KURISU Daisuke 栗栖大輔

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Kurisu Daisuke 栗栖大輔

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Researcher Number	70825835
Other IDs
Affiliation (Current)	2025: 東京大学, 空間情報科学研究センター, 准教授
Affiliation (based on the past Project Information) *help	2023: 東京大学, 空間情報科学研究センター, 准教授 2022: 横浜国立大学, 大学院国際社会科学研究院, 准教授 2018 – 2021: 東京工業大学, 工学院, 助教
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / 0107:Economics, business administration, and related fields Except Principal Investigator Economic statistics
Keywords	Principal Investigator 時系列解析 / 関数データ / ブートストラップ法 / 経験過程 / 空間データ分析 / 因果推論 / 回帰不連続デザイン / 平均処置効果 / フレシェ平均 / フレシェ回帰 … More / 多様体データ / 経験尤度 / 深層学習 / 時系列データ / 確率場 / 高次元統計 / 確率過程 / ブートストラップ / サブサンプリング / 非定常空間データ / レヴィ駆動型確率場 / 局所定常空間過程 / 中間的正規近似 / 極値統計学 / 高次元データ / 高次元中心極限定理 / 変数誤差モデル / 分位点回帰 / ノンパラメトリック回帰 / 時空間データ / 空間データ / ノンパラメトリックモデル / 空間回帰モデル / レヴィ駆動型確率微分方程式 / 定量的リスク管理 / 高頻度データ分析 / ノンパラメトリック推定 / 空間過程 / レヴィ駆動型確率過程 / レヴィ過程 … More Except Principal Investigator 点確率過程 / 時系列解析 / 計量経済学 / 点過程(ジャンプ過程)と確率過程 / マクロ経済データと金融データ / 統計的時系列分析の理論と応用 / 時系列フィルタリング / 高頻度金融データ / マクロ経済時系列 / 点過程アプローチ / 時系列計量分析 / SIMLフィルタリング / Levy過程 / 高頻度金融時系列 / マクロ時系列 / 点過程 / 非定常時系列 / 時系列分析 Less

時空間データに対する新たな因果推論・機械学習手法の開発Principal Investigator
- Principal Investigator
  
  栗栖大輔
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Tokyo
Development of uniform and high-dimensional Gaussian approximation for stochastic processes and their applications to errors-in-variable modelsPrincipal Investigator
- Principal Investigator
  
  Kurisu Daisuke
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Tokyo
  Yokohama National University
  Tokyo Institute of Technology
Nonparametric inference for discretely observed continuous-time and spatial processesPrincipal Investigator
- Principal Investigator
  
  Kurisu Daisuke
- Project Period (FY)
  2018 – 2019
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Review Section
  
  0107:Economics, business administration, and related fields
- Research Institution
  Tokyo Institute of Technology
A new approach to time-series econometric analysis with point processes
- Principal Investigator
  
  Kunitomo Naoto
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Meiji University

All 2024 2023 2022 2021 2020 2019 2018 2017

All Journal Article Presentation Book

[Book] 極値現象の統計分析：裾の重い分布のモデリング2021
- Author(s)
  国友直人，栗栖大輔
- Total Pages
  413
- Publisher
  朝倉書店
- ISBN
  9784254122565
- Data Source
  KAKENHI-PROJECT-20K13468
[Book] 極値現象の統計分析 ―裾の重い分布のモデリング―2021
- Author(s)
  国友直人・栗栖大輔
- Total Pages
  413
- Publisher
  朝倉書店
- ISBN
  9784254122565
- Data Source
  KAKENHI-PROJECT-17H02513
[Book] Separating Information Maximum Likelihood Method for High-Frequency Data.2018
- Author(s)
  Kunitomo, N., Sato, S. and Kurisu, D.
- Total Pages
  124
- Publisher
  Springer
- Data Source
  KAKENHI-PROJECT-19K20881
[Book] Separating Information Maximum Likelihood Method for High-Frequency Financial Data2018
- Author(s)
  Naoto Kunitomo, Seisho Sato Daisuke Kurisu
- Total Pages
  114
- Publisher
  Springer
- ISBN
  9784431559283
- Data Source
  KAKENHI-PROJECT-17H02513
[Journal Article] Adaptive deep learning for nonlinear time series models2024
- Author(s)
  Daisuke Kurisu, Riku Fukami, Yuta Koike
- Journal Title
  
