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Optimal minimax rates against non-smooth alternatives
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
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2020
Persistent link: https://www.econbiz.de/10012549349
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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
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2021
Persistent link: https://www.econbiz.de/10012582304
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3
Joint asymptotic properties of stopping times and sequential estimators for stationary first-order autoregressive models
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
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2021
Persistent link: https://www.econbiz.de/10012582399
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4
Higher-order asymptotic properties of kernel density estimator with plug-in bandwidth
Imai, Shunsuke
;
Nishiyama, Yoshihiko
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2022
Persistent link: https://www.econbiz.de/10013184333
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5
Smoothed bootstrapping kernel density estimation under higher order kernel
Yi, Kun
;
Nishiyama, Yoshihiko
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2022
Persistent link: https://www.econbiz.de/10013398041
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6
Unit root tests considering initial values and a concise method for computing powers
Hitomi, Kohtaro
;
Jin, Jianwei
;
Nagai, Keiji
;
Nishiyama, …
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2022
Persistent link: https://www.econbiz.de/10014284744
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