Nakahiro Yoshida
Nakahiro Yoshida
Professor of Mathematical Sciences, University of Tokyo
Verifisert e-postadresse på ms.u-tokyo.ac.jp - Startside
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On covariance estimation of non-synchronously observed diffusion processes
T Hayashi, N Yoshida
Bernoulli 11 (2), 359-379, 2005
5112005
Estimation for diffusion processes from discrete observation
N Yoshida
Journal of Multivariate Analysis 41 (2), 220-242, 1992
3101992
Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe
N Yoshida
Probability theory and related Fields 92 (3), 275-311, 1992
1601992
Estimation of parameters for diffusion processes with jumps from discrete observations
Y Shimizu, N Yoshida
Statistical Inference for Stochastic Processes 9 (3), 227-277, 2006
1362006
Asymptotic expansion for statistics related to small diffusions
N Yoshida
Journal of the Japan Statistical Society 22 (2), p139-159, 1992
1291992
Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
N Yoshida
Annals of the Institute of Statistical Mathematics 63 (3), 431-479, 2011
982011
Adaptive estimation of an ergodic diffusion process based on sampled data
M Uchida, N Yoshida
Stochastic Processes and their Applications 122 (8), 2885-2924, 2012
822012
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
T Hayashi, N Yoshida
Annals of the Institute of Statistical Mathematics 60 (2), 367-406, 2008
752008
An asymptotic expansion scheme for optimal investment problems
A Takahashi, N Yoshida
Statistical Inference for Stochastic Processes 7 (2), 153-188, 2004
732004
The yuima project: A computational framework for simulation and inference of stochastic differential equations
A Brouste, M Fukasawa, H Hino, SM Iacus, K Kamatani, Y Koike, ...
American statistical association 57 (4), 1-51, 2014
662014
Estimation of the lead-lag parameter from non-synchronous data
M Hoffmann, M Rosenbaum, N Yoshida
Bernoulli 19 (2), 426-461, 2013
652013
Quasi-likelihood analysis for the stochastic differential equation with jumps
T Ogihara, N Yoshida
Statistical Inference for Stochastic Processes 14 (3), 189, 2011
642011
Malliavin calculus and asymptotic expansion for martingales
N Yoshida
Probability Theory and Related Fields 109 (3), 301-342, 1997
641997
Nonsynchronous covariation process and limit theorems
T Hayashi, N Yoshida
Stochastic processes and their applications 121 (10), 2416-2454, 2011
592011
Information criteria in model selection for mixing processes
M Uchida, N Yoshida
Statistical Inference for Stochastic Processes 4 (1), 73-98, 2001
582001
Malliavin calculus, geometric mixing, and expansion of diffusion functionals
S Kusuoka, N Yoshida
Probability Theory and Related Fields 116 (4), 457-484, 2000
582000
Irregular sampling and central limit theorems for power variations: The continuous case
T Hayashi, J Jacod, N Yoshida
Annales de l'IHP Probabilités et statistiques 47 (4), 1197-1218, 2011
542011
Irregular sampling and central limit theorems for power variations: The continuous case
T Hayashi, J Jacod, N Yoshida
Annales de l'IHP Probabilités et statistiques 47 (4), 1197-1218, 2011
542011
Asymptotic expansion for small diffusions applied to option pricing
M Uchida, N Yoshida
Statistical inference for stochastic processes 7 (3), 189-223, 2004
542004
Information criteria for small diffusions via the theory of Malliavin–Watanabe
M Uchida, N Yoshida
Statistical Inference for Stochastic Processes 7 (1), 35-67, 2004
542004
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Artikler 1–20