  Bernoulli
  
  Volume: -
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12456
[Journal Article] Local polynomial trend regression for spatial data on R^d2024
- Author(s)
  Kurisu Daisuke、Yasumasa Matsuda
- Journal Title
  
  Bernoulli
  
  Volume: -
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Journal Article] Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data2023
- Author(s)
  Kurisu Daisuke、Kato Kengo、Shao Xiaofeng
- Journal Title
  
  Journal of the American Statistical Association
  
  Volume: - Pages: 1-13
- DOI
  10.1080/01621459.2023.2218578
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Journal Article] Subsampling inference for nonparametric extremal conditional quantiles2023
- Author(s)
  Kurisu Daisuke、Otsu Taisuke
- Journal Title
  
  Econometric Theory
  
  Volume: - Issue: 2 Pages: 1-15
- DOI
  10.1017/s0266466623000336
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Journal Article] Nonparametric regression for locally stationary random fields under stochastic sampling design2022
- Author(s)
  Kurisu Daisuke
- Journal Title
  
  Bernoulli
  
  Volume: 28 Issue: 2 Pages: 1250-1275
- DOI
  10.3150/21-bej1385
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Journal Article] Nonparametric regression for locally stationary functional time series2022
- Author(s)
  Kurisu Daisuke
- Journal Title
  
  Electronic Journal of Statistics
  
  Volume: 16 Issue: 2 Pages: 3973-3995
- DOI
  10.1214/22-ejs2041
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Journal Article] On linearization of nonparametric deconvolution estimators for repeated measurements model2022
- Author(s)
  Kurisu Daisuke、Otsu Taisuke
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 189 Pages: 104921-104921
- DOI
  10.1016/j.jmva.2021.104921
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Journal Article] On the uniform convergence of deconvolution estimators from repeated measurements.2021
- Author(s)
  Daisuke Kurisu, Taisuke OTsu
- Journal Title
  
  Econometric Theory
  
  Volume: － Issue: 1 Pages: 172-193
- DOI
  10.1017/s0266466620000572
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468, KAKENHI-PROJECT-17H02513
[Journal Article] Detecting factors of quadratic variation in the presence of market microstructure noise2021
- Author(s)
  Naoto Kunitomo, Daisuke Kurisu
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: － Issue: 1 Pages: 601-641
- DOI
  10.1007/s42081-020-00104-w
- NAID
  210000178972
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K13468, KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-18H03210
[Journal Article] Comparing estimation methods of non-stationary errors-in-variables models2020
- Author(s)
  Naoto Kunitomo, Naoki Awaya and Daisuke Kurisu
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: ー Issue: 1 Pages: 73-101
- DOI
  10.1007/s42081-019-00051-1
- NAID
  210000164419
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-19K20881
[Journal Article] Inference on distribution functions under measurement error2020
- Author(s)
  Adusumilli Karun, Kurisu Daisuke, Otsu Taisuke, Whang Yoon-Jae
- Journal Title
  
  Journal of Econometrics
  
  Volume: 215 Issue: 1 Pages: 131-164
- DOI
  10.1016/j.jeconom.2019.09.002
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881, KAKENHI-PROJECT-17H02513
[Journal Article] Bootstrap confidence bands for spectral estimation of Levy densities under high-frequency observations2020
- Author(s)
  Kato, K. and Kurisu, D.
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: ー Issue: 3 Pages: 1159-1205
- DOI
  10.1016/j.spa.2019.04.012
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-19K20881
[Journal Article] Nonparametric inference on Levy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations2019
- Author(s)
  Kurisu Daisuke
- Journal Title
  
  Electronic Journal of Statistics
  
  Volume: 13 Issue: 2 Pages: 2521-2565
- DOI
  10.1214/19-ejs1584
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19K20881
[Journal Article] On nonparametric inference for spatial regression models under domain expanding and infill asymptotics2019
- Author(s)
  Kurisu, D
- Journal Title
  
