Yuta Koike
Yuta Koike
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The yuima project: A computational framework for simulation and inference of stochastic differential equations
A Brouste, M Fukasawa, H Hino, S Iacus, K Kamatani, Y Koike, H Masuda, ...
Journal of statistical software 57, 1-51, 2014
Improved central limit theorem and bootstrap approximations in high dimensions
V Chernozhuokov, D Chetverikov, K Kato, Y Koike
The Annals of Statistics 50 (5), 2562-2586, 2022
High-dimensional central limit theorems by Stein’s method
X Fang, Y Koike
The Annals of Applied Probability 31 (4), 1660-1686, 2021
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
V Chernozhukov, D Chetverikov, Y Koike
The Annals of Applied Probability 33 (3), 2374-2425, 2023
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
Y Koike
Japanese Journal of Statistics and Data Science 4, 257-297, 2021
High-dimensional data bootstrap
V Chernozhukov, D Chetverikov, K Kato, Y Koike
Annual Review of Statistics and Its Application 10 (1), 427-449, 2023
Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, microstructure noise and jumps
Y Koike
Econometric Theory 32 (3), 533-611, 2016
Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling
Y Koike
Stochastic processes and their applications 124 (8), 2699-2753, 2014
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
X Fang, Y Koike
The Annals of Applied Probability 32 (1), 602-631, 2022
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data
Y Koike
An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps
Y Koike
Scandinavian Journal of Statistics 41 (2), 460-481, 2014
Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise
Y Koike
High-dimensional central limit theorems for homogeneous sums
Y Koike
Journal of Theoretical Probability 36 (1), 1-45, 2023
Time endogeneity and an optimal weight function in pre-averaging covariance estimation
Y Koike
Statistical Inference for Stochastic Processes 20, 15-56, 2017
Wavelet-based methods for high-frequency lead-lag analysis
T Hayashi, Y Koike
SIAM Journal on Financial Mathematics 9 (4), 1208-1248, 2018
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls
X Fang, Y Koike
arXiv preprint arXiv:2009.00339, 2020
De-biased graphical lasso for high-frequency data
Y Koike
Entropy 22 (4), 456, 2020
Adaptive deep learning for nonparametric time series regression
D Kurisu, R Fukami, Y Koike
arXiv preprint arXiv:2207.02546, 2022
Oracle inequalities for sign constrained generalized linear models
Y Koike, Y Tanoue
Econometrics and Statistics 11, 145-157, 2019
From p-Wasserstein bounds to moderate deviations
X Fang, Y Koike
Electronic Journal of Probability 28, 1-52, 2023
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