| Publication | Date of Publication | Type |
|---|
Adaptive deep learning for nonlinear time series models
Bernoulli | 2024-11-05 | Paper |
Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
Journal of the American Statistical Association | 2024-11-01 | Paper |
Local polynomial trend regression for spatial data on \(\mathbb{R}^d\)
Bernoulli | 2024-08-20 | Paper |
| Local polynomial trend regression for spatial data on $\mathbb{R}^d$ | 2022-11-24 | Paper |
Nonparametric regression for locally stationary functional time series
Electronic Journal of Statistics | 2022-08-04 | Paper |
Nonparametric regression for locally stationary functional time series
Electronic Journal of Statistics | 2022-08-04 | Paper |
Nonparametric regression for locally stationary random fields under stochastic sampling design
Bernoulli | 2022-05-16 | Paper |
Nonparametric regression for locally stationary random fields under stochastic sampling design
Bernoulli | 2022-05-16 | Paper |
On the uniform convergence of deconvolution estimators from repeated measurements
Econometric Theory | 2022-03-21 | Paper |
On linearization of nonparametric deconvolution estimators for repeated measurements model
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Detecting factors of quadratic variation in the presence of market microstructure noise
Japanese Journal of Statistics and Data Science | 2021-12-17 | Paper |
| scientific article; zbMATH DE number 7387538 (Why is no real title available?) | 2021-08-27 | Paper |
| Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data | 2021-03-19 | Paper |
Comparing estimation methods of non-stationary errors-in-variables models
Japanese Journal of Statistics and Data Science | 2020-08-26 | Paper |
Nonparametric regression for locally stationary random fields under stochastic sampling design
(available as arXiv preprint) | 2020-05-13 | Paper |
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Stochastic Processes and their Applications | 2020-02-24 | Paper |
Inference on distribution functions under measurement error
Journal of Econometrics | 2020-02-17 | Paper |
Simultaneous multivariate Hawkes-type point processes and their application to financial markets
Japanese Journal of Statistics and Data Science | 2019-10-18 | Paper |
On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
Statistics & Probability Letters | 2019-09-25 | Paper |
Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
Electronic Journal of Statistics | 2019-08-06 | Paper |
Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
Electronic Journal of Statistics | 2019-08-06 | Paper |
Effects of jumps and small noise in high-frequency financial econometrics
Asia-Pacific Financial Markets | 2018-12-03 | Paper |
Power Variations and Testing for Co‐Jumps: The Small Noise Approach
Scandinavian Journal of Statistics | 2018-10-08 | Paper |
Separating information maximum likelihood method for high-frequency financial data
SpringerBriefs in Statistics | 2018-07-18 | Paper |
| Discretization of Self-Exciting Peaks Over Threshold Models | 2016-12-19 | Paper |
