Vol.57, No.1 (2009) Contents

Vol.57, No.1

PagesTitle/Author(s)
Special Topic: 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
83-95 Nonparametric Goodness of Fit Tests for Diffusion Processes
Yoichi NISHIYAMA
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
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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