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Yoshida Nakahiro  吉田 朋広

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… Alternative Names

YOSHIDA Nakahiro  吉田 朋広

吉田 朋広  ヨシダ ナカヒロ

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Researcher Number 90210707
Other IDs
External Links
Affiliation (Current) 2025: 東京大学, 大学院数理科学研究科, 教授
Affiliation (based on the past Project Information) *help 2022 – 2024: 東京大学, 大学院数理科学研究科, 教授
2016 – 2020: 東京大学, 大学院数理科学研究科, 教授
2012 – 2015: 東京大学, 数理(科)学研究科(研究院), 教授
2012: 東京大学, 大学院・数理科学研究科, 教授
2012: 東京大学, 数理科学研究科, 教授 … More
2010: 東京大学, 数理科学研究科, 教授
2007 – 2010: The University of Tokyo, 大学院・数理科学研究科, 教授
2007: 東京大学, 数理(科)学研究科(研究院), 教授
2005 – 2006: 東京大学, 大学院数理科学研究科, 教授
2003 – 2005: The University of Tokyo, Graduate School of Mathematical Sciences, Professor, 大学院・数理科学研究科, 教授
1996 – 2002: 東京大学, 大学院・数理科学研究科, 助教授
2001: University of Tokyo, Department of Mathmatical Sciences, Associate Professor, 数理科学研究科, 助教授
1999: 東京大学, 数理科学研究科, 助教授
1995: 統計数理研究所, 統計基礎研究系, 助教授
1993: 統計数理研究所, 統計基礎研究系, 助教授
1991: 統計数理研究所, 統計基礎研究系, 助手
1988 – 1989: 大阪大学, 基礎工学部, 助手 Less
Review Section/Research Field
Principal Investigator
Statistical science / General mathematics (including Probability theory/Statistical mathematics) / Statistical science / Statistical science / General mathematics (including Probability theory/Statistical mathematics) / Sections That Are Subject to Joint Review: Basic Section60030:Statistical science-related , Basic Section61030:Intelligent informatics-related / Basic Section 61030:Intelligent informatics-related / Basic Section 60030:Statistical science-related
Except Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Basic analysis / 統計学 / Statistical science
Keywords
Principal Investigator
漸近展開 / マリアヴァン解析 / 確率微分方程式 / マリアバン解析 / 統計数学 / リード・ラグ / 解析学 / 漸近理論 / 確率解析 / ファイナンス … More / 確率過程 / 擬似尤度解析 / 極限定理 / Malliavin解析 / ボラティリティ / 非エルゴード統計 / 確率論 / ミキシング / 高頻度データ / ジャンプ / stochastic differential equation / partial mixing / filtering / Malliavin calculus / asymptotic expansion / 条件付き期待値 / パーシャルミキシング / フィルタリング / 非同期観測 / 非同期共分散推定 / 変化点問題 / ベイズ推定 / 確率場 / デリバティブ / 疑似尤度解析 / セミマルチンゲール / マルチンゲ-ル / 非整数ブラ ウン運動 / モデル選択 / スパース推定 / Skorohod積分 / Wiener汎関数 / 退化拡散過程 / Euler-Maruyama近似 / フラクショナルブラウン運動 / 高頻度観測 / 尤度解析 / change point problem / Bayes estimation / large deviation inequality / statistical random field / jump / CUSUM検定 / 保険数理 / 尤度比 / 大偏差不等式 / 統計的確率場 / M-estimation / finance / volatility / ザバイバルアナクシス / サンプリング / M推定 / long-memory process / conditional expectation / information criterion / derivative / 推定量 / サポート定理 / ゲノム / 条件付漸近展開 / 長期記憶過程 / 情報量規準 / リミットオーダーブック / 点過程 / 超高頻度データ / 共分散 / 非同期共分散推定量 / マルチンゲール展開 / 機械学習 / 確率過程の統計学 / 疑似尤度 / 安定的収束 / マルチンゲール / 非同期共分散 / 条件つき分布 / 2次変動 / 適合型推定量 / リードラグ / 混合正規分布 / 経済統計学 / 応用数学 / 情報幾何 / 最尤推定量 / 確率数値解析 / 情報量基準 / M-推定量 / マルテンゲ-ル / 中心極限定理 … More
