YAJIMA Yoshihiro

J-GLOBAL         Last updated: Jul 25, 2017 at 16:55
 
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Name
YAJIMA Yoshihiro
Affiliation
Tohoku University
Section
Graduate School of Economics and Management
Job title
Professor
Degree
Dr of Science(Tokyo Institute of Technology), (BLANK)

Research Areas

 
 

Academic & Professional Experience

 
1980
 - 
1988
Tokyo Institute of Technology, Assistant
 
1988
 - 
1990
Wakayama University, Assistant Professor
 
1990
 - 
1996
University of Tokyo, Assistant Professor
 
1996
   
 
- University of Tokyo, Professor
 

Education

 
 
 - 
1980
Information Sciences, Graduate School, Division of Science and Engineering, Tokyo Institute of Technology
 
 
 - 
1975
Department of Information Sciences, Faculty of Science, Tokyo Institute of Technology
 

Misc

 
A note on ARIMA process.
Rep. Stat. Appl. JUSE   26(4)    1979
On prediction of Integrated Moving Average processes.
Ann. Inst. Statist. Math.   32(1)    1980
Estimation of the degree of differencing on an ARIMA process.
Ann. Inst. Statist. Math.   37(3)    1985
Asymptotic properties of the sample autocorrelations and partial autocorrelations of a multiplicative ARIMA process.
J. Time Series Analysis   6(3)    1985
On estimation of long-memory time series models.
Austral. J. Statistics   27(3)    1985

Books etc

 
On an effect of overdifferencing on the prediction of ARIMA processes.
Recent Developments in Statistical Inference and Data Analysis(ed. Matusita) North-Holland   1980   
Statistics in Natural Science
1992   
Asymptotic properties in incorrect ARMA models for long memory time series Proc. New Directions in Time Series Analysis
Springer-Verlarg   1992   
New Models in Time Series Analysis
Theory and Applications in Mathematical Statistics   1994   

Conference Activities & Talks

 
Asymptotic properties of the LSE of a spatial regression in both weakly and strongly dependent stationary random fields
Recent Advancement in Time Seires   2008   

Works

 
Spatial Information Science of Human and Social Science
1998
Complexity and Non Linear Economic Systems : Theory and Application
1997

Research Grants & Projects

 
Theory and Applications of Time Series Analysis
Grant-in-Aid for Scientific Research
Project Year: 1997 - 2006
Theory and Applications of Spatial Econometrics
0039 (Japanese Only)
Project Year: 1999 - 2006