@book{CTT100844549,
  author = {国友 直人 and 栗栖大輔},
  title = {極値現象の統計分析：裾の重い分布のモデリング},
  publisher = {朝倉書店},
  year = 2021,
}

@book{CTT100792240,
  author = {Naoto Kunitomo and Seisho Sato and Daisuke Kurisu},
  title = {Separating information maximum likelihood method for high-frequency financial data},
  publisher = {Springer},
  year = 2018,
}

@article{CTT100820125,
  author = {Daisuke Kurisu and Taisuke Otsu},
  title = {On linearization of nonparametric deconvolution estimators for repeated measurement models},
  journal = {Journal of Multivariate Analysis},
  year = 2021,
}

@article{CTT100861384,
  author = {Daisuke Kurisu and Takuya Ishihara and Shonosuke Sugasawa},
  title = {Robust and efficient empirical Bayes confidence intervals using gamma divergence},
  journal = {Working paper},
  year = 2021,
}

@article{CTT100820603,
  author = {Naoto Kunitomo and Daisuke Kurisu},
  title = {Detecting number of factors of quadratic variation in the presence of microstructure noise},
  journal = {Japanese Journal of Statistics and Data Science},
  year = 2021,
}

@article{CTT100823452,
  author = {Daisuke Kurisu},
  title = {Nonparametric regression for locally stationary random fields under stochastic sampling design},
  journal = {Bernoulli},
  year = 2021,
}

@article{CTT100820123,
  author = {Daisuke Kurisu and Taisuke Otsu},
  title = {Nonparametric inference for extremal conditional quantiles},
  journal = {Working paper},
  year = 2021,
}

@article{CTT100849043,
  author = {Daisuke Kurisu},
  title = {On the estimation of locally stationary functional time series},
  journal = {Working paper},
  year = 2021,
}

@article{CTT100849042,
  author = {Daisuke Kurisu},
  title = {Nonparametric regression for locally stationary functional time series},
  journal = {Working paper},
  year = 2021,
}

@article{CTT100845588,
  author = {Daisuke Kurisu and Kengo Kato and Xiaofeng Shao},
  title = {Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data},
  journal = {Working paper},
  year = 2021,
}

@article{CTT100820124,
  author = {Daisuke Kurisu and Taisuke Otsu},
  title = {On the uniform convergence of deconvolution estimators from repeated measurements},
  journal = {Econometric Theory},
  year = 2021,
}

@article{CTT100826173,
  author = {Tatsuki Inoue and Nana Nunokawa and Daisuke Kurisu and Kota Ogasawara},
  title = {Particulate air pollution, birth outcomes, and infant mortality: Evidence from Japan's automobile emission control law of 1992},
  journal = {Social Science & Medicine: Population Health},
  year = 2020,
}

@article{CTT100800869,
  author = {Naoto Kunitomo and Naoki Awaya and Daisuke Kurisu},
  title = {Comparing estimation methods of non-stationary errors-in-variables models},
  journal = {Japanese Journal of Statistics and Data Science},
  year = 2020,
}

@article{CTT100806369,
  author = {Karun Adusumilli and Daisuke Kurisu and Taisuke Otsu and Yoon-Jae Whang},
  title = {Inference on distribution functions under measurement error},
  journal = {Journal of Econometrics},
  year = 2020,
}

@article{CTT100800868,
  author = {Kengo Kato and Daisuke Kurisu},
  title = {Bootstrap confidence bands for spectral estimation of Levy densities under high-frequency observations},
  journal = {Stochastic Processes and their Applications},
  year = 2020,
}

@article{CTT100800862,
  author = {Daisuke Kurisu},
  title = {Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations.},
  journal = {Electronic Journal of Statistics},
  year = 2019,
}

@article{CTT100800861,
  author = {Daisuke Kurisu},
  title = {On nonparametric inference for spatial regression models under domain expanding and infill asymptotics},
  journal = {Statistics & Probability Letters},
  year = 2019,
}

@article{CTT100792237,
  author = {Naoto Kunitomo and Daisuke Kurisu and Naoki Awaya},
  title = {Simultaneous multivariate Hawkes-type point processes and their application to financial markets},
  journal = {Japanese Journal of Statistics and Data Science},
  year = 2018,
}

@article{CTT100792243,
  author = {栗栖大輔},
  title = {Levy 駆動型 Ornstein-Uhlenbeck 過程の Levy 測度に対する信頼バンドの構成},
  journal = {京都大学数理解析研究所講究録},
  year = 2018,
}

@article{CTT100792234,
  author = {Daisuke Kurisu},
  title = {Power variations and testing for co-jumps : the small noise approach},
  journal = {Scandinavian Journal of Statistics},
  year = 2018,
}

@article{CTT100792241,
  author = {栗栖大輔},
  title = {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},
  journal = {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)」},
  year = 2018,
}

