Test for parameter change in diffusion processes by cusum statistics based on one-step estimators S Lee, Y Nishiyama, N Yoshida
Annals of the Institute of Statistical Mathematics 58, 211-222, 2006
52 2006 Entropy methods for martingales Y Nishiyama
Centrum voor Wiskunde en Informatica, 2000
46 2000 Weak convergence of some classes of martingales with jumps Y Nishiyama
The Annals of Probability 28 (2), 685-712, 2000
43 2000 Goodness of fit test for ergodic diffusion processes I Negri, Y Nishiyama
Annals of the Institute of Statistical Mathematics 61, 919-928, 2009
41 2009 A maximal inequality for continuous martingales and -estimation in a Gaussian white noise model Y Nishiyama
The Annals of Statistics 27 (2), 675-696, 1999
32 1999 Some central limit theorems for ℓ∞ -valued semimartingales and their applications Y Nishiyama
Probability theory and related fields 108, 459-494, 1997
31 1997 Asymptotic theory of semiparametric Z -estimators for stochastic processes with applications to ergodic diffusions and time series Y Nishiyama
20 2009 Asymptotically distribution free test for parameter change in a diffusion process model I Negri, Y Nishiyama
Annals of the Institute of Statistical Mathematics 64, 911-918, 2012
19 2012 Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach H Masuda, I Negri, Y Nishiyama
Journal of Nonparametric Statistics 23 (2), 237-254, 2011
14 2011 Moment convergence of M ‐estimators Y Nishiyama
Statistica Neerlandica 64 (4), 505-507, 2010
14 2010 Z -process method for change point problems with applications to discretely observed diffusion processesI Negri, Y Nishiyama
Statistical Methods & Applications 26, 231-250, 2017
13 2017 Goodness of fit test for ergodic diffusions by tick time sample scheme I Negri, Y Nishiyama
Statistical inference for stochastic processes 13, 81-95, 2010
11 2010 Goodness of fit test for small diffusions by discrete time observations I Negri, Y Nishiyama
Annals of the Institute of Statistical Mathematics 63, 211-225, 2011
9 * 2011 The lq consistency of the Dantzig selector for Cox’s proportional hazards model K Fujimori, Y Nishiyama
Journal of Statistical Planning and Inference 181, 62-70, 2017
8 2017 Impossibility of weak convergence of kernel density estimators to a non-degenerate law in L 2 (ℝ d ) Y Nishiyama
Journal of Nonparametric Statistics 23 (1), 129-135, 2011
8 2011 Nonparametric estimation and testing time-homogeneity for processes with independent increments Y Nishiyama
Stochastic processes and their applications 118 (6), 1043-1055, 2008
8 2008 On the paper “Weak convergence of some classes of martingales with jumps” Y Nishiyama
8 2007 Statistical analysis by the theory of martingales Y Nishiyama
Japanese.) ISM Series 1, 2011
7 2011 A central limit theorem for l∞-valued martingale difference arrays and its application Y Nishiyama
7 1996 The Dantzig selector for diffusion processes with covariates K Fujimori, Y Nishiyama
Journal of the Japan Statistical Society 47 (1), 59-73, 2017
6 2017