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Martingale Methods in Statistics

Nishiyama, Yoichi

1, 2021

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Weak convergence of marked empirical processes in a Hilbert space and its applications

Electronic journal of statistics, 2020-01, Vol.14 (2)

2020

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Nonparametric inference in multiplicative intensity model by discrete time observation

Annals of the Institute of Statistical Mathematics, 2010-10, Vol.62 (5), p.823-833

Nishiyama, Yoichi

2010

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The Dantzig Selector for Diffusion Processes with Covariates

JOURNAL OF THE JAPAN STATISTICAL SOCIETY, 2017/07/21, Vol.47(1), pp.59-73

2017

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Asymptotically distribution free test for parameter change in a diffusion process model

Annals of the Institute of Statistical Mathematics, 2012-10, Vol.64 (5), p.911-918

2012

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Goodness of fit test for ergodic diffusion processes

Annals of the Institute of Statistical Mathematics, 2009-12, Vol.61 (4), p.919-928

2009

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A Rank Statistic for Non-parametric k-sample and Change Point Problems

JOURNAL OF THE JAPAN STATISTICAL SOCIETY, 2011/08/19, Vol.41(1), pp.067-073

Nishiyama, Yoichi

2011

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Some problems in nonparametric inference for the stress release process related to the local time

Annals of the Institute of Statistical Mathematics, 2012-10, Vol.64 (5), p.991-1007

2012

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Goodness-of-fit test for a nonlinear time series

Journal of time series analysis, 2009-11, Vol.30 (6), p.674-681

Nishiyama, Yoichi

2009

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Goodness of fit test for small diffusions by discrete time observations

Annals of the Institute of Statistical Mathematics, 2011-04, Vol.63 (2), p.211-225

2011

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The lq consistency of the Dantzig selector for Cox’s proportional hazards model

Journal of statistical planning and inference, 2017-02, Vol.181, p.62-70

2017

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Z-process method for change point problems with applications to discretely observed diffusion processes

Statistical methods & applications, 2017-06, Vol.26 (2), p.231-250

2017

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Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach

Journal of nonparametric statistics, 2011-06, Vol.23 (2), p.237-254

2011

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Two Sample Problem for Rounded Data

JOURNAL OF THE JAPAN STATISTICAL SOCIETY, 2010/02/28, Vol.39(2), pp.233-238

Nishiyama, Yoichi

2009

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The l q consistency of the Dantzig selector for Cox’s proportional hazards model

Journal of statistical planning and inference, 2017-02, Vol.181, p.62-70

2017

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ASYMPTOTIC THEORY OF SEMIPARAMETRIC Z -ESTIMATORS FOR STOCHASTIC PROCESSES WITH APPLICATIONS TO ERGODIC DIFFUSIONS AND TIME SERIES

The Annals of statistics, 2009-12, Vol.37 (6A), p.3555-3579

Nishiyama, Yoichi

2009

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Donsker's Theorem for Discretized Data

JOURNAL OF THE JAPAN STATISTICAL SOCIETY, 2009/02/24, Vol.38(3), pp.505-515

Nishiyama, Yoichi

2008

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Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators

Annals of the Institute of Statistical Mathematics, 2006-06, Vol.58 (2), p.211-222

2006

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Review on Goodness of Fit Tests for Ergodic Diffusion Processes by Different Sampling Schemes

Economic notes - Monte Paschi Siena, 2010-02, Vol.39 (1-2), p.91-106

2010

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Moment convergence of Z-estimators

Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, 2017-10, Vol.20 (3), p.387-397

2017

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On L2 space approach to change point problems

Journal of statistical planning and inference, 2014-06, Vol.149, p.46-59

2014

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On Z-estimation by rounded data

Journal of statistical planning and inference, 2011, Vol.141 (1), p.287-292

Nishiyama, Yoichi

2011

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A Maximal Inequality for Continuous Martingales and M-Estimation in a Gaussian White Noise Model

The Annals of statistics, 1999-04, Vol.27 (2), p.675-696

Nishiyama, Yoichi

1999

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Estimation for the invariant law of an ergodic diffusion process based on high-frequency data

Journal of nonparametric statistics, 2011-12, Vol.23 (4), p.909-915

Nishiyama, Yoichi

2011

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Impossibility of weak convergence of kernel density estimators to a non-degenerate law in L2(d)

Journal of nonparametric statistics, 2011-03, Vol.23 (1), p.129-135

Nishiyama, Yoichi

2011

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Martingale Methods in Statistics

Weak convergence of marked empirical processes in a Hilbert space and its applications

Nonparametric inference in multiplicative intensity model by discrete time observation

The Dantzig Selector for Diffusion Processes with Covariates

Asymptotically distribution free test for parameter change in a diffusion process model

Goodness of fit test for ergodic diffusion processes

A Rank Statistic for Non-parametric k-sample and Change Point Problems

Some problems in nonparametric inference for the stress release process related to the local time

Goodness-of-fit test for a nonlinear time series

Goodness of fit test for small diffusions by discrete time observations

The lq consistency of the Dantzig selector for Cox’s proportional hazards model

Z-process method for change point problems with applications to discretely observed diffusion processes

Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach

Two Sample Problem for Rounded Data

The l q consistency of the Dantzig selector for Cox’s proportional hazards model

ASYMPTOTIC THEORY OF SEMIPARAMETRIC Z -ESTIMATORS FOR STOCHASTIC PROCESSES WITH APPLICATIONS TO ERGODIC DIFFUSIONS AND TIME SERIES

Donsker's Theorem for Discretized Data

Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators

Review on Goodness of Fit Tests for Ergodic Diffusion Processes by Different Sampling Schemes

Moment convergence of Z-estimators

On L2 space approach to change point problems

On Z-estimation by rounded data

A Maximal Inequality for Continuous Martingales and M-Estimation in a Gaussian White Noise Model

Estimation for the invariant law of an ergodic diffusion process based on high-frequency data

Impossibility of weak convergence of kernel density estimators to a non-degenerate law in L2(d)

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