Graduate School of Economics and Management / Faculty of Economics, Tohoku University

TOP > Faculty Member TOP > Plofile

Faculty Member

Yasumasa Matsuda

Curriculum Vitae

1991B.A., Mathematics, Tokyo Institute of Technology
1994M.A., Statistics, Tokyo Institute of Technology
1999Ph.D., Statistics, Tokyo Institute of Technology

Academic Degree

Ph.D. in Statistics

Current Position

Professor of Economic Statistics, Graduate School of Economics and Management, Tohoku University

Fields of Research

Spatial statistics, time series analysis

Research Topics

Fourier analysis of spatial data

Analysis of financial time series by Stochastic Volatility models

Graphical modelling for multivariate time series

Courses

Graduate: (Seminars excl.) Statistics a, b

Undergraduate:(Seminars excl.) Econometrics

Main Research Results

Fourier analysis of irregularly spaced data on Rd. Journal of the Royal Statistical Society, Series B.,71,1, pp. 191-217, 2009

On nonparametric and semiparametric testing for multivariate time series. Annals of Statistics. Vol. 37, 6, 3529-3554.

A test statistic for graphical modelling of multivariate time series. Biometrika, 93,2, pp. 399-409, 2006

Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion. Bernoulli, 12, 2, pp.221-249, 2006

On testing for separable correlations of multivariate time series. Journal of Time Series Analysis, 25, pp. 501-528, 2004

Others (Awards, Contribution to Society etc.)

JSPS prize (2010)

Associate Editor for Annals of the Institute of the Statistical Mathematics

Links

Academic Research Staff at Tohoku University

Email

@...