Except Principal Investigator
数理ファイナンス / 拡散過程 / 多変量解析 / 数値計算 / Sequential analysis / 統計的モデル / 逐次推定 / 時系列解析 / 実験計画 / 逐次解析 / 情報量 / リー環 / ノンパラメトリック推測 / 時系列 / 確率過程 / 確率解析 / デリバティブ / マリアバン解析 / リスク尺度 / 確率偏微分方程式 / 漸近展開 / systems orthogonal functions / perception / color vision / visual cortex / illusion / harmonic analysis / wavelet frame / wavelet / フィルタバンク / カフェウェール錯視 / 明暗の錯視 / フィルター・バンク / 線形代数 / マルチプライヤー / 色彩 / 画像処理 / 視覚情報処理 / フレームレット / フレーム / 視覚 / 偏微分方程式 / 直交関数系 / 認知 / 色覚 / 視覚皮質 / 錯視 / 調和解析 / ウェーブレットフレーム / ウェーブレット / Quantum mechanics / Experimental design / Combinatorial theory / Sequential estimation / Quantum information geometry / Quantum test / Quantum estimation / ゲノムデータ解析 / バイオスタティスティクス / デザイン理論 / 統計量 / 混合モデル / 回帰モデル / 量子エンタングルメント / 量子情報 / 分割表 / 統計的検定 / 統計的推定 / 因子分析 / 情報不等式 / 量子統計 / 最尤法 / ロバスト法 / 量子力学 / 組合せ論 / 量子情報幾何 / 量子検定 / 量子推定 / Runge-KUtta Method / Stochastic Differential Equations / Free Lie Algebra / Malliavin Calculus / Numerical Analysis / Risk measures / Derivatives / Mathematical Finance / 特性関数 / 加法過程 / ヨーロピアンオプション / アメリカンオプション / モンテカルロ法 / ルンゲ・クッタ / フィルトレーション / 連続極限 / 多期間モデル / 法則不変 / リスク / ファイナンス / 数値解析 / 生命保険 / アクチュアリー / ルンゲ・クッタ法 / 確率微分方程式 / 自由リー環 / Combinatorics / Mathematical finance / Time series / Multivariate analysis / Information amount / Test / Estimator / 漸近有効性 / 逐次推測 / 推定 / ベイズ推測 / モデル選択 / 画像解析 / 空間データ / ベイズ法 / 統計的モデリング / 有限標本論 / 非正則モデル / 最尤推定 / 特異モデル / 金融 / 非正規性 / 計算機支援型推測 / 組合せ理論 / 検定 / 推定量 / diffusion model / mathematical finance / default risk / interest rate model / floating interest rate / 確率偏微分方程 / 確率変動 / ハザードレート / クレジットデリバティブ / 変動金利モデル / デリバディブ / 確率テイラー展開 / マリアバン・カリキュラス / ハザード率 / 拡散モデル / デフォルト リスク / 金利モデル / 変動金利 / Time Series / Quasi-Likelihood Function / Robustness / Nonparametrics / Maximum Likelihood Estimator / General Linear Models / Likelihood Analysis / Parametric Models in Stochastic Processes / 最尤推程量 / ロバスト推測 / 単純自己修正点過程 / 自己修正点過程 / 疑似尤度関数 / ロバストネス / ノンパラメトリック / 一般線形モデル / 最尤推定量 / 尤度解析 / 確率過程の母数モデル / 多変量正規性 / M推定 / 漸近理論 / 寿命解析 / グラフ表現 / 順位検定 / ノンパラメトリック法 / 確率積分 / 漸近分布論 / 実現ボラティリティ / 統計的漸近推測 / ジャンプ過程 / 縮小推定 / 高頻度データ解析 / 疑似最尤法 / レヴィ過程駆動型モデル / 統計数学 / ボラティリティ / 非整数ブラウン運動 / セミマルチンゲール / 高頻度不規則観測 / 疑似尤度解析 / Levy過程駆動型SDE / 数理統計学 / 医学統計 / 計算機統計学 / 大偏差原理 / 非母数解析 / 順位統計量 / 金融工学 / 経験尤度解析 / 計量ファイナンス / 統計的漸近理論 / 統計解析 / 非対称分布 / 非母数統計解析 / 漸近最適性 / 金融時系列 / 統計推測 / 法則不変性 / ディリクレ境界条件 / 吸収壁 / 保険 / 法則普遍性 / バリューアトリスク / リスクの計量化 / 積分の変数変換公式 / 株式価値の希薄化 / フアツトテイル / 独立変数の和 / 中心極限定理 / オペレーショナルリスク / 市場リスク / 独立同分布 / 楠岡近似 / 転換社債 / CTE / 数値数学 / ファイナンス、リスクの計量化 / 確率論 / 金利の期間構造 / 数理ファイナス / 分布の分解 / 斬近展開 / 分布の特徴付け / 関数方程式 / 多変量正規分布 / 分布の近似 / 尺度混合分布 / 誤差評価 Less
  • Research Projects