@article{CTT100792231,
  author = {国友直人 and 江原 斐夫 and 栗栖大輔},
  title = {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},
  journal = {日本統計学会誌},
  year = 2017,
}

@article{CTT100792228,
  author = {Naoto Kunitomo and Daisuke Kurisu},
  title = {Effects of jumps and small noise in high-frequency financial econometrics},
  journal = {Asia-Pacific Financial Markets},
  year = 2017,
}

@inproceedings{CTT100865975,
  author = {栗栖大輔},
  title = {局所線形極値分点回帰},
  booktitle = {},
  year = 2022,
}

@inproceedings{CTT100864571,
  author = {Daisuke Kurisu},
  title = {On the estimation of nonstationary functional data},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100864569,
  author = {Daisuke Kurisu},
  title = {On the estimation of nonstationary functional time series},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100861385,
  author = {栗栖大輔},
  title = {非定常な関数時系列データの統計分析},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100861386,
  author = {栗栖大輔},
  title = {非定常な関数時系列データの特徴量推定},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100860083,
  author = {栗栖大輔},
  title = {スペクトルアプローチによる確率過程のジャンプ分析},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100865979,
  author = {栗栖大輔},
  title = {Spatially dependent wild bootstrap},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100856637,
  author = {Daisuke Kurisu},
  title = {Gaussian approximation and bootstrap for high-dimensional spatial data},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100856638,
  author = {Daisuke Kurisu},
  title = {Wild bootstrap for high-dimensional spatial data},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100847611,
  author = {Daisuke Kurisu},
  title = {Spatially dependent wild bootstrap for high-dimensional spatial data},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100844550,
  author = {Daisuke Kurisu},
  title = {Saptially dependent wild bootstrap for high-dimensional spatial data},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100840140,
  author = {Daisuke Kurisu},
  title = {Wild bootstrap for spatio-temporal data},
  booktitle = {},
  year = 2020,
}

@inproceedings{CTT100832196,
  author = {栗栖大輔},
  title = {Bootstrap for spatio-temporal data},
  booktitle = {},
  year = 2020,
}

@inproceedings{CTT100832197,
  author = {栗栖大輔},
  title = {Inference on extremal conditional quantiles},
  booktitle = {},
  year = 2020,
}

@inproceedings{CTT100831062,
  author = {栗栖大輔},
  title = {Nonparametric regression for locally stationary random fields},
  booktitle = {},
  year = 2020,
}

@inproceedings{CTT100830044,
  author = {栗栖大輔},
  title = {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},
  booktitle = {},
  year = 2020,
}

@inproceedings{CTT100828614,
  author = {栗栖大輔},
  title = {確率場に対する高次元正規近似},
  booktitle = {},
  year = 2020,
}

@inproceedings{CTT100810705,
  author = {Naoto Kunitomo and Daisuke Kurisu},
  title = {Detecting factors of quadratic variation in the presence of microstructure noise},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100808990,
  author = {栗栖大輔},
  title = {確率過程・確率場に対する高次元正規近似},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100803810,
  author = {栗栖大輔},
  title = {Nonparametric estimation of density functions from repeated measurements},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100803809,
  author = {国友直人 and 栗栖大輔},
  title = {Detecting factors of quadratic variation in the presence of market microstructure noise},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100800865,
  author = {Kengo Kato and Daisuke Kurisu},
  title = {Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100800863,
  author = {Naoto Kunitomo and Daisuke Kurisu},
  title = {Detecting the number of factors of quadratic variation in the presence of microstructure noise},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100800866,
  author = {栗栖大輔},
  title = {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},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100792279,
  author = {Daisuke Kurisu},
  title = {Nonparametric inference for Levy models},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100792280,
  author = {栗栖大輔},
  title = {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},
  booktitle = {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)},
  year = 2018,
}

@inproceedings{CTT100792271,
  author = {Daisuke Kurisu},
  title = {Nonparametric inference on Levy-driven Ornstein-Uhlenbeck processes},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100792277,
  author = {Daisuke Kurisu},
  title = {Bootstrap confidence bands for Lévy densities under high-frequency observations and its application to financial data},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100792267,
  author = {栗栖大輔},
  title = {Compound Poisson 駆動型 Ornstein-Uhlenbeck 過程のノンパラメトリック推定},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100792276,
  author = {Daisuke Kurisu},
  title = {Bootstrap confidence bands for Levy densities under high-frequency observations},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100792278,
  author = {Daisuke Kurisu},
  title = {Nonparametric inference on Levy measures of Levy-driven Ornstein-Uhlenbeck processes},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100792273,
  author = {Daisuke Kurisu},
  title = {Nonparametric inference on Levy-driven Ornstein-Uhlenbeck processes under discrete observations},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100792281,
  author = {栗栖大輔},
  title = {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},
  booktitle = {},
  year = 2018,
}

@misc{CTT100792246,
  author = {Daisuke Kurisu},
  title = {Discretization of self-exciting peaks over threshold models},
  year = 2018,
}