- Name : Hiroaki Ogata
- Nationality : Japan
- TEL : +81-3-5286-2751
- E-mail : hiroakiogata[at]aoni.waseda.jp
Education
- 1998-2002 B.S.
student in Mathematics, Waseda University
- 2002-2004 M.S.
student in Mathematical Sciences, Waseda University
- 2004-2007 Ph. D.
student in Mathematical Sciences, Waseda University
Occupation
- 2007-2009
Research Associate in School of International Liberal Studies, Waseda
University
- 2009-2011 Assistant Professor in School of Business Administration, Faculty of Urban Liberal Arts, Tokyo Metropolitan University
- 2011-Present Assistant Professor in School of International Liberal Studies, Waseda University
- Empirical Likelihood
- Time Series Analysis
- Stable distributions
- Financial Engineering
Papers
- Ogata
H. (2005). Empirical likelihood approach for non Gaussian stationary processes. Scientiae Mathematicae Japonicae,
62, No 3, 429-438, :e2005, 465-474.
- Taniguchi, M.,
Shiraishi, H. & Ogata H. (2007). Improved estimation for the autocovariances of a Gaussian stationary process. Statistics, 41,
Issue 4, 269-277.
- Ogata,
H. &
Taniguchi, M. (2009). Cressie-Read power-divergence statistics for non Gaussian vector stationary processes.
Scandinavian Journal of Statistics, 36, 141-156.
- Taniguchi,
M.,
Ogata H. & Shiraishi, H, (2009). Preliminary test estimation for regression models with long-memory disturbance. Communications in Statistics -Theory and Methods- (S. Zacks festschrift issues), 38, Issue 16 & 17, 3213-3224.
- Kanai, H., Ogata, H. & Taniguchi, M. (2010). Estimating function approach for CHARN models. Metron, 68, n-1. 1-21 .
- Ogata,
H. &
Taniguchi, M. (2010). An empirical likelihood approach for
non-Gaussian vector stationary processes and its application to minimum
contrast estimation. Australian & New Zealand Journal of Statistics, 52, No.4, 451-468.
- Ogata, H. (2010). Empirical likelihood estimation for a class of stable processes. Journal of the Japan Statistical Society, 40, No.2, 207-219.
- Ogata, H. Estimation for multivatiate stable distributions with generalized empirical likelhood. Journal of Econometrics, To appear.
- Shiraishi, H., Ogata, H., Amano, T., Patilea, V., Veredas, D. & Taniguchi, M. Optimal portfolios with end-of-period target. Advances in Decision Sciences, To appear.
Proceedings
- Ogata,
H. and Akahira, M. (2004).
Conditional confidence
intervals for a location-scale parameter family of distributions.
(Japanese) RIMS Kokyuroku, 1380, 80-93.
- Ogata, H. (2007). Empirical likelihood approach for non-Gaussian locally stationary processes. Proceedings 1st Waseda-Brussels Seminar on Time Series and Statistical Finance.
- Ogata, H. (2008). Application of empirical likelihood method to dependent stable distributions. Proceedings 3rd Waseda-Brussels Seminar on Time Series and Statistical Finance.
- Ogata,
H. (2009). Application of empirical likelihood method to time series
model. RIMS Kokyuroku, 1621, 88-103.
- Ogata, H. Estimation for multivariate stable distributions. RIMS Kokyuroku, To appear.
- Ogata,
H. Empirical likelihood approach for non-Gaussian locally stationary processes.
- Dominicy,
Y., Ogata, H. & Veredas, D. (Very) Fast estimation and testing for (very) large dimensional heavy-tailed elliptical distributions.
Last Up Date : Jan 28, 2012
Open
: Apr 24, 2007
Copyright (C) Hiroaki OGATA 2012. All rights reserved.