    (25 results)
  • Research Products

    (266 results)
  • Co-Researchers

    (73 People)
  •  Asymptotic theory and infinite-dimensional stochastic calculusPrincipal Investigator

    • Principal Investigator
      吉田 朋広
    • Project Period (FY)
      2023 – 2025
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 60030:Statistical science-related
      Basic Section 61030:Intelligent informatics-related
      Sections That Are Subject to Joint Review: Basic Section60030:Statistical science-related , Basic Section61030:Intelligent informatics-related
    • Research Institution
      The University of Tokyo
  •  Theory of asymptotic analysis in statisticsPrincipal Investigator

    • Principal Investigator
      Yoshida Nakahiro
    • Project Period (FY)
      2017 – 2020
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      The University of Tokyo
  •  Ultra high frequency data and lead-lagPrincipal Investigator

    • Principal Investigator
      Yoshida Nakahiro
    • Project Period (FY)
      2014 – 2016
    • Research Category
      Grant-in-Aid for Challenging Exploratory Research
    • Research Field
      Statistical science
    • Research Institution
      The University of Tokyo
  •  Statistical inference for stochastic differential equations and its applications to high frequency data analysis

    • Principal Investigator
      UCHIDA Masayuki
    • Project Period (FY)
      2012 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Osaka University
  •  Theoretical statistics for stochastic processes and limit theoremsPrincipal Investigator

    • Principal Investigator
      Yoshida Nakahiro
    • Project Period (FY)
      2012 – 2015
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Relativization of time and a new correlation analysisPrincipal Investigator

    • Principal Investigator
      YOSHIDA Nakahiro
    • Project Period (FY)
      2012 – 2014
    • Research Category
      Grant-in-Aid for Challenging Exploratory Research
    • Research Field
      Statistical science
    • Research Institution
      The University of Tokyo
  •  Theory and Applications for Mathematical Methods in Statistical Science

    • Principal Investigator
      TANIGUCHI Masanobu
    • Project Period (FY)
      2007 – 2010
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Waseda University
  •  Asymptotic expansion, statistical inference and their applicationsPrincipal Investigator

    • Principal Investigator
      YOSHIDA Nakahiro
    • Project Period (FY)
      2007 – 2010
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Research on multi-period Value Measure and Finance-Actuary

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      2005 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Multi-wavelet frames and applications to harmonic analysis

    • Principal Investigator
      ARAI Hitoshi
    • Project Period (FY)
      2004 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Basic analysis
    • Research Institution
      The University of Tokyo
  •  STATISTICAL INFERENCE FOR STOCHASTIC PROCESSESPrincipal Investigator

    • Principal Investigator
      YOSHIDA Nakahiro
    • Project Period (FY)
      2004 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Statistical science
    • Research Institution
      University of Tokyo
  •  The Foundation of Mathematical Statistics on Quantum Inference and Its Applications

    • Principal Investigator
      AKAHIRA Masafumi
    • Project Period (FY)
      2002 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      University of Tsukuba
  •  Statistical asymptotic theory for stochastic processesPrincipal Investigator

    • Principal Investigator
      YOSHIDA Nakahiro
    • Project Period (FY)
      2002 – 2003
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Statistical science
    • Research Institution
      The University of Tokyo
  •  RESEARCH on PRICING DERIVATIVES BASED ON RISK MEASURES

