Teppei Ogihara

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Efficient drift parameter estimation for ergodic solutions of backward SDEs Scandinavian Journal of Statistics	2024-09-19	Paper
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions Bernoulli	2024-03-26	Paper
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions Bernoulli	2024-03-26	Paper
Asymptotically efficient estimation for diffusion processes with nonsynchronous observations Japanese Journal of Statistics and Data Science	2023-07-25	Paper
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation Bernoulli	2023-06-02	Paper
Misspecified diffusion models with high-frequency observations and an application to neural networks Stochastic Processes and their Applications	2021-11-03	Paper
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2021-09-17	Paper
Local Asymptotic Mixed Normality via Transition Density Approximation and an Application to Ergodic Jump-Diffusion Processes	2021-05-01	Paper
Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering Japan Journal of Industrial and Applied Mathematics	2020-04-27	Paper
On the asymptotic properties of Bayes-type estimators with general loss functions Journal of Statistical Planning and Inference	2019-08-09	Paper
Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise Bernoulli	2018-05-18	Paper
Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise Bernoulli	2018-05-18	Paper
Local asymptotic mixed normality property for nonsynchronously observed diffusion processes Bernoulli	2015-10-30	Paper
Local asymptotic mixed normality property for nonsynchronously observed diffusion processes Bernoulli	2015-10-30	Paper
Quasi-likelihood analysis for nonsynchronously observed diffusion processes Stochastic Processes and their Applications	2014-09-02	Paper
Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations	2012-12-19	Paper
Quasi-likelihood analysis for the stochastic differential equation with jumps Statistical Inference for Stochastic Processes	2011-11-07	Paper

Research outcomes over time

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