The following pages link to Daisuke Kurisu (Q721136):
Displaying 18 items.
- Separating information maximum likelihood method for high-frequency financial data (Q721137) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Effects of jumps and small noise in high-frequency financial econometrics (Q1627808) (← links)
- On linearization of nonparametric deconvolution estimators for repeated measurements model (Q2078574) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
- Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics (Q2273709) (← links)
- Inference on distribution functions under measurement error (Q2295806) (← links)
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Simultaneous multivariate Hawkes-type point processes and their application to financial markets (Q2329858) (← links)
- Power Variations and Testing for Co‐Jumps: The Small Noise Approach (Q4685440) (← links)
- (Q5011451) (← links)
- ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS (Q5065461) (← links)
- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\) (Q6589573) (← links)
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data (Q6631682) (← links)
- Adaptive deep learning for nonlinear time series models (Q6632604) (← links)
