Volume 4, issue 1, July 2021

Supported by JSPS KAKENHI Grant Number JP19HP2005. Including a Special Feature on “Statistics for High-Frequency Data” (Guest Editor: Hiroki Masuda)

28 articles in this issue

Information criteria and cross validation for Bayesian inference in regular and singular cases

Authors
- Sumio Watanabe
- Content type: Survey Article (Invited)
- Open Access
- Published: 11 May 2021
- Pages: 1 - 19
The Lomax exponentiated Weibull model

Authors
- S. I. Ansari
- Zohdy M. Nofal
- Content type: Original Paper
- Published: 01 February 2020
- Pages: 21 - 39
Application of VBGMM for pitch type classification: analysis of TrackMan's pitch tracking data

Authors
- Kazuhiro Umemura
- Toshimasa Yanai
- Yasushi Nagata
- Content type: Original Paper
- Open Access
- Published: 27 April 2020
- Pages: 41 - 71
On Weibull–Burr impounded bivariate distribution

Authors
- P. Yageen Thomas
- Jitto Jose
- Content type: Original Paper
- Published: 11 August 2020
- Pages: 73 - 105
Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term

Authors (first, second and last of 4)
- Jia-Han Shih
- Ting-Yu Lin
- Takeshi Emura
- Content type: Original Paper
- Published: 19 October 2020
- Pages: 107 - 150
Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models

Authors
- Toshio Honda
- Chien-Tong Lin
- Content type: Original Paper
- Published: 22 September 2020
- Pages: 151 - 179
Improvement of the test of independence among groups of factors in a multi-way contingency table

Authors
- Nobuhiro Taneichi
- Yuri Sekiya
- Jun Toyama
- Content type: Original Paper
- Published: 10 November 2020
- Pages: 181 - 213
A multi-resolution approximation via linear projection for large spatial datasets

Authors
- Toshihiro Hirano
- Content type: Original Paper
- Published: 28 October 2020
- Pages: 215 - 256
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles

Authors
- Yuta Koike
- Content type: Original Paper
- Published: 26 October 2020
- Pages: 257 - 297
Hybrid adaptive index model for binary response data

Authors (first, second and last of 5)
- Ke Wan
- Kensuke Tanioka
- Toshio Shimokawa
- Content type: Original Paper
- Published: 31 October 2020
- Pages: 299 - 315
Maximum likelihood estimation for a one-sided truncated family of distributions

Authors
- Masafumi Akahira
- Content type: Original Paper
- Published: 20 November 2020
- Pages: 317 - 344
An attention algorithm for solving large scale structured \(l_{0}\)-norm penalty estimation problems

Authors
- Tso-Jung Yen
- Yu-Min Yen
- Content type: Original Paper
- Published: 12 January 2021
- Pages: 345 - 371
A robust-filtering method for noisy non-stationary multivariate time series with econometric applications

Authors
- Naoto Kunitomo
- Seisho Sato
- Content type: Original Paper
- Open Access
- Published: 04 January 2021
- Pages: 373 - 410
Bayesian hierarchical modeling of people’s decision-making during an extreme weather event

Authors
- Seyed M. Miran
- Chen Ling
- Sujay Datta
- Content type: Original Paper
- Published: 03 April 2021
- Pages: 411 - 425
High-dimensional disjoint factor analysis with its EM algorithm version

Authors
- Jingyu Cai
- Kohei Adachi
- Content type: Original Paper
- Published: 05 May 2021
- Pages: 427 - 448
Estimation of linear functional of large spectral density matrix and application to Whittle’s approach

Authors
- Fumiya Akashi
- Masanobu Taniguchi
- Yoshiyuki Tanida
- Content type: Original Paper
- Published: 10 April 2021
- Pages: 449 - 474
Correction to: A copula‑based Markov chain model for serially dependent event times with a dependent terminal event

Authors
- Xin-Wei Huang
- Weijing Wang
- Takeshi Emura
- Content type: Publisher Correction
- Published: 15 January 2021
- Pages: 475 - 475
Correction to: Small area estimation with mixed models: a review

