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Discretization of self-exciting peaks over threshold models

Discretization of self-exciting peaks over threshold models
Paper文書・図像類
栗栖, 大輔, Kurisu, Daisuke2018-05Tokyo Tech IEE Working PaperNo. 2018-3
Other Libraries in Japan
  • Author Heading栗栖, 大輔 Kurisu, Daisuke

Separating information maximum likelihood method for high-frequency financial data

Separating information maximum likelihood method for high-frequency financial data
Paper図書
国友, 直人, Kunitomo, Naoto, 佐藤, 整尚, Sato, Seisho, 栗栖, 大輔, Kurisu, DaisukeSpringer2018-07
Other Libraries in Japan
  • Author Heading国友, 直人 Kunitomo, Naoto 佐藤, 整尚 Sato, Seisho 栗栖, 大輔 Kurisu, Daisuke

極値現象の統計分析 : 裾の重い分布のモデリング

極値現象の統計分析 : 裾の重い分布のモデリング
Paper図書
Sidney I.Resnick [著], 国友直人, 栗栖大輔 訳朝倉書店2021.3<MA211-M197>
National Diet LibraryOther Libraries in Japan

ベイズデータ解析

ベイズデータ解析
Paper図書
Andrew Gelman [ほか] 著, 菅澤翔之助 [ほか] 訳森北出版2024.6<MA211-R44>
National Diet LibraryOther Libraries in Japan

Essays on statistical inference for Itô-semimartingales under high-frequency observations

Essays on statistical inference for Itô-semimartingales under high-frequency observations
Digital博士論文障害者向け資料あり
栗栖, 大輔栗栖, 大輔2018
National Diet Library
  • Author AliasKurisu, Daisuke

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