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一般講演

17 時系列解析・制御理論

[3FPM1] 時系列解析・制御理論 (1)

Wed. Sep 8, 2021 1:00 PM - 3:00 PM Room F (F)

座長:劉言(早稲田大)

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1:00 PM - 1:20 PM

[3FPM1-01] Sparse principal component analysis for high-dimensional stationary time series

高次元・定常な時系列に対するスパース主成分分析

〇藤森洸¹、後藤佑一²、劉言³、谷口正信⁴ (1. 信州大、2. 早稲田大、3. 早稲田大、4. 早稲田大)

1:20 PM - 1:40 PM

[3FPM1-02] A frequency-domain approach to detect relevant changes

〇劉言¹、後藤佑一¹、谷口正信¹ (1. 早稲田大)

1:40 PM - 2:00 PM

[3FPM1-03] Homogeneity tests for one-way models with dependent errors

〇後藤佑一¹、新垣航一¹、劉言¹、谷口正信¹ (1. 早稲田大)

2:00 PM - 2:20 PM

[3FPM1-04] Minimax estimation for time series in view of higher-order asymptotics

時系列の高次漸近論を考慮したミニマックス推定

〇Xu Xiaofei¹、劉言¹、谷口正信¹ (1. 早稲田大)

2:20 PM - 2:40 PM

[3FPM1-05] A filtering formula for the renewal Hawkes process

〇庄建倉¹ (1. 統数研)

2:40 PM - 3:00 PM

[3FPM1-06] A study on the spherical space-time ETAS model

〇熊子瑶¹、庄建倉¹、尾形良彦¹ (1. 統計数理研究所)

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