| The yuima project: A computational framework for simulation and inference of stochastic differential equations A Brouste, M Fukasawa, H Hino, S Iacus, K Kamatani, Y Koike, H Masuda, ... Journal of statistical software 57, 1-51, 2014 | 106 | 2014 |
| Improved central limit theorem and bootstrap approximations in high dimensions V Chernozhuokov, D Chetverikov, K Kato, Y Koike The Annals of Statistics 50 (5), 2562-2586, 2022 | 102 | 2022 |
| High-dimensional central limit theorems by Stein’s method X Fang, Y Koike The Annals of Applied Probability 31 (4), 1660-1686, 2021 | 54 | 2021 |
| Nearly optimal central limit theorem and bootstrap approximations in high dimensions V Chernozhukov, D Chetverikov, Y Koike The Annals of Applied Probability 33 (3), 2374-2425, 2023 | 49 | 2023 |
| Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles Y Koike Japanese Journal of Statistics and Data Science 4, 257-297, 2021 | 40 | 2021 |
| High-dimensional data bootstrap V Chernozhukov, D Chetverikov, K Kato, Y Koike Annual Review of Statistics and Its Application 10 (1), 427-449, 2023 | 35 | 2023 |
| Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, microstructure noise and jumps Y Koike Econometric Theory 32 (3), 533-611, 2016 | 30 | 2016 |
| Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling Y Koike Stochastic processes and their applications 124 (8), 2699-2753, 2014 | 29 | 2014 |
| New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems X Fang, Y Koike The Annals of Applied Probability 32 (1), 602-631, 2022 | 25 | 2022 |
| Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data Y Koike | 19 | 2019 |
| High-dimensional central limit theorems for homogeneous sums Y Koike Journal of Theoretical Probability 36 (1), 1-45, 2023 | 18 | 2023 |
| An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps Y Koike Scandinavian Journal of Statistics 41 (2), 460-481, 2014 | 18 | 2014 |
| Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise Y Koike | 17 | 2016 |
| Time endogeneity and an optimal weight function in pre-averaging covariance estimation Y Koike Statistical Inference for Stochastic Processes 20, 15-56, 2017 | 16 | 2017 |
| Wavelet-based methods for high-frequency lead-lag analysis T Hayashi, Y Koike SIAM Journal on Financial Mathematics 9 (4), 1208-1248, 2018 | 14 | 2018 |
| Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls X Fang, Y Koike arXiv preprint arXiv:2009.00339, 2020 | 12 | 2020 |
| Adaptive deep learning for nonparametric time series regression D Kurisu, R Fukami, Y Koike arXiv preprint arXiv:2207.02546, 2022 | 11 | 2022 |
| De-biased graphical lasso for high-frequency data Y Koike Entropy 22 (4), 456, 2020 | 11 | 2020 |
| From p-Wasserstein bounds to moderate deviations X Fang, Y Koike Electronic Journal of Probability 28, 1-52, 2023 | 9 | 2023 |
| Oracle inequalities for sign constrained generalized linear models Y Koike, Y Tanoue Econometrics and Statistics 11, 145-157, 2019 | 9 | 2019 |
