高畑 弘

Central Limit Theorem for Integrated Square Error of Recursive Density Estimators 

Bull. Tokyo Gakugei Univ. Sect. IV Math. Natur. Sci. 56 1-14 2004年8月  

Nonparametric Density Estimations for a Class of Marked Point Processes 

Yokohama Mothematical Journal  

Strong law for the Poisson sampled stochastic processes 

Yokohama Math. J.  

Some limit theorems for maximum partial sums of random variables 

Yokohama Math. J.  

Almost sure convergence of density estimations for weakly dependent stationary processes. 

Bull. Tokyo Gakugei Univ.  

An application of the Streassen law of the iterated logarithm to density estimations 

Bull. Tokyo Gakugei Univ.  

Central limit theorems for integrated square error of nonparametric density estimators based on absolutely regular random sequences 

Yokohama Math. J  

An invariance principle for integral type functionals of weakly dependent random processes 

Yokohama Math. J.  

On the central limit theorem for weakly dependent random fields. 

Yokohama Math. J.  

The central limit theorem for summability methods of some weakly dependent sequences. 

Statistics and Probability. Letters  

L∞-bound for asymptotic normality of weakly dependent summands using Stein's result 

Ann. Probability  

On the rates in the central limit theorem for weakly dependent random fields. 

Z. Wahrscheinlichkeitotheorie verw. Gebiete