  Statistics and Probability Letters
  
  Volume: 154 Pages: 108543-108543
- DOI
  10.1016/j.spl.2019.06.019
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-19K20881
[Journal Article] Simultaneous multivariate Hawkes-type point processes and their application to financial markets2018
- Author(s)
  Kunitomo Naoto、Kurisu Daisuke、Awaya Naoki
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: 1 Issue: 2 Pages: 297-332
- DOI
  10.1007/s42081-018-0017-3
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-18H03210, KAKENHI-PROJECT-19K20881
[Journal Article] Levy駆動型Ornstein-Uhlenbeck過程のLevy測度に対する信頼バンドの構成.2018
- Author(s)
  栗栖大輔
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 2091 Pages: 116-124
- Data Source
  KAKENHI-PROJECT-19K20881
[Journal Article] 高頻度観測の下でのLevy密度のノンパラメトリック推定とブートストラップ法によるconfidence bandの構成.2018
- Author(s)
  栗栖大輔
- Journal Title
  
  統計数理研究所共同研究リポート「無限分解可能過程に関連する諸問題」
  
  Volume: 402 Pages: 61-70
- Data Source
  KAKENHI-PROJECT-19K20881
[Journal Article] 多次元ホークス型モデルによるマクロ金融市場の因果性分析2017
- Author(s)
  国友直人・江原斐夫・栗栖大輔
- Journal Title
  
