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