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Chiba, M., Hino, H., Akaho, S., Murata, N.: Time-varying transition probability matrix estimation and its application to brand share analysis, PLoS One, vol. 12, No. 1, e0169981 (2017)
Eguchi, S. and Masuda, H.: Schwarz type model comparison for LAQ models. Bernoulli, Volume 24, Issue 3, 2278-2327 (2018)
Kaino, Y., Uchida, M. and Yoshida, Y.: Hybrid estimation for an ergodic diffusion process based on reduced data. Bulletin of Informatics and Cybernetics, Volume 49, 89-118 (2017)
Kato, T., Hino, H., Murata, N.: Double sparsity for multi-frame super resolution, Neurocomputing, vol.240, pp.115-126 (2017)
Koike, Y.: On the asymptotic structure of Brownian motions with a small lead-lag effect. Journal of the Japan Statistical Society, Volume 47, Issue 2, 1-31 (2017).
Koike Y.: Time endogeneity and an optimal weight function in pre-averaging covariance estimation. Statistical Inference for Stochastic Processes, Volume 20, Issue 1, 15-56 (2017).
Koike, Y., Z. Liu: Asymptotic properties of the realized skewness and related statistics. Annals of the Institute of Statistical Mathematics, to appear.
Long, H., Ma, C., Shimizu, Y.: Least squares estimators for stochastic differential equations driven by small Levy noises, Stochastic Processes and their Applications. vol. 127, 1475-1495 (2017)
Masuda, H. and Shimizu, Y.: Moment convergence in regularized estimation under multiple and mixed-rates asymptotics. Mathematical Methods of Statistics, Volume 26, Issue 2, 81-110 (2017)
Oshime, T., Shimizu, Y.: Parametric inference for ruin probability in the classical risk model, Statistics and Probability Letters. vVolume 133, 28-37 (2018)
Podolskij, M., Veliyev. B., Yoshida, N.: Edgeworth expansion for the pre-averaging estimator, Stochastic Processes and their Applications, Volume 127, Issue 11(2017), 3558-3595.
Shimizu, Y., Tanaka, S.: Dynamic risk measures for stochastic asset processes from ruin theory, to appear in Annals of Actuarial Science.
Shimizu, Y., Zhang, Z.: Estimating Gerber-Shiu functions from discretely observed Levy driven surplus, Insurance: Mathematics and Economics, Volume 74, 84-98 (2017)
Shimizu, Y.: Threshold estimation for stochastic processes with small noise, Scandinavian Journal of Statistics, Volume 44, Issue 4, 951-988 (2017)
Uehara, Y. and Masuda, H.: Two-step estimation of ergodic Levy driven SDE. Statistical Inference for Stochastic Processes, Volume 20, Issue 1, 105-137 (2017)
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