"栗栖大輔","局所線形極値分点回帰","JAFEE大会",,,,,,2022,Feb.
"Daisuke Kurisu","On the estimation of nonstationary functional data","CMStatistics2021",,,,,,2021,Dec.
"Daisuke Kurisu","On the estimation of nonstationary functional time series","CSA-KSS-JSS joint international session",,,,,,2021,Dec.
"Daisuke Kurisu,Taisuke Otsu","On linearization of nonparametric deconvolution estimators for repeated measurement models",,"Journal of Multivariate Analysis","Elsevier",,,,2021,Nov.
"栗栖大輔","非定常な関数時系列データの統計分析","シンポジウム「 多様な分野における統計科学に関する理論と方法論の革新的展開」",,,,,,2021,Sept.
"栗栖大輔","非定常な関数時系列データの特徴量推定","統計関連学会連合大会",,,,,,2021,Sept.
"栗栖大輔","スペクトルアプローチによる確率過程のジャンプ分析","第８回 統計数理研究所 リスク解析戦略研究センター 金融シンポジウム「金融が直面する新環境への対応と方法論?」",,,,,,2021,Aug.
"Daisuke Kurisu,Takuya Ishihara,Shonosuke Sugasawa","Robust and efficient empirical Bayes confidence intervals using gamma divergence",,"Working paper",,,,,2021,Aug.
"栗栖大輔","Spatially dependent wild bootstrap","横浜国立大学 国際社会科学研究院セミナー",,,,,,2021,Aug.
"Daisuke Kurisu","Gaussian approximation and bootstrap for high-dimensional spatial data","63rd ISI World Statistics Congress 2021",,,,,,2021,July
"Daisuke Kurisu","Wild bootstrap for high-dimensional spatial data","Bernoulli-IMS 10th World Congress",,,,,,2021,July
"Naoto Kunitomo,Daisuke Kurisu","Detecting number of factors of quadratic variation in the presence of microstructure noise",,"Japanese Journal of Statistics and Data Science","Springer","Vol. 4",,"pp. 601-641",2021,June
"Daisuke Kurisu","Nonparametric regression for locally stationary random fields under stochastic sampling design",,"Bernoulli",,,,,2021,June
"Daisuke Kurisu,Taisuke Otsu","Nonparametric inference for extremal conditional quantiles",,"Working paper",,,,,2021,May
"Daisuke Kurisu","On the estimation of locally stationary functional time series",,"Working paper",,,,,2021,May
"Daisuke Kurisu","Nonparametric regression for locally stationary functional time series",,"Working paper",,,,,2021,May
"Daisuke Kurisu","Spatially dependent wild bootstrap for high-dimensional spatial data","XV World Conference of the Spatial Econometrics Association",,,,,,2021,May
"Daisuke Kurisu","Saptially dependent wild bootstrap for high-dimensional spatial data","University of Alberta Statistics Seminar",,,,,,2021,Mar.
"Daisuke Kurisu,Kengo Kato,Xiaofeng Shao","Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data",,"Working paper",,,,,2021,Mar.
"国友 直人,栗栖大輔","極値現象の統計分析：裾の重い分布のモデリング",,,"朝倉書店",,,,2021,Mar.
"Daisuke Kurisu,Taisuke Otsu","On the uniform convergence of deconvolution estimators from repeated measurements",,"Econometric Theory",,,,,2021,Jan.
"Daisuke Kurisu","Wild bootstrap for spatio-temporal data","CMStatistics2020",,,,,,2020,Dec.
"栗栖大輔","Bootstrap for spatio-temporal data","東京大学 応用統計ワークショップ",,,,,,2020,Oct.
"栗栖大輔","Inference on extremal conditional quantiles","Data Science Workshop",,,,,,2020,Oct.
"栗栖大輔","Nonparametric regression for locally stationary random fields","統計関連学会連合大会",,,,,,2020,Sept.
"Tatsuki Inoue,Nana Nunokawa,Daisuke Kurisu,Kota Ogasawara","Particulate air pollution, birth outcomes, and infant mortality: Evidence from Japan's automobile emission control law of 1992",,"Social Science & Medicine: Population Health","Elsevier","vol. 11",,"pp. 100590",2020,Aug.
"栗栖大輔","点過程アプローチによる条件付き極値分位点のノンパラメトリック推定","極値理論の工学への応用",,,,,,2020,Aug.
"栗栖大輔","確率場に対する高次元正規近似","慶應義塾大学 計量経済学ワークショップ",,,,,,2020,July
"Naoto Kunitomo,Naoki Awaya,Daisuke Kurisu","Comparing estimation methods of non-stationary errors-in-variables models",,"Japanese Journal of Statistics and Data Science","Springer","Vol. 3",,"pp. 73-101",2020,June
"Karun Adusumilli,Daisuke Kurisu,Taisuke Otsu,Yoon-Jae Whang","Inference on distribution functions under measurement error",,"Journal of Econometrics","Elsevier","Vol. 215",,"pp. 131-164",2020,Mar.
"Kengo Kato,Daisuke Kurisu","Bootstrap confidence bands for spectral estimation of Levy densities under high-frequency observations",,"Stochastic Processes and their Applications","Elsevier","Vol. 130",,"pp. 1159-1205",2020,Mar.
