The following pages link to Nakahiro Yoshida (Q222121):
Displaying 50 items.
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- Edgeworth expansion for functionals of continuous diffusion processes (Q511473) (← links)
- (Q644963) (redirect page) (← links)
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- An asymptotic expansion scheme for optimal investment problems (Q701968) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process (Q743070) (← links)
- Asymptotic behavior of M-estimator and related random field for diffusion process (Q756893) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
- Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
- Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862) (← links)
- An application of the double Edgeworth expansion to a filtering model with Gaussian limit (Q868269) (← links)
- Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630) (← links)
- Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes (Q1019457) (← links)
- Robust M-estimators in diffusion processes (Q1119307) (← links)
- Estimation for diffusion processes from discrete observation (Q1192000) (← links)
- Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe (Q1203351) (← links)
- Asymptotic expansion of \(M_-\)-estimator over Wiener space (Q1281926) (← links)
- Asymptotic expansions of Bayes estimators for small diffusions (Q1326339) (← links)
- Malliavin calculus and asymptotic expansion for martingales (Q1376203) (← links)
- Malliavin calculus, geometric mixing, and expansion of diffusion functionals (Q1578966) (← links)
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
- Asymptotic expansion for small diffusions applied to option pricing (Q1771230) (← links)
- On covariance estimation of non-synchronously observed diffusion processes (Q1781192) (← links)
- Expansion of perturbed random variables based on generalized Wiener functionals (Q1817488) (← links)
- Partial mixing and Edgeworth expansion (Q1885365) (← links)
- Asymptotic expansions for perturbed systems on Wiener space: Maximum likelihood estimators (Q1915352) (← links)
- Martingale expansion in mixed normal limit (Q1940237) (← links)
- Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677) (← links)
- Estimation of the lead-lag parameter from non-synchronous data (Q1952430) (← links)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations (Q2083863) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
- Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion (Q2194056) (← links)
- Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos (Q2274309) (← links)
- Asymptotic expansion of Skorohod integrals (Q2279312) (← links)
- Partial quasi-likelihood analysis (Q2329845) (← links)
- Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
- Edgeworth expansion for the pre-averaging estimator (Q2408996) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- Moment estimation for ergodic diffusion processes (Q2469659) (← links)
- Information criteria for small diffusions via the theory of Malliavin-Watanabe (Q2481686) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
