7 citations · 7 across the 2 of their papers we have counts for
4 papers · 1 filter
Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data
Daisuke Kurisu, Kengo Kato, Xiaofeng Shao
In this paper, we establish a high-dimensional CLT for the sample mean of -dimensional spatial data observed over irregularly spaced sampling sites in , allowing t…
On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
Daisuke Kurisu
In this paper, we develop nonparametric inference on spatial regression models as an extension of Lu and Tj\ostheim(2014), which develops nonparametric inference on density functio…
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Kengo Kato, Daisuke Kurisu
This paper develops bootstrap methods to construct uniform confidence bands for nonparametric spectral estimation of Lévy densities under high-frequency observations. We assume tha…
Power variations and testing for co-jumps: the small noise approach
Daisuke Kurisu
In this paper we study the effects of noise on the bipower variation (BPV), realized volatility (RV) and testing for co-jumps in high-frequency data under the small noise framework…