HIRUKAWA Junichi

J-GLOBAL         Last updated: May 21, 2019 at 00:20
 
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Name
HIRUKAWA Junichi
E-mail
hirukawamath.sc.niigata-u.ac.jp
Affiliation
Niigata University
Section
Faculty of Science Department of Science
Job title
Associate Professor
Other affiliation
Niigata UniversityNiigata University
Research funding number
10386617

Research Areas

 
 

Academic & Professional Experience

 
Apr 2017
 - 
Today
Associate Professor, Faculty of Science, Department of Science, Niigata University
 
Apr 2007
 - 
Mar 2017
Associate Professor, Faculty of Science, Department of Mathematics, Niigata University
 
Jan 2007
 - 
Mar 2007
Associate Professor, Faculty of Science, Department of Mathematics, Niigata University
 
Apr 2004
 - 
Dec 2006
Research Associate, School of Science and Engineering, Department of Mathematical Science, Waseda University
 

Education

 
Apr 2000
 - 
Mar 2004
Ph. D. student in Department of Mathematical Sciences, Graduate School of Science and Engineering, Waseda University
 
Apr 1998
 - 
Mar 2000
M.S. student in Department of Mathematical Sciences, Graduate School of Science and Engineering, Waseda University
 
Apr 1994
 - 
Mar 1998
Department of Mathematics, School of Science & Engineering, Waseda University
 

Committee Memberships

 
Jun 2018
 - 
Today
Japanese Journal of Statistics and Data Science (JJSD)  Associate Editor
 

Published Papers

 
J. Hirukawa
Statistical Inference for Stochastic Processes   20(3) 329-346   2017   [Refereed]
Optimal multiperiod mean-variance portfolio selection for time series return process
K. Sasaki, M. Takahashi, J. Hirukawa
International Journal of Applied & Experimental Mathematics   1(1) 4 pages   2015   [Refereed]
J. Hirukawa
Advances in Decision Sciences      Dec 2012   [Refereed]
J. Hirukawa
Advances in Decision Sciences      Dec 2012   [Refereed]
J. Hirukawa, M. Sadakata
Advances in Decision Sciences      Dec 2012   [Refereed]
M. Taniguchi, J. Hirukawa
Journal of Time Series Analysis   33(2) 287-297   Dec 2012   [Refereed]
Asymptotic properties of unit root processes with locally stationary disturbance
J. Hirukawa, M. Sadakata
Special Issue of Waseda University   8 31-45   Mar 2012   [Refereed]
Wavelet estimation for hidden periodic components in spatial series
J. Hirukawa
Scientiae Mathematicae Japonicae   74(2&3) 203-230   Dec 2011   [Refereed]
J. Hirukawa, H.Taniai, M. Hallin, M. Taniguchi
Journal of the Japan Statistical Society   40 167-187   Dec 2010   [Refereed]
On the asymptotic inference for locally stationary processes
J. Hirukawa
RIMS Preprint   1603 80-93   Dec 2008
J. Hirukawa, H. Solvang Kato, K. Tamaki, M. Taniguchi
Journal of The Japan Statistical Society   38 157-171   Dec 2008   [Refereed]
J. Hirukawa
International Journal of Theoretical and Applied Finance   9, No.1 113-132   Dec 2006   [Refereed]
J. Hirukawa, M. Taniguchi
Journal of Statistical Planning and Inference   136, No.3 640-688   Dec 2006   [Refereed]
M. Taniguchi, J. Hirukawa
Biometrika   92, No.3 737-746   Dec 2005   [Refereed]
LAN Theorem for Non-Gaussian Locally Stationary Processes and Their Discriminant Analysis
J. Hirukawa
Waseda University (doctor thesis)      2005   [Refereed]
Discriminant Analysis for Multivariate Non-Gaussian Locally Stationary Processes
J. Hirukawa
Scientiae Mathematicae Japonicae   60, No.2 235-258   Dec 2004   [Refereed]

Books etc

 
Statistical Portfolio Estimation
M. Taniguchi, H. Shiraishi, J. Hirukawa, H. Kato Solvang, T. Yamashita (Part:Joint Work)
Chapman & Hall   2017   
Optimal Statistical Inference in Financial Engineering
M. Taniguchi, J. Hirukawa, K. Tamaki (Part:Joint Work)
Chapman & Hall   Dec 2007   

Conference Activities & Talks

 
LAN Theorem for Non-Gaussian Locally Stationary Processes and Its Applications
Hirukawa, J., Taniguchi, M
Recent Developments in Nonlinear Time Series Analysis with Applications to Finance   Jan 2004   早稲田大学
Discriminant and Cluster Analysis for Multivariate Non-Gaussian Locally Stationary Processes
Hirukawa, J.
55th Session of the International Statistical Institute (ISI)   Apr 2005   International Statistical Institute (ISI)
Time series regression models with locally stationary disturbance
Hirukawa, J.
25th European Meeting of Statisticians   Jul 2005   European Meeting of Statisticians
On the causality between multiple locally stationary processes
Hirukawa, J.
Latent Structural Modelling and Analysis for Spatio-Temporal Data   Dec 2005   京都大学
On the causality between multiple locally stationary processes
Hirukawa, J.
Time Series Analysis and Its Related Topics   Jan 2006   早稲田大学

Others

 
Sep 2018   2018 Sep. 20- 23
Visiting the Research Group of Prof. Sangyeol Lee in Seoul National University, Seoul, Korea. (2)
Jun 2018   2014 June 20-23
Visiting Prof. Ngai Hang Chan of The Chinese University of Hong Kong, Hong Kong. (2)
Sep 2017   2017 Sep. 26- Oct. 2
Visiting Prof. Ngai Hang Chan of The Chinese University of Hong Kong, Hong Kong.
Jun 2017   2017 June 1-6
Visiting the Research Group of Prof. Sangyeol Lee in Seoul National University, Seoul, Korea.
Sep 2016   2016 Sep. 13-22
Visiting Prof. Hamdi Raissi of Instituto de Estadistica, Pontificia Universidad Católica de Valpara\'{\i}so, Valpara\'{\i}so, Chile.
Mar 2015   2015 Mar. 9-24
Visiting the Research Group of Prof. Richard A. Davis in Columbia University, New York, United States.
Jun 2014   2014 June 5-18
Visiting Dr. Hamdi Raissi of Institut National des Sciences Appliquées (INSA) de Rennes, Rennes, France.
Sep 2013   2013 Sep.-Nov.
Visiting the Research Group of Prof. Qiwei Yao in London School of Economics and Political Science, London, UK.
Feb 2001   2001 Feb.-Aug.
Visiting the Research Group of Prof. Zhongjie Xie in Peking
University, Beijing, China