Full List of Publications by Yoichi Nishiyama
Preprints (If you want a copy, send email to nisiyama
)
- Fujii, T. and Nishiyama, Y. (February 2011). Testing for parameter change
in a stress release process. Submitted for publication.
Refereed Papers
- Nishiyama, Y. (201?). On a rank statistic for the non-parametric change
point problem. (In Japanese.) To appear in Proc. Inst. Statist. Math.
- Fujii, T. and Nishiyama, Y. (201?). Some problems in nonparametric inference
for the stress release process related to the local time. To appear in Ann. Inst. Statist. Math..
- Negri, I. and Nishiyama, Y. (201?). Asymptotically distribution free test
for parameter change in a diffusion process model. To appear in Ann. Inst. Statist. Math.
- Nishiyama, Y. (2011). Estimation for the invariant law of an ergodic diffusion
process based on high-frequency data. J. Nonparametr. Statist. 23 909-915.
- Nishiyama, Y. (2011). A rank statistic for non-parametric k-sample and change point problems. J. Japan Statist. Soc. 41 67-73.
- Masuda, H., Negri, I. and Nishiyama, Y. (2011). Goodness-of-fit test for
ergodic diffusions by discrete-time observations: an innovation martingale
approach. J. Nonparametr. Statist. 23 237-254.
- Nishiyama, Y. (2011). Impossibility of weak convergence of kernel density
estimators to a non-degenerate law in L2(Rd). J. Nonparametr. Statist. 23 129-135.
- Negri, I. and Nishiyama, Y. (2011). Goodness of fit test for small diffusions
by discrete time observations. Ann. Inst. Statist. Math. 63 211-225.
- Nishiyama, Y. (2011). On Z-estimation by rounded data. J. Statist. Plann. Inference 141 287-292.
- Negri, I. and Nishiyama, Y. (2010). Review on goodness of fit tests for
ergodic diffusion processes by different sampling schemes. Economic Notes. 39 91-106.
- Nishiyama, Y. (2010). Moment convergence of M-estimators. Statist. Neerlandica. 64 505-507. [Proof of Theorem 1]
- Nishiyama, Y. (2010). Uniform rate of convergence of smoothed Nelson-Aalen
estimator. (In Japanese.) Proc. Inst. Statist. Math. 58 131-135.
- Nishiyama, Y. (2010). A remark on projection estimator. (In Japanese.) Proc. Inst. Statist. Math. 58 127-130.
- Nishiyama, Y. (2010). Nonparametric inference in multiplicative intensity
model by discrete time observation. Ann. Inst. Statist. Math. 62 823-833.
- Negri, I. and Nishiyama, Y. (2010). Goodness of fit test for ergodic diffusions
by tick time sample scheme. Stat. Inference Stoch. Process. 13 81-95.
- Nishiyama, Y. (2009). Two sample problem for rounded data. J. Japan Statist. Soc. 39 233-238.
- Nishiyama, Y. and Shimura, T. (2009). A sufficient condition for observation
noise not to affect the extreme value distribution. (In Japanese.) Proc. Inst. Statist. Math. 57 443-447. [English version: Research Memorandum 1081, Inst. Statist. Math., pdf]
- Negri, I. and Nishiyama, Y. (2009). Goodness of fit test for ergodic diffusion
processes. Ann. Inst. Statist. Math. 61 919-928.
- Nishiyama, Y. (2009). Goodness-of-fit test for a nonlinear time series. J. Time Ser. Anal. 30 674-681. Corrigendum (2010) 31 227.
- Nishiyama, Y. (2009). Asymptotic theory of semiparametric Z-estimators for stochastic processes with applications to ergodic diffusions
and time series. Ann. Statist. 37 3555-3579. [pdf, journal site]
- Nishiyama, Y. (2009). Nonparametric goodness of fit tests for diffusion
processes. (In Japanese.) Proc. Inst. Statist. Math. 57 83-95.
- Nishiyama, Y. (2008). Donsker's theorem for discretized data. J. Japan Statist. Soc. 38 505-515.
- Nishiyama, Y. (2008). Nonparametric estimation and testing time-homogeneity
for processes with independent increments. Stochastic Process. Appl. 118 1043-1055.
- Nishiyama, Y. (2007). On the paper "Weak convergence of some classes
of martingales with jumps''. Ann. Probab. 35 1194-1200.
- Lee, S., Nishiyama, Y. and Yoshida, N. (2006). Test for parameter change
in diffusion processes by cusum statistics based on one-step estimators.
Ann. Inst. Statist. Math. 58 211-222.
- Nishiyama, Y. (2000). Weak convergence of some classes of martingales with
jumps. Ann. Probab. 28 685-712.
- Nishiyama, Y. (1999). Entropy methods for random fields generated by martingales
and their statistical applications. (In Japanese.) Proc. Inst. Statist. Math. 47 157-174.
- Nishiyama, Y. (1999). A maximal inequality for continuous martingales and
M-estimation in a Gaussian white noise model. Ann. Statist. 27 675-696.
- Nishiyama, Y. (1997). Some central limit theorems for l∞-valued semimartingales and their applications. Probab. Theory Relat. Fields. 108 459-494.
- Nishiyama, Y. (1995). Local asymptotic normality of a sequential model
for marked point processes and its applications. Ann. Inst. Statist. Math. 47 195-209.
Some of Unpublished Papers
- Nishiyama, Y. (2011). Proof of Theorem 1 in "Moment convergence of
M-estimators". Manuscript. [pdf]
- Nishiyama, Y. (2009). Parametric estimation for volatility of ergodic diffusion
process with unspecified drift. A revised version of Research Memorandum 1093, Inst. Statist. Math. [pdf]
- Nishiyama, Y. (2009). Two sample test for diffusion processes with a non-linear
covariate. Research Memorandum 1090, Inst. Statist. Math. [pdf]
- Nishiyama, Y. (2009). A note on semiparametric estimation for ergodic diffusion
processes. A revised version of Research Memorandum 1089, Inst. Statist. Math. [pdf]
- Nishiyama, Y. (2009). A uniform law of large numbers for ergodic processes
under a Lipschitz condition. Manuscript. [pdf]
- Nishiyama, Y. (1997). Weak convergence of local random fields of kernel
density estimators. Preprint 1042, Dept. of Mathemtatics, Utrecht Univ. [pdf]
- Nishiyama, Y. (1996). A central limit theorem for l∞-valued martingale difference arrays and its application. Preprint 971, Dept.of Mathematics, Utrecht Univ. [pdf]
Books
- Nishiyama, Y. (2011). Statistical Analysis by the Theory of Martingales. (In Japanese.) ISM Series 1, Kindaikagakusha, Tokyo. (xiv + 168 pp.)
- Nishiyama, Y. (2000). Entropy Methods for Martingales. CWI Tract 128, Centrum voor Wiskunde en Informatica, Amsterdam. (viii + 140 pp) [pdf (free)]