Daisuke Kurisu

Available identifiers

zbMath Open kurisu.daisukeMaRDI QIDQ721136

List of research outcomes

Publication	Date of Publication	Type
Adaptive deep learning for nonlinear time series models	2024-11-05	Paper
Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data	2024-11-01	Paper
Local polynomial trend regression for spatial data on $\mathbb{R}^d$	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	2022-08-04	Paper
Nonparametric regression for locally stationary random fields under stochastic sampling design	2022-05-16	Paper
ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS	2022-03-21	Paper
On linearization of nonparametric deconvolution estimators for repeated measurements model	2022-03-01	Paper
Detecting factors of quadratic variation in the presence of market microstructure noise	2021-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q5011451	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	2020-08-26	Paper
Nonparametric regression for locally stationary random fields under stochastic sampling design	2020-05-13	Paper
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations	2020-02-24	Paper
Inference on distribution functions under measurement error	2020-02-17	Paper
Simultaneous multivariate Hawkes-type point processes and their application to financial markets	2019-10-18	Paper
On nonparametric inference for spatial regression models under domain expanding and infill asymptotics	2019-09-25	Paper
Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations	2019-08-06	Paper
Effects of jumps and small noise in high-frequency financial econometrics	2018-12-03	Paper
Power Variations and Testing for Co‐Jumps: The Small Noise Approach	2018-10-08	Paper
Separating information maximum likelihood method for high-frequency financial data	2018-07-18	Paper
Discretization of Self-Exciting Peaks Over Threshold Models	2016-12-19	Paper

Research outcomes over time

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