@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{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,
}

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

@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{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,
}