Yoichi Nishiyama

Available identifiers

zbMath Open nishiyama.yoichiMaRDI QIDQ337695

List of research outcomes

Publication	Date of Publication	Type
Moment convergence of \(M\)-estimators	2024-07-16	Paper
Martingale Methods in Statistics	2021-09-02	Paper
Weak convergence of marked empirical processes in a Hilbert space and its applications	2020-11-05	Paper
Change point detection based on method of moment estimators	2020-10-07	Paper
From a stochastic maximal inequality to infinite-dimensional martingales	2020-04-28	Paper
The Dantzig Selector for Diffusion Processes with Covariates	2018-05-18	Paper
Moment convergence of \(Z\)-estimators	2017-12-22	Paper
\(Z\)-process method for change point problems with applications to discretely observed diffusion processes	2017-09-19	Paper
A stochastic maximal inequality, strict countability, and infinite-dimensional martingales	2017-07-27	Paper
The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model	2016-11-10	Paper
Goodness of fit test for small diffusions by discrete time observations	2016-02-01	Paper
Nonparametric inference in multiplicative intensity model by discrete time observation	2016-02-01	Paper
Goodness of fit test for ergodic diffusion processes	2016-01-15	Paper
On \(L^2\) space approach to change point problems	2014-05-05	Paper
A stochastic maximal inequality, strict countability, and related topics	2013-07-05	Paper
Asymptotically distribution free test for parameter change in a diffusion process model	2012-12-27	Paper
Some problems in nonparametric inference for the stress release process related to the local time	2012-12-27	Paper
Donsker's theorem for discretized data	2012-10-04	Paper
Two sample problem for rounded data	2012-10-04	Paper
Moment convergence of $Z$-estimators and $Z$-process method for change point problems	2012-06-29	Paper
A rank statistic for non-parametric \(k\)-sample and change point problems	2012-04-04	Paper
Estimation for the invariant law of an ergodic diffusion process based on high-frequency data	2011-12-21	Paper
Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach	2011-07-22	Paper
Impossibility of weak convergence of kernel density estimators to a non-degenerate law inL2(ℝd)	2011-07-22	Paper
Goodness-of-fit test for a nonlinear time series	2011-02-22	Paper
Goodness of fit test for ergodic diffusions by tick time sample scheme	2011-02-15	Paper
On \(Z\)-estimation by rounded data	2010-10-22	Paper
Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series	2009-12-09	Paper
Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments	2008-06-10	Paper
On the paper ``Weak convergence of some classes of martingales with jumps	2007-06-22	Paper
Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators	2006-09-12	Paper
Weak convergence of some classes of martingales with jumps.	2003-05-06	Paper
A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model	2001-01-30	Paper
https://portal.mardi4nfdi.de/entity/Q4940647	2000-02-24	Paper
Some central limit theorems for \(\ell^\infty\)-valued semimartingales and their applications	1998-09-08	Paper
Local asymptotic normality of a sequential model for marked point processes and its applications	1995-11-08	Paper

Research outcomes over time

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