Yan Liu

Associate Professor, Department of Applied Mathematics, Waseda University

Joined

January 2026

Names

Yan Liu (Preferred)

Emails

****@waseda.jp (Confirmed)

,

****@ims.sci.waseda.ac.jp (Confirmed)

,

****@i.kyoto-u.ac.jp

,

****@aoni.waseda.jp

Personal Links

Career & Education History

Associate Professor

Department of Applied Mathematics, Waseda University (waseda.jp)

2023 – Present

Advisors, Relations & Conflicts

No relations added

Expertise

time series analysis

2011 – Present

Publications

Normalising Transformation of the Hill Estimator
Rikako Nomura, Yan Liu
- Australian & New Zealand Journal of Statistics
- Readers: Everyone
A note on testing for homoscedasticity in high-dimensional time series
Yosei Yoshida, Yan Liu
- Research in Statistics
- Readers: Everyone
Sparse principal component analysis for high‐dimensional stationary time series
Kou Fujimori, Yuichi Goto, Yan Liu, Masanobu Taniguchi
- Scandinavian Journal of Statistics
- Readers: Everyone
Higher‐order asymptotics of minimax estimators for time series
Xiaofei Xu, Yan Liu, Masanobu Taniguchi
- Journal of Time Series Analysis
- Readers: Everyone
Shrinkage estimation for multivariate time series
Yan Liu, Yoshiyuki Tanida, Masanobu Taniguchi
- Statistical Inference for Stochastic Processes
- Readers: Everyone
Minimax estimation for time series models
Yan Liu, Masanobu Taniguchi
- METRON
- Readers: Everyone
Statistical inference for quantiles in the frequency domain
Yan Liu
- Statistical Inference for Stochastic Processes
- Readers: Everyone
Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
Yan Liu
- Statistics & Probability Letters
- Readers: Everyone
Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities
Yan Liu, Hideaki Nagahata, Hirotaka Uchiyama, Masanobu Taniguchi
- Commun. Stat. Simul. Comput. 2017
- Readers: Everyone

Co-Authors