Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Daisuke Kurisu"'
Publikováno v:
SSM: Population Health, Vol 11, Iss , Pp 100590- (2020)
This study investigates the impacts of the Automobile NOx Law of 1992 on ambient air pollutants and fetal and infant health outcomes in Japan. Using panel data taken from more than 1500 monitoring stations between 1987 and 1997, we find that NOx and
Externí odkaz:
https://doaj.org/article/6f713243b95b499dbcc98eb1f6728e1e
Publikováno v:
Journal of Econometrics. 215:131-164
This paper is concerned with inference on the cumulative distribution function (cdf) F X ∗ in the classical measurement error model X = X ∗ + ϵ . We consider the case where the density of the measurement error ϵ is unknown and estimated by repe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8fc0ab676149886f52a8f1773b9cd1c3
http://t2r2.star.titech.ac.jp/cgi-bin/publicationinfo.cgi?q_publication_content_number=CTT100806369
http://t2r2.star.titech.ac.jp/cgi-bin/publicationinfo.cgi?q_publication_content_number=CTT100806369
Autor:
Taisuke Otsu, Daisuke Kurisu
This paper studies the uniform convergence rates of Li and Vuong’s (1998, Journal of Multivariate Analysis 65, 139–165; hereafter LV) nonparametric deconvolution estimator and its regularized version by Comte and Kappus (2015, Journal of Multivar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c572f117251a1b1781309d12e1c5c4b3
http://eprints.lse.ac.uk/107533/
http://eprints.lse.ac.uk/107533/
Autor:
Daisuke Kurisu, Taisuke Otsu
Publikováno v:
Journal of Multivariate Analysis. 189:104921
By utilizing intermediate Gaussian approximations, this paper establishes asymptotic linear representations of nonparametric deconvolution estimators for the classical measurement error model with repeated measurements. Our result is applied to deriv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a8b2d40bf3cbe2b3ab11c6cb839041d
https://doi.org/10.1016/j.jmva.2021.104921
https://doi.org/10.1016/j.jmva.2021.104921
Publikováno v:
Japanese Journal of Statistics and Data Science. 1(2):297-332
In economic and financial time series we sometimes observe sudden and large price jumps. Although these events are relatively rare, they have significant impacts on not only a given financial market but also several different markets and wider macro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c8283f3575823718bca9a78ce708cc9f
http://hdl.handle.net/10291/20760
http://hdl.handle.net/10291/20760
Autor:
Daisuke Kurisu
Publikováno v:
Scandinavian Journal of Statistics. 45:482-512
In this paper, we study the effects of noise on bipower variation, realized volatility (RV) and testing for co‐jumps in high‐frequency data under the small noise framework. We first establish asymptotic properties of bipower variation in this fra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12e114d35dd6796e4485ff07a5be66d4
https://doi.org/10.1111/sjos.12309
https://doi.org/10.1111/sjos.12309
Autor:
Naoto Kunitomo, Daisuke Kurisu
Publikováno v:
Asia-Pacific Financial Markets. 24:39-73
Several new statistical procedures for high-frequency financial data analysis have been developed to estimate risk quantities and test the presence of jumps in the underlying continuous-time financial processes. Although the role of micro-market nois
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::391df157c7b11008c792dcaee37a90b6
https://doi.org/10.1007/s10690-017-9223-4
https://doi.org/10.1007/s10690-017-9223-4
Autor:
Naoto Kunitomo, Daisuke Kurisu
A method of detecting latent factors of quadratic variation (QV) of Itô semimartingales from a set of discrete observations is developed when the market microstructure noise is present. We propose a new way to determine the number of latent factors
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dc8780b129c9bef6a85c260850d9d38d
http://t2r2.star.titech.ac.jp/cgi-bin/publicationinfo.cgi?q_publication_content_number=CTT100803809
http://t2r2.star.titech.ac.jp/cgi-bin/publicationinfo.cgi?q_publication_content_number=CTT100803809
Publikováno v:
Japanese Journal of Statistics and Data Science.
We investigate the estimation methods of the multivariate non-stationary errors-in-variables models when there are non-stationary trend components and the measurement errors or noise components. We compare the maximum likelihood (ML) estimation and t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b8d0709976a3785abd54bbf93a4d446
http://hdl.handle.net/10291/20761
http://hdl.handle.net/10291/20761
Publikováno v:
SSM: Population Health, Vol 11, Iss, Pp 100590-(2020)
SSM-Population Health
SSM-Population Health
This study investigates the impacts of the Automobile NOx Law of 1992 on ambient air pollutants and fetal and infant health outcomes in Japan. Using panel data taken from more than 1,500 monitoring stations between 1987 and 1997, we find that NOx and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9b02d5f476e0019c369e6b3be8f243d8
http://arxiv.org/abs/1905.04417
http://arxiv.org/abs/1905.04417