"Naoto Kunitomo,Daisuke Kurisu","Detecting factors of quadratic variation in the presence of microstructure noise","CMStatistics2019",,,,,,2019,Dec.
"栗栖大輔","確率過程・確率場に対する高次元正規近似","細谷賞受賞講演",,,,,,2019,Nov.
"栗栖大輔","Nonparametric estimation of density functions from repeated measurements","データサイエンス・福島キャンプ2019",,,,,,2019,Aug.
"国友直人,栗栖大輔","Detecting factors of quadratic variation in the presence of market microstructure noise","第51回JAFEE大会",,,,,,2019,Aug.
"Daisuke Kurisu","Nonparametric inference on L?vy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations.",,"Electronic Journal of Statistics","The Institute of Mathematical Statistics","Vol. 13",,"pp. 2521-2565",2019,July
"Daisuke Kurisu","On nonparametric inference for spatial regression models under domain expanding and infill asymptotics",,"Statistics & Probability Letters","Elsevier","Vol. 154",,,2019,July
"Kengo Kato,Daisuke Kurisu","Bootstrap confidence bands for spectral estimation of L?vy densities under high-frequency observations","EcoSta2019",,,,,,2019,June
"Naoto Kunitomo,Daisuke Kurisu","Detecting the number of factors of quadratic variation in the presence of microstructure noise","SETA2019",,,,,,2019,June
"栗栖大輔","観測誤差が存在する場合の quadratic variation のファクター数の推定と検定","九州大学 統計科学セミナー",,,,,,2019,Apr.
"Daisuke Kurisu","Nonparametric inference for Levy models","ICMMA2018",,,,,,2019,Feb.
"Naoto Kunitomo,Daisuke Kurisu,Naoki Awaya","Simultaneous multivariate Hawkes-type point processes and their application to financial markets",,"Japanese Journal of Statistics and Data Science","Springer","vol. 1","no. 2","pp. 297-332",2018,Dec.
"栗栖大輔","不等間隔観測の下でのノンパラメトリック空間回帰モデルに対する統計的推測","データサイエンス・松本キャンプ2018","データサイエンス・松本キャンプ2018(新しい時系列計量分析の理論と応用)",,,,,2018,Dec.
"Daisuke Kurisu","Nonparametric inference on Levy-driven Ornstein-Uhlenbeck processes","CMStatistics2018",,,,,,2018,Dec.
"Daisuke Kurisu","Bootstrap confidence bands for L?vy densities under high-frequency observations and its application to financial data","STICERD Econometrics Seminar",,,,,,2018,Nov.
"栗栖大輔","Levy 駆動型 Ornstein-Uhlenbeck 過程の Levy 測度に対する信頼バンドの構成","Statistical Inference and Modeling","京都大学数理解析研究所講究録",,"vol. 2091",,"pp. 116-124",2018,Oct.
"栗栖大輔","Compound Poisson 駆動型 Ornstein-Uhlenbeck 過程のノンパラメトリック推定","統計関連学会連合大会",,,,,,2018,Sept.
"Daisuke Kurisu","Power variations and testing for co-jumps : the small noise approach",,"Scandinavian Journal of Statistics","Wiley","vol. 45","no. 3","pp. 482-512",2018,Sept.
"Daisuke Kurisu","Bootstrap confidence bands for Levy densities under high-frequency observations","RSFAS Seminar",,,,,,2018,Aug.
"Daisuke Kurisu","Nonparametric inference on Levy measures of Levy-driven Ornstein-Uhlenbeck processes","JSM2018",,,,,,2018,July
"Naoto Kunitomo,Seisho Sato,Daisuke Kurisu","Separating information maximum likelihood method for high-frequency financial data",,,"Springer",,,,2018,July
"Daisuke Kurisu","Nonparametric inference on Levy-driven Ornstein-Uhlenbeck processes under discrete observations","ISM-APRM2018",,,,,,2018,June
"Daisuke Kurisu","Discretization of self-exciting peaks over threshold models",,"Tokyo Tech IEE Working Paper",,,"No. 2018-3",,2018,May
"栗栖大輔","高頻度観測の下での Levy 密度のノンパラメトリック推定とブートストラップ法による confidence band の構成","無限分解可能過程に関連する諸問題","統計数理研究所共同研究リポート「無限分解可能過程に関連する諸問題(22)」",,"vol. 402",,"pp. 61-70",2018,Feb.
"栗栖大輔","高頻度観測の下でのブートストラップ法を用いたレヴィ密度のスペクトル推定量に対する信頼バンドの構成","関西計量経済学研究会",,,,,,2018,Jan.
"国友直人,江原 斐夫,栗栖大輔","多次元ホークス型モデルによるマクロ金融市場の因果性分析",,"日本統計学会誌",,"vol. 46","no. 2","pp. 137-171",2017,Mar.
"Naoto Kunitomo,Daisuke Kurisu","Effects of jumps and small noise in high-frequency financial econometrics",,"Asia-Pacific Financial Markets","Springer","vol. 24","no. 1","pp. 39-73",2017,Mar.