  日本統計学会誌
  
  Volume: 46-2 Pages: 137-171
- NAID
  130006243083
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H02513
[Journal Article] Effects of Jumps and Small Noises in High-Frequency Financial Econometrics2017
- Author(s)
  Naoto, Kunitomo
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 24 Issue: 1 Pages: 39-73
- DOI
  10.1007/s10690-017-9223-4
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-16J06454, KAKENHI-PROJECT-17H02513
[Journal Article] Power Variations and Testing for Co-Jumps: The Small Noise Approach2017
- Author(s)
  Kurisu Daisuke
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: - Issue: 3 Pages: 482-512
- DOI
  10.1111/sjos.12309
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16J06454, KAKENHI-PROJECT-19K20881
[Presentation] Spatially dependent wild bootstrap for high-dimensional spatial data2024
- Author(s)
  Daisuke Kurisu
- Organizer
  IMS-APRM2024
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] 非ユークリッドデータの統計分析2023
- Author(s)
  栗栖大輔
- Organizer
  MMDSデータ科学セミナー, 大阪大学
- Invited
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] Nonparametric inference on intrinsic means2023
- Author(s)
  Daisuke Kurisu
- Organizer
  CMStatistics2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] Adaptive deep learning for nonlinear time series models2023
- Author(s)
  Daisuke Kurisu
- Organizer
  JAFEE-ISM International Symposium on Quantitative Finance
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] Model averaging and empirical likelihood for non-Euclidean data2023
- Author(s)
  Daisuke Kurisu
- Organizer
  BayesCompJp
- Invited
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] 非定常空間データのモデリングと統計的推測2023
- Author(s)
  栗栖大輔
- Organizer
  日本数学会2023年度秋季総合分科会
- Invited
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] 大域的Frechet回帰に対するモデル平均2023
- Author(s)
  栗栖大輔
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] Local polynomial regression for multivariate RDD and spatial data2023
- Author(s)
  栗栖大輔
- Organizer
  計量経済学ワークショップ, 慶應義塾大学
- Invited
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] Subsampling inference for nonparametric extremal conditional quantiles2023
- Author(s)
  Daisuke Kurisu
- Organizer
  ICIAM2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Prediction and nonparametric inference on random objects2023
- Author(s)
  Daisuke Kurisu
- Organizer
  Econometrics Seminar, Kyoto Institute of Economic Research
- Invited
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] Prediction, inference, and hypothesis testing of non-Euclidean data2023
- Author(s)
  Daisuke Kurisu
- Organizer
  Statistics Seminar, Department of Statistics, University of California, Davis
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] Model averaging for global Frechet regression2023
- Author(s)
  Daisuke Kurisu
- Organizer
  EcoSta2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] Deep learning for nonstationary and nonlinear time series models2023
- Author(s)
  Daisuke Kurisu
- Organizer
  Statistics Colloquium, Center for Statistical Science, Tsinghua University
- Invited
- Data Source
  KAKENHI-PROJECT-23K12456
[Presentation] Adaptive deep learning for nonparametric time series regression.2022
- Author(s)
  Daisuke Kurisu
- Organizer
  CMStatistics2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] 深層学習による時系列データの適応的推定2022
- Author(s)
  栗栖大輔
- Organizer
  科研費シンポジウム「データサイエンスと周辺領域の双方向的理解への挑戦」
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data.2022
- Author(s)
  Daisuke Kurisu
- Organizer
  EcoSta2022
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Adaptive deep learning for nonlinear time series.2022
- Author(s)
  栗栖大輔
- Organizer
  統計関連学会連合大会
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Nonparametric regression for locally stationary random fields on R^d.2022
- Author(s)
  Daisuke Kurisu
- Organizer
  3rd Tohoku-ISM-UUlm Joint Workshop
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] スパース制約DNNによる時系列データの適応的推定2022
- Author(s)
  栗栖大輔
- Organizer
  科研費シンポジウム「大規模データ解析の統計的方法論の展開」
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] 局所線形極値分位点回帰2022
- Author(s)
  栗栖大輔
- Organizer
  JAFEE大会
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Spatially dependent wild bootstrap2021
- Author(s)
  栗栖大輔
- Organizer
  横浜国立大学国際社会科学府セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Wild bootstrap for high-dimensional spatial data2021
- Author(s)
  Daisuke Kurisu
- Organizer
  Bernoulli-IMS 10th World Congress
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Spatially dependent wild bootstrap for high-dimensional spatial data2021
- Author(s)
  Daisuke Kurisu
- Organizer
  XV World Conference of the Spatial Econometrics Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Gaussian approximation and bootstrap for high-dimensional spatial data2021
- Author(s)
  Daisuke Kurisu
- Organizer
  63rd ISI World Statistics Congress 2021
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Spatially dependent wild bootstrap for high-dimensional spatial data.2021
- Author(s)
  Daisuke Kurisu
- Organizer
  University of Alberta Statistics Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Spatially dependent wild bootstrap for high-dimensional spatial data2021
- Author(s)
  Daisuke Kurisu
- Organizer
  University of Alberta Statistics Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02513
[Presentation] On the estimation of nonstationary functional time series2021
- Author(s)
  Daisuke Kurisu
- Organizer
  CSA-KSS-JSS joint international session
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] On the estimation of nonstationary functional data2021
- Author(s)
  Daisuke Kurisu
- Organizer
  CMStatistics2021
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] 非定常な関数時系列データの統計分析2021
- Author(s)
  栗栖大輔
- Organizer
  シンポジウム「多様な分野における統計科学に関する理論と方法論の革新的展開」
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] 非定常な関数時系列データの特徴量推定2021
- Author(s)
  栗栖大輔
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] スペクトルアプローチによる確率過程のジャンプ分析2021
- Author(s)
  栗栖大輔
- Organizer
  第８回統計数理研究所リスク解析戦略研究センター金融シンポジウム「金融が直面する新環境への対応と方法論Ⅲ」
- Invited
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] 確率場に対する高次元正規近似.2020
- Author(s)
  栗栖大輔
- Organizer
  慶應義塾大学，計量経済学ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Inference on extremal conditional quantiles.2020
- Author(s)
  栗栖大輔
- Organizer
  東北大学，Data Science Workshop
- Invited
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Wild bootstrap for spatio-temporal data.2020
- Author(s)
  Daisuke Kurisu
- Organizer
  CMStatistics2020
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Nonparametric regression for locally stationary random fields.2020
- Author(s)
  栗栖大輔
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Wild bootstrap for spatio-temporal data2020
- Author(s)
  Daisuke Kurisu
- Organizer
  CMStatistics 2020
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02513
[Presentation] 点過程アプローチによる条件付き極値分位点のノンパラメトリック推定.2020
- Author(s)
  栗栖大輔
- Organizer
  研究集会「極値理論の工学への応用」
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Bootstrap for spatio-temporal data.2020
- Author(s)
  栗栖大輔
- Organizer
  東京大学，応用統計ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-20K13468
[Presentation] Bootstrap confidence bands for spectral estimation of Levy densities under high-frequency observations.2019
- Author(s)
  Kurisu Daisuke
- Organizer
  EcoSta2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Nonparametric inference for Levy models.2019
- Author(s)
  Kurisu, D.
- Organizer
  ICMMA2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Detecting number of factors of quadratic variation in the presence of microstructure noise.2019
- Author(s)
  Kurisu Daisuke
- Organizer
  CMStatistics2019
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Nonparametric estimation of density functions from repeated measurements.2019
- Author(s)
  栗栖大輔
- Organizer
  データサイエンス・福島キャンプ2019
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] 確率過程・確率場に対する高次元正規近似.2019
- Author(s)
  栗栖大輔
- Organizer
  Hosoya Prize Lecture
- Invited
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Detecting the number of factors of quadratic variation in the presence of microstructure noise.2019
- Author(s)
  Kurisu Daisuke
- Organizer
  SETA2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] 観測誤差が存在する場合の quadratic variation のファクター数の推定と検定.2019
- Author(s)
  栗栖大輔
- Organizer
  九州大学統計科学セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Detecting factors of quadratic variation in the presence of market microstructure noise.2019
- Author(s)
  栗栖大輔
- Organizer
  JAFEE大会
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Nonparametric inference on Levy-driven Ornstein-Uhlenbeck processes under discrete observations.2018
- Author(s)
  Kurisu, D.
- Organizer
  IMS-APRM2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Nonparametric inference on Levy-driven Ornstein-Uhlenbeck processes.2018
- Author(s)
  Kurisu, D.
- Organizer
  CMStatistics2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Bootstrap confidence bands for spectral estimation of Levy densities under high-frequency observations.2018
- Author(s)
  Kurisu, D.
- Organizer
  ANU College of Business and Economics RSFAS Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] 不等間隔観測の下でのノンパラメトリック空間回帰モデルに対する統計的推測.2018
- Author(s)
  栗栖大輔
- Organizer
  データサイエンス・松本キャンプ2018
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Bootstrap confidence bands for Levy densities under high-frequency observations and its applications to financial data.2018
- Author(s)
  Kurisu, D.
- Organizer
  LSE STICERD Econometrics Seminar
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] 不等間隔観測の下でのノンパラメトリック空間回帰モデルに対する統計的推測2018
- Author(s)
  栗栖大輔
- Organizer
  科学研究プロジェクト「新しい時系列計量分析の理論と応用」
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02513
[Presentation] Nonparametric inference on Levy measures of Levy-driven Ornstein-Uhlenbeck processes.2018
- Author(s)
  Kurisu, D.
- Organizer
  JSM2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[Presentation] Nonparametric inference on compound Poisson-driven Ornstein-Uhlenbeck processes.2018
- Author(s)
  栗栖大輔
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-19K20881

