電子ジャーナル
  • The Dantzig selector for a linear model of diffusion processes
    Kou Fujimori
    Statistical Inference for Stochastic Processes, 22(3), 475- 498, Oct. 2019電子ジャーナル
  • The Dantzig selector for diffusion processes with covariates
    Kou Fujimori and Yoichi Noshiyama
    Journal of Japan Statistical Society, 47(1), 59- 73, Jun. 2017電子ジャーナル
  • 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電子ジャーナル

MISC

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

  • Sparse Principal Component Analysis for High-dimensional Stationary Time Series.
    Kou Fujimori
    NUS-Waseda Workshop 2023., Mar. 2023
  • Sparse principal component analysis for high-dimensional stationary time series
    Kou Fujimori
    EcoSta 2022, 06 Jun. 2022, Invited
  • Moment convergence of the generalized maximum composite likelihood estimators for stationary determinantal point processes.
    Kou Fujimori
    EcoSta 2021, 25 Jun. 2021, Invited
  • Generalized 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, Invited
  • The 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

Affiliated academic society

  • 日本統計学会
  • 日本数学会

Research Themes

  • 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
    科学研究費補助金, 若手研究
    2021 - 2024