Academic Papers

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  1. Nonparametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model, Yasutaka Shimizu, Scandinavian Actuarial Journal, no. 1, 56-69, 2012.11, Papers

  2. Estimation of parameters for discretely observed diffusion processes with a variety of rates for information, Yasutaka Shimizu, Annals of the Institute of Statistical Mathematics, 64, no. 3, 545-575, 2012.06, Papers

  3. On a generalization from ruin to default in a Lévy insurance risk model (共著), Runhuan Feng, Yasutaka Shimizu, 2012.03, Papers

  4. Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes, Yasutaka Shimizu, Annals of the Institute of Statistical Mathematics, 64, no. 1, 193-211 , 2012.02, Papers

  5. Estimation of the expected discounted penalty function for Lévy insurance risks, Yasutaka Shimizu, Mathematical Methods of Statistics, 20, no. 2, 125-149, 2011.02, Papers

  6. Gerber-Shiu Function in Risk Theory and Statistical Inference, Yasutaka Shimizu, Proceedings of the Institute of Statistical Mathematics, 59, no. 1, 105-124, 2010.10, Review Papers(In Japanese)

  7. Threshold selection in jump-discriminant filter for discretely observed jump processes, Yasutaka Shimizu, Statistical Methods & Applications, 19, no. 3, 355-378, 2010.02, Papers

  8. Notes on drift estimation for certain non-recurrent diffusion processes from sampled data, Yasutaka Shimizu, Statistics & Probability Letters, 79, 2009.10, Papers

  9. Thereshold estimation for jump-type stochastic processes from discrete observations, Yasutaka Shimizu, 2009.08, Review Papers(In Japanese)

  10. Functional estimation for Lévy measures of semimartingales with Poissonian jumps, Yasutaka Shimizu, Journal of Multivariate Analysis, 100, 2009.07, Papers

  11. A new aspect of a risk process and its statistical inference, Yasutaka Shimizu, Insurance: Mathematics and Economics, 44, 2009.02, Papers

  12. Model selection for Levy measures in diffusion processes with jumps from discrete observations,, Yasutaka Shimizu, Journal of Statistical Planning and Inference, 2009.02, Papers

  13. Consistency of penalized risk of boosting methods in binary classification, Kenichi Hayashi, Yasutaka Shimizu, Yutaka Kano, New Trends in Psychometrics, 87-96, 2008.12, International Conference(Proceedings)

  14. Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples, Yasutaka Shimizu, Bulletin of Informatics and Cybernetics, 2008.12, Papers

  15. A practical inference for discretely observed jump-diffusions from finite samples, Yasutaka Shimizu, Journal of The Japan Statistical Society, 2008.12, Papers

  16. Statistical specification of jumps under semiparametric semimartingale models, Yasutaka Shimizu, Mathematical Method of Statistics, 17, no3, 209-227, 2008.09, Papers

  17. Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations (共著), Yasutaka Shimizu, Nakahiro Yoshida, Statistical Inference for Stochastic Processes, 9, no.3, 227-277, 2006.08, Papers

  18. M-estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps, Yasutaka Shimizu, Statistical Inference for Stochastic Processes, 9, no.2, 179-225, 2006.07, Papers

  19. Density Type Estimation of Levy Densities for Discretely Observed DiffusionProcesses with Jumps, Yasutaka Shimizu, Journal of Japan Statistical Society, 36, no.1, 37-62, 2006.06, Papers

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