2:20 PM - 4:20 PM
研究報告1(25分)
"Sequential Test for Unit Root in First Order Autoregressive Model" (Hitomi Kohtaro, Keiji Nagai (YNU), Yoshihiko Nishiyama (KIER), Junfan Tao (KIER))
発表者: 人見光太郎(京都工芸繊維大学)
研究報告2(25分)
"Sequential Test for the Criticality of Branching Processes" (Keiji Nagai, Hitomi Kohtaro (KyotoIT), Yoshihiko Nishiyama (KIER), Junfan Tao (KIER))
発表者: 永井圭二(横浜国立大学)
研究報告3(25分)
"Time-changed Method in Non-ergodic Autoregressive Process and Branching Process" (Junfan Tao, Hitomi Kohtaro (KyotoIT), Keiji Nagai (YNU), Yoshihiko Nishiyama (KIER))
発表者: 陶俊帆(京都大学)
研究報告4(25分)
"Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility" (Eiji Kurozumi, Anton Skrobotov (RANEPA), Alexey Tsarev (RANEPA))
発表者: 黒住英司(一橋大学)