Följ
Daisuke Kurisu
Daisuke Kurisu
Center for Spatial Information Science, The University of Tokyo
Verifierad e-postadress på csis.u-tokyo.ac.jp - Startsida
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Nonparametric regression for locally stationary random fields under stochastic sampling design
D Kurisu
Bernoulli 28 (2), 1250-1275, 2022
152022
Inference on distribution functions under measurement error
K Adusumilli, D Kurisu, T Otsu, YJ Whang
Journal of Econometrics 215 (1), 131-164, 2020
152020
Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data
D Kurisu, K Kato, X Shao
Journal of the American Statistical Association, 1-21, 2023
132023
Separating information maximum likelihood method for high-frequency financial data
N Kunitomo, S Sato, D Kurisu
Springer, 2018
132018
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
K Kato, D Kurisu
Stochastic Processes and their Applications 130 (3), 1159-1205, 2020
122020
Nonparametric regression for locally stationary functional time series
D Kurisu
Electronic Journal of Statistics 16 (2), 3973-3995, 2022
112022
On the uniform convergence of deconvolution estimators from repeated measurements
D Kurisu, T Otsu
Econometric Theory 38 (1), 172-193, 2022
92022
Comparing estimation methods of non-stationary errors-in-variables models
N Kunitomo, N Awaya, D Kurisu
Japanese Journal of Statistics and Data Science 3 (1), 73-101, 2020
92020
On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
D Kurisu
Statistics & Probability Letters 154, 108543, 2019
92019
Adaptive deep learning for nonlinear time series models
D Kurisu, R Fukami, Y Koike
arXiv preprint arXiv:2207.02546, 2022
8*2022
Particulate air pollution, birth outcomes, and infant mortality: Evidence from Japan's automobile emission control law of 1992
T Inoue, N Nunokawa, D Kurisu, K Ogasawara
SSM-population health 11, 100590, 2020
72020
Detecting factors of quadratic variation in the presence of market microstructure noise
N Kunitomo, D Kurisu
Japanese Journal of Statistics and Data Science, 1-41, 2021
52021
Power Variations and Testing for Co‐Jumps: The Small Noise Approach
D Kurisu
Scandinavian Journal of Statistics 45 (3), 482-512, 2018
52018
Effects of jumps and small noise in high-frequency financial econometrics
N Kunitomo, D Kurisu
Asia-Pacific Financial Markets 24 (1), 39-73, 2017
42017
On the estimation of locally stationary functional time series
D Kurisu
arXiv preprint arXiv:2105.11873, 2021
32021
Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
D Kurisu
Electronic Journal of Statistics 13 (2), 2521-2565, 2019
3*2019
Local polynomial trend regression for spatial data on
D Kurisu, Y Matsuda
arXiv preprint arXiv:2211.13467, 2022
22022
Discretization of self-exciting peaks over threshold models
D Kurisu
Tokyo Tech IEE Working Paper 2018-3, Tokyo Institute of Technology. https …, 2018
22018
On linearization of nonparametric deconvolution estimators for repeated measurements model
D Kurisu, T Otsu
Journal of Multivariate Analysis 189, 104921, 2022
12022
Adaptively Robust Small Area Estimation: Balancing Robustness and Efficiency of Empirical Bayes Confidence Intervals
D Kurisu, T Ishihara, S Sugasawa
arXiv preprint arXiv:2108.11551, 2021
12021
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Artiklar 1–20