| Test for parameter change in diffusion processes by cusum statistics based on one-step estimators S Lee, Y Nishiyama, N Yoshida Annals of the Institute of Statistical Mathematics 58, 211-222, 2006 | 52 | 2006 |
| Entropy methods for martingales Y Nishiyama Centrum voor Wiskunde en Informatica, 2000 | 46 | 2000 |
| Weak convergence of some classes of martingales with jumps Y Nishiyama The Annals of Probability 28 (2), 685-712, 2000 | 43 | 2000 |
| Goodness of fit test for ergodic diffusion processes I Negri, Y Nishiyama Annals of the Institute of Statistical Mathematics 61, 919-928, 2009 | 41 | 2009 |
| A maximal inequality for continuous martingales and -estimation in a Gaussian white noise model Y Nishiyama The Annals of Statistics 27 (2), 675-696, 1999 | 32 | 1999 |
| Some central limit theorems for ℓ∞-valued semimartingales and their applications Y Nishiyama Probability theory and related fields 108, 459-494, 1997 | 31 | 1997 |
| Asymptotic theory of semiparametric Z-estimators for stochastic processes with applications to ergodic diffusions and time series Y Nishiyama | 20 | 2009 |
| Asymptotically distribution free test for parameter change in a diffusion process model I Negri, Y Nishiyama Annals of the Institute of Statistical Mathematics 64, 911-918, 2012 | 19 | 2012 |
| Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach H Masuda, I Negri, Y Nishiyama Journal of Nonparametric Statistics 23 (2), 237-254, 2011 | 14 | 2011 |
| Moment convergence of M‐estimators Y Nishiyama Statistica Neerlandica 64 (4), 505-507, 2010 | 14 | 2010 |
| Z-process method for change point problems with applications to discretely observed diffusion processes I Negri, Y Nishiyama Statistical Methods & Applications 26, 231-250, 2017 | 13 | 2017 |
| Goodness of fit test for ergodic diffusions by tick time sample scheme I Negri, Y Nishiyama Statistical inference for stochastic processes 13, 81-95, 2010 | 11 | 2010 |
| Goodness of fit test for small diffusions by discrete time observations I Negri, Y Nishiyama Annals of the Institute of Statistical Mathematics 63, 211-225, 2011 | 9* | 2011 |
| The lq consistency of the Dantzig selector for Cox’s proportional hazards model K Fujimori, Y Nishiyama Journal of Statistical Planning and Inference 181, 62-70, 2017 | 8 | 2017 |
| Impossibility of weak convergence of kernel density estimators to a non-degenerate law in L 2(ℝ d ) Y Nishiyama Journal of Nonparametric Statistics 23 (1), 129-135, 2011 | 8 | 2011 |
| Nonparametric estimation and testing time-homogeneity for processes with independent increments Y Nishiyama Stochastic processes and their applications 118 (6), 1043-1055, 2008 | 8 | 2008 |
| On the paper “Weak convergence of some classes of martingales with jumps” Y Nishiyama | 8 | 2007 |
| Statistical analysis by the theory of martingales Y Nishiyama Japanese.) ISM Series 1, 2011 | 7 | 2011 |
| A central limit theorem for l∞-valued martingale difference arrays and its application Y Nishiyama | 7 | 1996 |
| The Dantzig selector for diffusion processes with covariates K Fujimori, Y Nishiyama Journal of the Japan Statistical Society 47 (1), 59-73, 2017 | 6 | 2017 |
