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)	2022: 横浜国立大学, 大学院国際社会科学研究院, 准教授
Affiliation (based on the past Project Information) *help	2018 – 2021: 東京工業大学, 工学院, 助教
Review Section/Research Field	Principal Investigator 0107:Economics, business administration, and related fields / Basic Section 07030:Economic statistics-related Except Principal Investigator Economic statistics
Keywords	Principal Investigator 経験過程 / レヴィ過程 / レヴィ駆動型確率過程 / 空間過程 / ブートストラップ法 / ノンパラメトリック推定 / 高頻度データ分析 / 定量的リスク管理 / レヴィ駆動型確率微分方程式 / 空間回帰モデル … More / ノンパラメトリックモデル / 変数誤差モデル / 中間的正規近似 / 局所定常空間過程 / ノンパラメトリック回帰 / レヴィ駆動型確率場 / 非定常空間データ / サブサンプリング / ブートストラップ / 確率過程 / 高次元統計 / 確率場 … More Except Principal Investigator 時系列分析 / 非定常時系列 / 点過程 / マクロ時系列 / 高頻度金融時系列 / Levy過程 / SIMLフィルタリング / 時系列計量分析 / 点過程アプローチ / マクロ経済時系列 / 高頻度金融データ / 時系列フィルタリング / 統計的時系列分析の理論と応用 / マクロ経済データと金融データ / 点過程(ジャンプ過程)と確率過程 / 計量経済学 / 時系列解析 / 点確率過程 Less

確率過程に対する一様・高次元正規近似法の開発と変数誤差モデルへの応用Principal Investigator
- Principal Investigator
  
  栗栖大輔
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Tokyo Institute of Technology
Nonparametric inference for discretely observed continuous-time and spatial processesPrincipal Investigator
- Principal Investigator
  
  Kurisu Daisuke
- Project Period (FY)
  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 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-17H02513
[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] 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] 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] Nonparametric regression for locally stationary random fields under stochastic sampling design2022
- Author(s)
  Kurisu Daisuke
- Journal Title
  
  Bernoulli
  
  Volume: 28 Pages: 1250-1275
- DOI
  10.3150/21-bej1385
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K13468
[Journal Article] On the uniform convergence of deconvolution estimators from repeated measurements2021
- Author(s)
  Daisuke Kurisu, Taisuke OTsu
- Journal Title
  
  Econometric Theory
  
  Volume: － 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
  
  Jpn J Stat Data Sci
  
  Volume: － Issue: 1 Pages: 601-641
- DOI
  10.1007/s42081-020-00104-w
- NAID
  210000178972
- ISSN
  2520-8756, 2520-8764
- 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
  
  Jpn J Stat Data Sci
  
  Volume: ー Issue: 1 Pages: 73-101
- DOI
  10.1007/s42081-019-00051-1
- NAID
  210000164419
- ISSN
  2520-8756, 2520-8764
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-19K20881
[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 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] 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 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] On nonparametric inference for spatial regression models under domain expanding and infill asymptotics2019
- Author(s)
  Kurisu, D
- Journal Title
  
  Statistics & 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] 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 Pages: 2521-2565
- DOI
  10.1214/19-ejs1584
- Peer Reviewed / Open Access
- 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] Simultaneous multivariate Hawkes type point processes and their application to financial markets2018
- Author(s)
  Kunitomo Naoto、Kurisu Daisuke、Awaya Naoki
- Journal Title
  
  Jpn J Stat Data Sci
  
  Volume: 1 Issue: 2 Pages: 297-332
- DOI
  10.1007/s42081-018-0017-3
- ISSN
  2520-8756, 2520-8764
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-18H03210, KAKENHI-PROJECT-19K20881
[Journal Article] Power variations and testing for co-jumps: the small noise approach.2018
- Author(s)
  Kurisu Daisuke
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: - Pages: 482-512
- DOI
  10.1111/sjos.12309
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16J06454, 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] Effects of jumps and small noise in high-frequency financial econometrics2017
- Author(s)
  Naoto, Kunitomo
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 24 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] 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
[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] 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] 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] 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] On the estimation of nonstationary functional data2021
- Author(s)
  Daisuke Kurisu
- Organizer
  CMStatistics2021
- 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
  XV World Conference of the Spatial Econometrics Association
- 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] 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] 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] 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] 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] Wild bootstrap for spatio-temporal data2020
- Author(s)
  Daisuke Kurisu
- Organizer
  CMStatistics 2020
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02513
[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] 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] 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] 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] 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] Nonparametric inference for Levy models.2019
- Author(s)
  Kurisu, D.
- Organizer
  ICMMA2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K20881
[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] 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] 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] 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] 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] 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] 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] 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] 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: 7 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

Research Projects

Research Products

Co-Researchers

確率過程に対する一様・高次元正規近似法の開発と変数誤差モデルへの応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[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)

Total Pages

Publisher

ISBN

Data Source

[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)

Total Pages

Publisher

ISBN

Data Source

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

Author(s)

Total Pages

Publisher

Data Source

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

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Journal Article] On linearization of nonparametric deconvolution estimators for repeated measurements model2022

Author(s)

Journal Title

DOI

Data Source

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

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On the uniform convergence of deconvolution estimators from repeated measurements2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Detecting factors of quadratic variation in the presence of market microstructure noise2021

Author(s)

Journal Title

DOI

NAID

ISSN

Data Source

[Journal Article] Comparing estimation methods of non-stationary errors-in-variables models2020

Author(s)

Journal Title

DOI

NAID

ISSN

Data Source

[Journal Article] Bootstrap confidence bands for spectral estimation of Levy densities under high-frequency observations2020

Author(s)

Journal Title

DOI

Data Source

KURISU Daisuke 栗栖大輔

Kurisu Daisuke 栗栖大輔