10 citations · 17 across the 13 of their papers we have counts for
7 papers · 1 filter
Change point detection based on method of moment estimators
Ilia Negri, Yoichi Nishiyama
A change point detection procedure using the method of moment estimators is proposed. The test statistics is based on a suitable -process. The asymptotic behavior of this proces…
Weak convergences of marked empirical processes in a Hilbert space and their applications
Koji Tsukuda, Yoichi Nishiyama
In this paper, weak convergences of marked empirical processes in and their applications to statistical goodness-of-fit tests are provided, where $L^2(\mathbb{R…
The Dantzig selector for diffusion processes with covariates
Kou Fujimori, Yoichi Nishiyama
The Dantzig selector for a special parametric model of diffusion processes is studied in this paper. In our model, the diffusion coefficient is given as the exponential of the line…
Moment convergence of -estimators and -process method for change point problems
Ilia Negri, Yoichi Nishiyama
The problem to establish not only the asymptotic distribution results for statistical estimators but also the moment convergence of the estimators has been recognized as an importa…
Asymptotic theory of semiparametric -estimators for stochastic processes with applications to ergodic diffusions and time series
Yoichi Nishiyama
This paper generalizes a part of the theory of -estimation which has been developed mainly in the context of modern empirical processes to the case of stochastic processes, typi…
Goodness of fit test for small diffusions by discrete observations
Ilia Negri, Yoichi Nishiyama
We consider a nonparametric goodness of fit test problem for the drift coefficient of one-dimensional small diffusions. Our test is based on discrete observation of the processes,…
Goodness of fit test for ergodic diffusion processes
Ilia Negri, Yoichi Nishiyama
A goodness of fit test for the drift coefficient of an ergodic diffusion process is presented. The test is based on the score marked empirical process. The weak convergence of the…