1. Kunitomo Naoto (10153313)

# of Collaborated Projects: 1 results

# of Collaborated Products: 6 results
2. 大屋幸輔 (20233281)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 佐藤整尚 (60280525)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

KURISU Daisuke 栗栖 大輔

Kurisu Daisuke 栗栖 大輔

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時空間データに対する新たな因果推論・機械学習手法の開発Principal Investigator

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Development of uniform and high-dimensional Gaussian approximation for stochastic processes and their applications to errors-in-variable modelsPrincipal Investigator

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Nonparametric inference for discretely observed continuous-time and spatial processesPrincipal Investigator

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A new approach to time-series econometric analysis with point processes

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[Book] 極値現象の統計分析：裾の重い分布のモデリング2021

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[Book] 極値現象の統計分析 ―裾の重い分布のモデリング―2021

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[Book] Separating Information Maximum Likelihood Method for High-Frequency Data.2018

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[Book] Separating Information Maximum Likelihood Method for High-Frequency Financial Data2018

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[Journal Article] Adaptive deep learning for nonlinear time series models2024

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[Journal Article] Local polynomial trend regression for spatial data on R^d2024

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[Journal Article] Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data2023

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[Journal Article] Subsampling inference for nonparametric extremal conditional quantiles2023

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[Journal Article] Nonparametric regression for locally stationary random fields under stochastic sampling design2022

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[Journal Article] Nonparametric regression for locally stationary functional time series2022

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KURISU Daisuke 栗栖大輔

Kurisu Daisuke 栗栖大輔