← All authors Yuta Koike The University of Tokyo (from arXiv:2205.09691, 2022) · ORCID · OpenAlex
23 papers in scope · 23 published · 2 on the econ.EM arXiv · 426 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Thilo Reinschlüssel Martin C. Arnold David Preinerstorfer Liyang Sun Anders Kock Paul A. Bekker Wavid Willigrod Kengo Kato Shunsuke Imai Adam Rosen Denis Chetverikov Xiaofeng Shao Victor Chernozhukov Paul Cheung Qingwu Jiang Guido M. Kuersteiner Andrés Santos Jason M. Klusowski Robert Adamek Sokbae Lee Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 23)
Adaptive deep learning for nonlinear time series models
published 2024 · Bernoulli · 9 citations · first circulated 2022
Drift estimation for a multi-dimensional diffusion process using deep neural networks
published 2023 · Stochastic Processes and their Applications · 5 citations · first circulated 2021
with Akihiro Oga
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
published 2023 · The Annals of Applied Probability · 25 citations · first circulated 2020
published 2023 · Annual Review of Statistics and Its Application · 29 citations · first circulated 2022
published 2022 · The Annals of Statistics · 53 citations · first circulated 2019
High-Dimensional Central Limit Theorems for Homogeneous Sums
published 2022 · Journal of Theoretical Probability · 16 citations
Inference for time-varying lead–lag relationships from ultra-high-frequency data
published 2021 · Japanese Journal of Statistics and Data Science · 1 citations · first circulated 2017
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
published 2020 · Japanese Journal of Statistics and Data Science · 23 citations · first circulated 2019
De-Biased Graphical Lasso for High-Frequency Data
published 2020 · Entropy · 6 citations
No arbitrage and lead–lag relationships
published 2019 · Statistics & Probability Letters
with Takaki Hayashi
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data
published 2019 · The Annals of Statistics · 16 citations · first circulated 2017
Oracle inequalities for sign constrained generalized linear models
published 2019 · Econometrics and Statistics · 7 citations · first circulated 2017
with Yuta Tanoue
Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance
published 2019 · Electronic Journal of Statistics · 3 citations · first circulated 2018
Asymptotic properties of the realized skewness and related statistics
published 2018 · Annals of the Institute of Statistical Mathematics · 4 citations · first circulated 2016
with Zhi Liu
Wavelet-Based Methods for High-Frequency Lead-Lag Analysis
published 2018 · SIAM Journal on Financial Mathematics · 14 citations · first circulated 2016
with Takaki Hayashi
On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect
published 2017 · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 3 citations · first circulated 2016
In vitro and in vivo physiology of low nanomolar concentrations of Zn2+ in artificial cerebrospinal fluid
published 2017 · Scientific Reports · 24 citations
with Haruna Tamano, Ryusuke Nishio, Yukina Shakushi, Miku Sasaki, Osawa Misa, Atsushi Takeda
Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise
published 2016 · Bernoulli · 21 citations
Time endogeneity and an optimal weight function in pre-averaging covariance estimation
published 2016 · Statistical Inference for Stochastic Processes · 13 citations · first circulated 2014
ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS
published 2015 · Econometric Theory · 35 citations · first circulated 2013
Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling
published 2014 · Stochastic Processes and their Applications · 31 citations · first circulated 2013
The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations
published 2014 · Journal of Statistical Software · 74 citations
An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps
published 2013 · Scandinavian Journal of Statistics · 14 citations
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