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Research Output 1995 2017

  • 133 Citations
  • 6 h-Index
  • 25 Article
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Article
2017
Cox Proportional Hazards Model
Selector
Hazards
Partial Likelihood
Hessian matrix
2016

Moment convergence of Z-estimators

Negri, I. & Nishiyama, Y., 2016 Jul 16, (Accepted/In press) In : Statistical Inference for Stochastic Processes. p. 1-11 11 p.

Research output: Contribution to journalArticle

M-estimator
Moment
Estimator
Cox Regression Model
Large Deviations
5 Citations (Scopus)

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

Negri, I. & Nishiyama, Y., 2016 Aug 27, (Accepted/In press) In : Statistical Methods and Applications. p. 1-20 20 p.

Research output: Contribution to journalArticle

Change-point Problem
Diffusion Process
Brownian Bridge
Fisher Information Matrix
Function Estimation
2014
2 Citations (Scopus)

On L2 space approach to change point problems

Tsukuda, K. & Nishiyama, Y., 2014, In : Journal of Statistical Planning and Inference. 149, p. 46-59 14 p.

Research output: Contribution to journalArticle

Change-point Problem
Approach Space
Hilbert spaces
Statistics
Goodness of Fit Test
2012
6 Citations (Scopus)

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

Negri, I. & Nishiyama, Y., 2012 Oct, In : Annals of the Institute of Statistical Mathematics. 64, 5, p. 911-918 8 p.

Research output: Contribution to journalArticle

Distribution-free Test
Diffusion Model
Diffusion Process
Process Model
Distribution-free
1 Citation (Scopus)
Nonparametric Inference
Local Time
Intensity Function
Estimator
Nonparametric Statistics
2011
Ergodic Processes
High-frequency Data
Diffusion Process
Invariant Distribution
Invariant
5 Citations (Scopus)

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

Masuda, H., Negri, I. & Nishiyama, Y., 2011 Jun, In : Journal of Nonparametric Statistics. 23, 2, p. 237-254 18 p.

Research output: Contribution to journalArticle

Discrete Time Observations
Goodness of Fit Test
Martingale
Distribution-free
Non-parametric test
2 Citations (Scopus)

Goodness of fit test for small diffusions by discrete time observations

Negri, I. & Nishiyama, Y., 2011 Apr, In : Annals of the Institute of Statistical Mathematics. 63, 2, p. 211-225 15 p.

Research output: Contribution to journalArticle

Discrete Time Observations
Goodness of Fit Test
Distribution-free
Non-parametric test
Limit Distribution
3 Citations (Scopus)
Kernel Density Estimator
Weak Convergence
Kernel Estimator
Probability Density
Asymptotic Normality

On Z-estimation by rounded data

Nishiyama, Y., 2011 Jan, In : Journal of Statistical Planning and Inference. 141, 1, p. 287-292 6 p.

Research output: Contribution to journalArticle

Rounding error
Sample Size
Discretization
Tend
Continuous Distributions
2010
5 Citations (Scopus)

Goodness of fit test for ergodic diffusions by tick time sample scheme

Negri, I. & Nishiyama, Y., 2010 Apr, In : Statistical Inference for Stochastic Processes. 13, 1, p. 81-95 15 p.

Research output: Contribution to journalArticle

Goodness of Fit Test
Distribution-free
Non-parametric test
Supremum
Null hypothesis
3 Citations (Scopus)

Moment convergence of M-estimators

Nishiyama, Y., 2010 Nov, In : Statistica Neerlandica. 64, 4, p. 505-507 3 p.

Research output: Contribution to journalArticle

M-estimator
Moment
Empirical Process
Weak Convergence
Convergence Theorem
Discrete Time Observations
Nonparametric Inference
Multiplicative
Estimator
Discrete Observations

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

Negri, I. & Nishiyama, Y., 2010 Feb, In : Economic Notes. 39, 1-2, p. 91-106 16 p.

Research output: Contribution to journalArticle

Goodness of fit test
Sampling
Diffusion process
Coefficients
Ticks
2009
3 Citations (Scopus)
Nuisance Parameter
Asymptotic Theory
Stochastic Processes
Time series
Estimator

Goodness-of-fit test for a nonlinear time series

Nishiyama, Y., 2009 Nov, In : Journal of Time Series Analysis. 30, 6, p. 674-681 8 p.

Research output: Contribution to journalArticle

Distribution-free Test
Nonlinear Time Series
Goodness of Fit Test
Martingale
Random Field
17 Citations (Scopus)

Goodness of fit test for ergodic diffusion processes

Negri, I. & Nishiyama, Y., 2009 Dec, In : Annals of the Institute of Statistical Mathematics. 61, 4, p. 919-928 10 p.

Research output: Contribution to journalArticle

Ergodic Processes
Goodness of Fit Test
Diffusion Process
Marked Empirical Process
Covariance Function
2008
5 Citations (Scopus)
Nonparametric Testing
Processes with Independent Increments
Nonparametric Estimation
Fruits
Homogeneity
2007
2 Citations (Scopus)

On the paper "weak convergence of some classes of martingales with jumps"

Nishiyama, Y., 2007 May, In : Annals of Probability. 35, 3, p. 1194-1200 7 p.

Research output: Contribution to journalArticle

Tightness
Weak Convergence
Martingale
Jump
Maximal Inequality
2006
31 Citations (Scopus)

Test for parameter change in diffusion processes by cusum statistics based on one-step estimators

Lee, S., Nishiyama, Y. & Yoshida, N., 2006 Jun, In : Annals of the Institute of Statistical Mathematics. 58, 2, p. 211-222 12 p.

Research output: Contribution to journalArticle

CUSUM Test
Cumulative Sum
Diffusion Process
Statistics
Estimator
2000
15 Citations (Scopus)

Weak convergence of some classes of martingales with jumps

Nishiyama, Y., 2000 Apr, In : Annals of Probability. 28, 2, p. 685-712 28 p.

Research output: Contribution to journalArticle

Martingale Difference
Entropy Condition
Log-likelihood Ratio
Stochastic Integral
Point Process
1999
14 Citations (Scopus)

A maximal inequality for continuous martingales and M-estimation in a Gaussian white noise model

Nishiyama, Y., 1999 Apr, In : Annals of Statistics. 27, 2, p. 675-696 22 p.

Research output: Contribution to journalArticle

Nonparametric Maximum Likelihood Estimation
White Noise Model
M-estimation
Maximal Inequality
Point Estimation
1997
9 Citations (Scopus)

Some central limit theorems for ℓ-valued semimartingales and their applications

Nishiyama, Y., 1997 Aug, In : Probability Theory and Related Fields. 108, 4, p. 459-494 36 p.

Research output: Contribution to journalArticle

Semimartingale
Central limit theorem
Nelson-Aalen Estimator
Local Martingale
Marked Point Process
1995
5 Citations (Scopus)
Local Asymptotic Normality
Markov Branching Process
Marked Point Process
Continuous Time
Maximum Likelihood Estimator