Graduate School of Mathematical Sciences, University of Tokyo
Graduate School of Mathematical Sciences, University of Tokyo.
3-8-1 Komaba, Meguro-ku, Tokyo 153-8914, Japan
E-mail : kyuta (at) ms.u-tokyo.ac.jp
Fields of Interest
Asymptotic statistics, Financial econometrics, High frequency data, Mathematical statistics, Statistics for stochastic processes.
Apr. 2006-Mar. 2010: Department of Mathematics, Tokyo Institute of Technology, Japan [Bachelor (Science), 2010]
Apr. 2010-Mar. 2012: Master course of Graduate School of Mathematical Sciences, University of Tokyo, Japan [Master (Mathematical Science), 2012]
Master Thesis: An estimator for the cumulative co-volatility of nonsynchronously observed semimartingales with jumps
Apr. 2012-Jul. 2014: Doctoral course of Graduate School of Mathematical Sciences, University of Tokyo, Japan (withdrawal for getting a job at The Institute of Statistical Mathematics)
Apr. 2015: Ph.D. (Mathematical Science; Doctorate by way of Dissertation), Graduate School of Mathematical Sciences, University of Tokyo, Japan
Dissertation: Covariance estimation from ultra-high-frequency data
Aug. 2014-Jul. 2015: Project Researcher at Risk Analysis Research Center, The Institute of Statistical Mathematics
Aug. 2015-Mar. 2016: Project Assistant Professor at Risk Analysis Research Center, The Institute of Statistical Mathematics
Apr. 2016-Oct. 2017: Assistant Professor at Department of Business Administration, Graduate School of Social Sciences, Tokyo Metropolitan University
Nov. 2017-present: Associate Professor at Graduate School of Mathematical Sciences,
University of Tokyo
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems (with X. Fang). To appear in Annals of Applied Probability. arXiv:2004.02101
Improved central limit theorem and bootstrap approximation in high dimensions (with V. Chernozhukov, D. Chetverikov, K. Kato). arXiv:1912.10529
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls (with X. Fang). arXiv:2009.00339
Nearly optimal central limit theorem and bootstrap approximations in high dimensions (with V. Chernozhukov, D. Chetverikov). arXiv:2012.09513
Other unpublished manuscripts
Central limit theorems for pre-averaging covariance estimators under endogenous sampling times. arXiv:1305.1229
(This is a preliminary version of "Time endogeneity and an optimal weight function in pre-averaging covariance estimation")
Higher order realized power variations of semi-martingales with applications (with Z. Liu). SSRN
(This is a preliminary version of "Asymptotic properties of the realized skewness and related statistics")
Presentations at seminars/conferences
Currently only after 2018
July 20, 2021 : Bernoulli-IMS 10th World Congress in Probability and Statistics, online.
June 25, 2021 : The 4th International Conference on Econometrics and Statistics (EcoSta 2021), online.
Dec. 1, 2020 : The LiU Seminar Series in Statistics and Mathematical Statistics, online.
Sep. 25, 2020 : CEQURA Conference 2020 on Advances in Financial and Insurance Risk Management, online.
Dec. 22, 2019 : The 11th ICSA International Conference, Hangzhou Dragon Hotel, Hangzhou, China.
Dec. 16, 2019 : 12th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2019), University of London, London, UK.
Aug. 21, 2019 : The 62nd ISI World Statistics Congress 2019, Kuala Lumpur Convention Centre, Kuala Lumpur, Malaysia.
July 25, 2019 : The 32nd European Meeting of Statisticians, University of Palermo, Palermo, Italy.
July 17, 2019 : The 3rd KAFE-JAFEE International Conference on Financial Engineering, Busan International Finance Center, Busan, Korea.
June 27, 2019 : The Third YUIMA Conference, Università di Padova, Brixen-Bressanone, Italy.
Mar. 25, 2019 : The Second YUIMA Conference, SAPIENZA University of Rome, Rome, Italy.
Jan. 30, 2019 : ASC2019 : Asymptotic Statistics and Computations, The University of Tokyo, Tokyo, Japan.
Jan. 29, 2019 : 4th Yuima Users Workshop, The University of Tokyo, Tokyo, Japan.
Dec. 15, 2018 : 11th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2018), University of Pisa, Pisa, Italy.
Oct. 4, 2018 : CEQURA Conference 2018 on Advances in Financial and Insurance Risk Management, Katholische Akademie in Bayern, Munich, Germany.
July 17, 2018 : 10th World Congress of the Bachelier Finance Society (Bachelier 2018), Trinity College Dublin, Dublin, Ireland.
June 29, 2018 : The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM 2018), National University of Singapole, Singapole.
June 19, 2018 : The 2nd International Conference on Econometrics and Statistics (EcoSta 2018), City University of Hong Kong, Hong Kong, China.
Mar. 27, 2018 : Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project, University of Milan, Milan, Italy.
Mar. 3, 2018 : 2018 Kagawa International Symposium "Recent Developments in Statistics and Econometrics", Kagawa University, Kagawa, Japan.
Feb. 5, 2018 : ASC2018 : Asymptotic Statistics and Computations, The University of Tokyo, Tokyo, Japan.