Vol.57, No.1 (2009) Contents
Special Topic: Statistical Analysis for Stochastic Processes
On the Special Issue "Statistical Analysis for Stochastic Processes"
..........Yoichi NISHIYAMA (57, 1-1)
On Asymptotic Distribution of Realized Volatility
..........Masaaki FUKASAWA (57, 3-16)
Estimation of Second-characteristic Matrix Based on Realized Multipower Variations
..........Hiroki MASUDA (57, 17-38)
Financial Models of High-frequency Data Using Time Change: A Review
..........Takaki HAYASHI (57, 39-65)
Estimation of a Drift Parameter for a Small Diffusion Process
..........Masayuki UCHIDA (57, 67-81)
Nonparametric Goodness of Fit Tests for Diffusion Processes
..........Yoichi NISHIYAMA (57, 83-95)
Threshold Estimation for Jump-type Stochastic Processes from Discrete Observations
..........Yasutaka SHIMIZU (57, 97-118)
Semiparametric Inference in Survival Analysis and Related Topics
..........Satoshi HATTORI (57, 119-138)
Stochastic Models for Analysis of Household Transmission Data : Examining Human-made Transmission Experiments
..........Hiroshi NISHIURA (57, 139-158)
Eulerian Numbers in Modified Bucket Sorting and Its Related Distribution Theories
..........Takahiro TSUCHIYA and Nagatomo NAKAMURA (57, 159-178)
Statistical Models for Earthquake Clustering and Declustering
..........Jiancang ZHUANG (57, 179-193)