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      2001 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      THE UNIVERSITY OF TOKYO
  •  Asymptotic statistical Inference theory for stochastic processPrincipal Investigator

    • Principal Investigator
      YOSHIDA Nakahiro
    • Project Period (FY)
      1999 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Statistical science
    • Research Institution
      The University of Tokyo
  •  Researches on the Non-Regular Inference Theory and the Concepts of the Amounts of Information

    • Principal Investigator
      AKAHIRA Masafumi
    • Project Period (FY)
      1998 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      University of Tsukuba
  •  確率解析による統計的漸近理論の研究Principal Investigator

    • Principal Investigator
      吉田 朋広
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      Statistical science
    • Research Institution
      The University of Tokyo
  •  Stochastic Model of Floating Interest rate and positive research

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      1997 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      ATHE UNIVERSITY OF TOKYO
  •  金利の期間構造と確率偏微分方程式

    • Principal Investigator
      KUSUOKA Shigeo
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  セミマルチンゲ-ルの漸近展開と統計学への応用Principal Investigator

    • Principal Investigator
      吉田 朋広
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  マリアヴァン解析による統計学の研究Principal Investigator

    • Principal Investigator
      吉田 朋広
    • Project Period (FY)
      1995
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The Institute of Statistical Mathematics
  •  確率過程の統計的推測の漸近理論の研究Principal Investigator

    • Principal Investigator
      吉田 朋広
    • Project Period (FY)
      1993
    • Research Category
      Grant-in-Aid for Encouragement of Young Scientists (A)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The Institute of Statistical Mathematics
  •  多変量分布の近似に関する研究

    • Principal Investigator
      清水 良一
    • Project Period (FY)
      1992
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The Institute of Statistical Mathematics
  •  A Study on Asymptotic Methods for Statistical Inference

    • Principal Investigator
      INAGAKI Nobuo
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Osaka University
  •  ノンパラメトリック法の応用的・理論的研究

    • Principal Investigator
      白旗 慎吾
    • Project Period (FY)
      1988
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      統計学
    • Research Institution
      Osaka University

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 Other

All Journal Article Presentation Book

  • [Book] Simulation and Inference for Stochastic Processes with YUIMA2018

    • Author(s)
      Iacus, Stefano M., Yoshida, Nakahiro
    • Total Pages
      268
    • Publisher
      Springer
    • ISBN
      9783319555690
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Book] 数理統計学2007

    • Author(s)
      吉田 朋広
    • Total Pages
      283
    • Publisher
      朝倉書店
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Book] 数理統計学2007

    • Author(s)
      吉田朋広
    • Total Pages
      283
    • Publisher
      朝倉書店
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Asymptotic expansion of an estimator for the Hurst coefficient2024

    • Author(s)
      Mishura, Y., Yamagishi, H., Yoshida, N.
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 27 Issue: 1 Pages: 181-211

    • DOI

      10.1007/s11203-023-09298-8

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K28044
  • [Journal Article] Asymptotic expansion and estimates of Wiener functionals2023

    • Author(s)
      Yoshida, N.
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 157 Pages: 176-248

    • DOI

      10.1016/j.spa.2022.10.003

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] High order asymptotic expansion for Wiener functionals2023

    • Author(s)
      Tudor, Ciprian A., Yoshida, N,
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 164 Pages: 443-492

    • DOI

      10.1016/j.spa.2023.07.001

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K28044
  • [Journal Article] Marked point processes and intensity ratios for limit order book modeling2022

    • Author(s)
      Muni Toke, I., Yoshida, N
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 5 Issue: 1 Pages: 1-39

    • DOI

      10.1007/s42081-021-00137-9

    • NAID

      210000178425

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Quasi-likelihood analysis and its applications2022

    • Author(s)
      Yoshida, N.
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 25 Issue: 1 Pages: 43-60

    • DOI

      10.1007/s11203-021-09266-0

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Divergence of an integral of a process with small ball estimate2022

    • Author(s)
      Mishura, Y., Yoshida, N.
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 148 Pages: 1-24

