1. CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES. (3rd October 2016) Authors: Kanaya, Shin Journal: Econometric theory Issue: Volume 33:Number 5(2017) Page Start: 1121 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING. (13th April 2015) Authors: Kanaya, Shin; Kristensen, Dennis Journal: Econometric theory Issue: Volume 32:Number 4(2016:Aug.) Page Start: 861 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES. (3rd November 2014) Authors: Gao, Jiti; Kanaya, Shin; Li, Degui; Tjøstheim, Dag Journal: Econometric theory Issue: Volume 31:Number 5(2015:Oct.) Page Start: 911 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH. (14th July 2016) Authors: Kanaya, Shin Journal: Econometric theory Issue: Volume 33:Number 4(2017) Page Start: 874 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