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Graduate School of Economics and Management /
Faculty of Economics

Tohoku University Logo

TOHOKU UNIVERSITY
Graduate School of Economics and Management / Faculty of Economics

Yasumasa Matsuda

Professor

Curriculum Vitae

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

Academic Degree

Ph.D. in Statistics

Academic Degree

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

Continuous auto-regressive moving average random fields on Rn. J. Roy. Statist. Soc. Ser. B,79(3),833-857, 2017

Locally stationary spatio-temporal processes. Japanese Journal of Statistics and Data Science, 1(1), 41-57, 2018

Spatial autoregressive conditional heteroskedasticity models. Joutnal of the Japan Statistical Society, 47(2), 221-236, 2017

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)

Coordinating Editor for Japanese Journal of Statistics and Data Science

Email

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