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Nakahiro Yoshida
Nakahiro Yoshida
Professor of Mathematics, University of Tokyo
Dirección de correo verificada de ms.u-tokyo.ac.jp - Página principal
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On covariance estimation of non-synchronously observed diffusion processes
T Hayashi, N Yoshida
Bernoulli 11 (2), 359-379, 2005
5772005
Estimation for diffusion processes from discrete observation
N Yoshida
Journal of Multivariate Analysis 41 (2), 220-242, 1992
3861992
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
1791992
Estimation of parameters for diffusion processes with jumps from discrete observations
Y Shimizu, N Yoshida
Statistical Inference for Stochastic Processes 9, 227-277, 2006
1742006
Asymptotic expansion for statistics related to small diffusions
N Yoshida
Journal of the Japan Statistical Society 22 (2), p139-159, 1992
1411992
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
1362011
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
1162012
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
1082014
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
T Hayashi, N Yoshida
Annals of the Institute of Statistical Mathematics 60, 367-406, 2008
872008
Quasi-likelihood analysis for the stochastic differential equation with jumps
T Ogihara, N Yoshida
Statistical inference for stochastic processes 14, 189-229, 2011
812011
Simulation and inference for stochastic processes with YUIMA
SM Iacus, N Yoshida
A comprehensive R framework for SDEs and other stochastic processes. Use R, 2018
792018
An asymptotic expansion scheme for optimal investment problems
A Takahashi, N Yoshida
Statistical Inference for Stochastic Processes 7 (2), 153-188, 2004
792004
Malliavin calculus and asymptotic expansion for martingales
N Yoshida
Probability Theory and Related Fields 109, 301-342, 1997
781997
Estimation of the lead-lag parameter from non-synchronous data
M Hoffmann, M Rosenbaum, N Yoshida
752013
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
692011
Malliavin calculus, geometric mixing, and expansion of diffusion functionals
S Kusuoka, N Yoshida
Probability Theory and Related Fields 116 (4), 457-484, 2000
682000
Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe
M Uchida, N Yoshida
Statistical Inference for Stochastic Processes 7, 35-67, 2004
662004
Nonsynchronous covariation process and limit theorems
T Hayashi, N Yoshida
Stochastic processes and their applications 121 (10), 2416-2454, 2011
652011
Information criteria in model selection for mixing processes
M Uchida, N Yoshida
Statistical Inference for Stochastic Processes 4, 73-98, 2001
652001
Asymptotic expansion for small diffusions applied to option pricing
M Uchida, N Yoshida
Statistical inference for stochastic processes 7, 189-223, 2004
632004
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Artículos 1–20