Nonparametric regression for locally stationary random fields under stochastic sampling design D Kurisu Bernoulli 28 (2), 1250-1275, 2022 | 15 | 2022 |
Inference on distribution functions under measurement error K Adusumilli, D Kurisu, T Otsu, YJ Whang Journal of Econometrics 215 (1), 131-164, 2020 | 15 | 2020 |
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 | 13 | 2023 |
Separating information maximum likelihood method for high-frequency financial data N Kunitomo, S Sato, D Kurisu Springer, 2018 | 13 | 2018 |
Nonparametric regression for locally stationary functional time series D Kurisu Electronic Journal of Statistics 16 (2), 3973-3995, 2022 | 12 | 2022 |
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 | 12 | 2020 |
On the uniform convergence of deconvolution estimators from repeated measurements D Kurisu, T Otsu Econometric Theory 38 (1), 172-193, 2022 | 9 | 2022 |
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 | 9 | 2020 |
On nonparametric inference for spatial regression models under domain expanding and infill asymptotics D Kurisu Statistics & Probability Letters 154, 108543, 2019 | 9 | 2019 |
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 | 7 | 2020 |
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 | 5 | 2021 |
Power Variations and Testing for Co‐Jumps: The Small Noise Approach D Kurisu Scandinavian Journal of Statistics 45 (3), 482-512, 2018 | 5 | 2018 |
Effects of jumps and small noise in high-frequency financial econometrics N Kunitomo, D Kurisu Asia-Pacific Financial Markets 24 (1), 39-73, 2017 | 4 | 2017 |
On the estimation of locally stationary functional time series D Kurisu arXiv preprint arXiv:2105.11873, 2021 | 3 | 2021 |
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 | 2 | 2022 |
Discretization of self-exciting peaks over threshold models D Kurisu Tokyo Tech IEE Working Paper 2018-3, Tokyo Institute of Technology. https …, 2018 | 2 | 2018 |
On linearization of nonparametric deconvolution estimators for repeated measurements model D Kurisu, T Otsu Journal of Multivariate Analysis 189, 104921, 2022 | 1 | 2022 |
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 | 1 | 2021 |