Web Page for Yoichi Nishiyama

西山陽一のウェッブページ

  • Personal Data
    • Ph.D. in 1998 at Utrecht University supervised by Prof. dr. Richard D. Gill.
      • Ph.D. Thesis: Entropy Methods for Martingales. 
    • Professor at School of International Liberal Studies, Waseda University:
      • Additionally appointed at Graduate School of International Culture and Communication Studies, Waseda University; 
      • Additionally appointed at Graduate School of Fundamental Science and Engeneering, Waseda University. 
    • [Past positions] I worked at The Institute of Statistical Mathematics, Research Organization of Information and Systems from 1994 to 2015. 
    • Co-Editor of Ann. Inst. Statist. Math. (2015-2017). 
    • Editor-in-Chief of J. Japan Statist. Soc. (2013-2015). 
    • Associate Editor of: Ann. Inst. Statist. Math. (2008-2015); J. Japan Statist. Soc. (2010-2013); Proc. Inst. Statist. Math. (2008-2010); Sugaku (2007-2009). 
    • Honor: JSS Ogawa Award (2009).
  • Contact Address
    • Faculty of International Research and Education, Waseda University
      1-6-1 Nishi-Waseda, Shinjuku-ku, Tokyo 169-8050, Japan
    • Email: nishiyama [at] waseda [dot] jp
  • Research Interests
    • [Random fields] Maximal inequality; weak convergence; tightness; metric entropy; bracketing entropy; empirical process; regularity of random fields; stochastic convergence in Banach and Hilbert spaces. 
    • [Semimartingales] Counting process; diffusion process; (finite or infinite-dimensional) martingale central limit theorems; discrete sampling of stochastic processes. 
    • [Statistical inference] Local asymptotic normality; asymptotic efficiency; semiparametric model; adaptive estimator; M-estimator; Z-estimator; Dantzig selector; Akaike’s information criterion; goodness-of-fit test; change point test; kernel estimator; projection estimator; rounded data. 
    • [Applications] Survival analysis (especially, Cox’s regression models); econometrics; mathematical finance; statistical seismology. 
  • Books
    • Nishiyama, Y. (2022). Martingale Methods in Statistics. Monographs on Statistics and Applied Probability 170, Chapman & Hall/CRC, Boca Raton, New York, Oxford. (xiii + 245 pp)
    • Nishiyama, Y. (2011). Statistical Analysis by the Theory of Martingales. (In Japanese.) Kindaikagakusha, Tokyo. (xiv + 168 pp)
      • 西山陽一 (2011)．『マルチンゲール理論による統計解析』 近代科学社，東京．（xiv + 168 ページ)　[正誤表： 初版第１刷，初版第２刷]
    • Nishiyama, Y. (2000). Entropy Methods for Martingales. CWI Tract 128, Centrum voor Wiskunde en Informatica, Amsterdam. (viii + 140 pp) [Free Full Text]
  • Ph.D. Theses of Former Students
    • Kou Fujimori (2019). The Dantzig selector for statistical models of stochastic processes in high-dimensional and sparse settings. Waseda University.
    • Koji Tsukuda (2015). Contributions to the weak convergence theory in Hilbert spaces and its applications. The Graduate University for Advanced Studies.
  • SILS Nishiyama-zemi [Official Web Page]