明石　郁哉

著書・編著

• Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti and Tomoyuki Amano (2021). Diagnostic Methods in Time Series. JSS Research Series in Statistics. Springer.
• Yan Liu, Fumiya Akashi and Masanobu Taniguchi (2018). Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Optimality and Prediction. JSS Research Series in Statistics. Springer Singapore.

論文

• Fumiya Akashi (2023). Spatial Median-Based Smoothed and Self-Weighted GEL Method for Vector Autoregressive Models. In: Liu, Y., Hirukawa, J., Kakizawa, Y. (eds) Research Papers in Statistical Inference for Time Series and Related Models. Springer, Singapore. https://doi.org/10.1007/978-981-99-0803-5_1
• Fumiya Akashi, Masanobu Taniguchi and Yoshiyuki Tanida (2021). Estimation of linear functional of large spectral density matrix and application to Whittle’s approach. Japanese Journal of Statistics and Data Science, Volume 4, pp.449-474.
• Fumiya Akashi, Masanobu Taniguchi and Anna Clara Monti (2020). “Robust causality test of infinite variance processes”. Journal of Econometrics. Volume 216, Issue 1, pp.235-245.
• Fumiya Akashi, Holger Dette and Yan Liu (2018). “Change point detection in autoregressive models with no moment assumptions”. Journal of Time Series Analysis. Volume 39, pp.763-786.
• Fumiya Akashi, Shuyang Bai and Murad S. Taqqu. (2018). “Robust regression on stationary time series: a self-normalized resampling approach”. Journal of Time Series Analysis, Volume 39, pp.417-432.
• Fumiya Akashi, Hiroaki Odashima, Masanobu Taniguchi and Anna C. Monti (2018). “A new look at portmanteau tests”. Sankhya, Volume 80-A, Part 1, pp.121-137.
• Fumiya Akashi (2017). “Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models”. Statistical Inference for Stochastic Processes. 20(3), pp.291-313.
• Sho Shibuya, Fumiya Akashi and Taniguchi, M. (2015). “Nonparametric approach for Box-Cox transformed process”. Advances in Science, Technology and Environmentology. B12, 31-44.
• Fumiya Akashi, Yan Liu and Masanobu Taniguchi (2015). An empirical likelihood approach for symmetric alpha-stable process. Bernoulli. 21(4), pp.2093-2119.
• Fumiya Akashi (2014). “Empirical likelihood approach toward discriminant analysis for dynamics of stable processes”. Statistical Methodology. Volume 19, pp.25-43.
• Fumiya Akashi (2013). “An empirical likelihood approach for discriminant analysis of non-Gaussian vector stationary linear processes”. Scientiae Mathematicae Japonicae Online. e- 2013, pp.645-660.

所属学会

• 日本数学会
• 日本統計学会

科学研究費・各種のプロジェクトによる研究

• 科学研究費　若手研究「スケール変動過程・ロバスト回帰・方向統計学を用いた非正則データへの統計手法の構築」令和2～5年度　研究代表者：明石郁哉
• 科学研究費　若手研究（B）「自己加重経験尤度に基づく無限分散確率過程に対する非母数的・頑健な推測手法の構築」平成28～31（令和1）年度　研究代表者：明石郁哉
• 科学研究費　特別研究員奨励費「無限分散を持つ時系列モデルに対する、経験尤度法による判別手法の構築」平成26～27年度　研究代表者：明石郁哉

受賞等

• 第37回　日本統計学会小川研究奨励賞