activity
20162022
most citedBootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations

7 citations · 13 across the 14 of their papers we have counts for

collaborators

14 papers

math.ST2022

Local polynomial trend regression for spatial data on

Daisuke Kurisu, Yasumasa Matsuda

This paper develops a general asymptotic theory of local polynomial (LP) regression for spatial data observed at irregularly spaced locations in a sampling region $R_n \subset \mat…

econ.EM2022

Shrinkage Methods for Treatment Choice

Takuya Ishihara, Daisuke Kurisu

This study examines the problem of determining whether to treat individuals based on observed covariates. The most common decision rule is the conditional empirical success (CES) r…

math.ST2022

Adaptive deep learning for nonlinear time series models

Daisuke Kurisu, Riku Fukami, Yuta Koike

In this paper, we develop a general theory for adaptive nonparametric estimation of the mean function of a non-stationary and nonlinear time series model using deep neural networks…

stat.ME2021

Adaptively Robust Small Area Estimation: Balancing Robustness and Efficiency of Empirical Bayes Confidence Intervals

Daisuke Kurisu, Takuya Ishihara, Shonosuke Sugasawa

Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers…

math.ST2021★ 3 cited

On the estimation of locally stationary functional time series

Daisuke Kurisu

This study develops an asymptotic theory for estimating the time-varying characteristics of locally stationary functional time series (LSFTS). We investigate a kernel-based method…

math.ST2021★ 3 cited

Nonparametric regression for locally stationary functional time series

Daisuke Kurisu

In this study, we develop an asymptotic theory of nonparametric regression for a locally stationary functional time series. First, we introduce the notion of a locally stationary f…