Authors
- Shonosuke Sugasawa
- Tatsuya Kubokawa
- Content type: Correction
- Published: 16 February 2021
- Pages: 477 - 477
Special feature: statistics for high-frequency data

Authors
- Hiroki Masuda
- Content type: Preface
- Published: 01 April 2021
- Pages: 479 - 481
Prediction-based estimation for diffusion models with high-frequency data

Authors
- Emil S. Jørgensen
- Michael Sørensen
- Content type: Original Paper
- Published: 05 February 2021
- Pages: 483 - 511
Adaptive estimator for a parabolic linear SPDE with a small noise

Authors
- Yusuke Kaino
- Masayuki Uchida
- Content type: Original Paper
- Published: 17 March 2021
- Pages: 513 - 541
A review on asymptotic inference in stochastic differential equations with mixed effects

Authors
- Maud Delattre
- Content type: Original Paper
- Published: 09 February 2021
- Pages: 543 - 575
An integrated framework for visualizing and forecasting realized covariance matrices

Authors
- Hideto Shigemoto
- Takayuki Morimoto
- Content type: Original Paper
- Open Access
- Published: 27 November 2020
- Pages: 577 - 599
Detecting factors of quadratic variation in the presence of market microstructure noise

Authors
- Naoto Kunitomo
- Daisuke Kurisu
- Content type: Original Paper
- Open Access
- Published: 04 February 2021
- Pages: 601 - 641
Inference for time-varying lead–lag relationships from ultra-high-frequency data

Authors
- Yuta Koike
- Content type: Original Paper
- Open Access
- Published: 08 February 2021
- Pages: 643 - 696
On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach

Authors
- Takaki Hayashi
- Makoto Takahashi
- Content type: Original Paper
- Published: 31 May 2021
- Pages: 697 - 730
Simple SIR models with Markovian control

Authors
- Krzysztof Bartoszek
- Wojciech Bartoszek
- Michał Krzemiński
- Content type: Original Paper
- Open Access
- Published: 16 February 2021
- Pages: 731 - 762
Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness

Authors (first, second and last of 5)
- Stefano Maria Iacus
- Francesco Sermi
- Michele Vespe
- Content type: Original Paper
- Published: 05 March 2021
- Pages: 763 - 781

Volume 4, issue 1, July 2021

Supported by JSPS KAKENHI Grant Number JP19HP2005. Including a Special Feature on “Statistics for High-Frequency Data” (Guest Editor: Hiroki Masuda)

Information criteria and cross validation for Bayesian inference in regular and singular cases

The Lomax exponentiated Weibull model

Application of VBGMM for pitch type classification: analysis of TrackMan's pitch tracking data

On Weibull–Burr impounded bivariate distribution

Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term

Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models

Improvement of the test of independence among groups of factors in a multi-way contingency table

A multi-resolution approximation via linear projection for large spatial datasets

Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles

Hybrid adaptive index model for binary response data

Maximum likelihood estimation for a one-sided truncated family of distributions

An attention algorithm for solving large scale structured \(l_{0}\)-norm penalty estimation problems

A robust-filtering method for noisy non-stationary multivariate time series with econometric applications

Bayesian hierarchical modeling of people’s decision-making during an extreme weather event

High-dimensional disjoint factor analysis with its EM algorithm version

Estimation of linear functional of large spectral density matrix and application to Whittle’s approach

Correction to: A copula‑based Markov chain model for serially dependent event times with a dependent terminal event

Correction to: Small area estimation with mixed models: a review

Special feature: statistics for high-frequency data

Prediction-based estimation for diffusion models with high-frequency data

Adaptive estimator for a parabolic linear SPDE with a small noise

A review on asymptotic inference in stochastic differential equations with mixed effects

An integrated framework for visualizing and forecasting realized covariance matrices

Detecting factors of quadratic variation in the presence of market microstructure noise

Inference for time-varying lead–lag relationships from ultra-high-frequency data

On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach

Simple SIR models with Markovian control

Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness

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Volume 4, issue 1, July 2021

Supported by JSPS KAKENHI Grant Number JP19HP2005. Including a Special Feature on “Statistics for High-Frequency Data” (Guest Editor: Hiroki Masuda)

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