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Fumiya Akashi (明石郁哉)
Ph.D. in Science

Assistant Professor
Faculty of Economics, University of Tokyo

Curriculum Vitae (PDF)

Publications (PDF)

Talks (PDF)

Research interest

• Time series analysis
• Infinite variance process
• Nonlinear time series
• Robust regression methods
• Tensor-valued distributions

Working/Submitted papers

• Robust low-rank regression in VAR models by a spatial median-based empirical likelihood estimator
• Self-weighted quasi-maximum exponential likelihood estimators for nonlinear time series models (joint work with Negri, I.)
• Asymptotic theory of rank-based estimator for possibly infinite variance autoregressive models
• Inference for non-stationary heavy tailed time series (joint work with Fokianos, K. and Hirukawa, J.)