    • DOI

      10.1016/j.spa.2022.02.006

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Global jump filters and quasi likelihood analysis for volatility2021

    • Author(s)
      Inatsugu, H., Yoshida, N.
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 73 Issue: 3 Pages: 555-598

    • DOI

      10.1007/s10463-020-00768-x

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Adaptive estimation for degenerate diffusion processes2021

    • Author(s)
      Gloter, A., Yoshida, N.
    • Journal Title

      Electronic Journal of Statistics

      Volume: 15 Issue: 1 Pages: 1424-1472

    • DOI

      10.1214/20-ejs1777

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Edgeworth expansion for Euler approximation of continuous diffusion processe2020

    • Author(s)
      Podolskij, M., Veliyev, B., Yoshida, N.
    • Journal Title

      Annals of Applied Probability

      Volume: 30 Issue: 4 Pages: 1971-2003

    • DOI

      10.1214/19-aap1549

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Penalized least squares approximation methods and their applications to stochastic processes2020

    • Author(s)
      Suzuki Takumi、Yoshida Nakahiro
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: - Issue: 2 Pages: 513-541

    • DOI

      10.1007/s42081-019-00064-w

    • NAID

      210000179867

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion2020

    • Author(s)
      Tudor, C., Yoshida, N.
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 23 Issue: 2 Pages: 435-463

    • DOI

      10.1007/s11203-020-09220-6

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Analyzing order flows in limit order books with ratios of Cox-type intensities2020

    • Author(s)
      Muni Toke Ioane、Yoshida Nakahiro
    • Journal Title

      Quantitative Finance

      Volume: 20 Issue: 1 Pages: 81-98

    • DOI

      10.1080/14697688.2019.1637927

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos2019

    • Author(s)
      Tudor Ciprian A.、Yoshida Nakahiro
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 129 Issue: 9 Pages: 3499-3526

    • DOI

      10.1016/j.spa.2018.09.018

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Asymptotic expansion of Skorohod integrals2019

    • Author(s)
      Nualart David、Yoshida Nakahiro
    • Journal Title

      Electronic Journal of Probability

      Volume: 24 Issue: none Pages: 1-64

    • DOI

      10.1214/19-ejp310

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Statistical inference for ergodic point processes and application to Limit Order Book2018

    • Author(s)
      Clinet, Simon and Yoshida, Nakahiro
    • Journal Title

      Stochastic Processes and Their Applications

      Volume: 127 Pages: 1800-1839

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Partial quasi-likelihood analysis2018

    • Author(s)
      Yoshida Nakahiro
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 1 Issue: 1 Pages: 157-189

    • DOI

      10.1007/s42081-018-0006-6

    • NAID

      210000164710

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Edgeworth expansion for the pre-averaging estimator2018

    • Author(s)
      Podolskij, M., (Aarhus University), Veliyev. B., (Aarhus University), Yoshida, N (University of Tokyo)
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 127 Pages: 3558-3595

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Journal Article] Hybrid estimation for an ergodic diffusion process based on reduced data2017

    • Author(s)
      Yusuke Kaino, Masayuki Uchida and Yuto Yoshida
    • Journal Title

      Bulletin of Informatics and Cybernetics

      Volume: 49 Pages: 89-118

    • NAID

      120006620463

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Journal Article] Modelling intensities of order flows in a limit order book2017

    • Author(s)
      I. Muni Toke and N. Yoshida
    • Journal Title

      Quantitative Finance

      Volume: 17 Issue: 5 Pages: 683-701

    • DOI

      10.1080/14697688.2016.1236210

    • Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Journal Article] Statistical inference for ergodic point processes and application to Limit Order Book2017

    • Author(s)
      S. Clinet and N. Yoshida
    • Journal Title

      Stochastic Processes and Their Applications

      Volume: 印刷中 Issue: 6 Pages: 1800-1839

    • DOI

      10.1016/j.spa.2016.09.014

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Journal Article] Estimation of correlation between latent processes2016

    • Author(s)
      A. Kimura and N. Yoshida
    • Journal Title

      Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein

      Volume: 189 Pages: 131-146

    • DOI

      10.1007/978-3-319-45875-5_6

    • ISBN
      9783319458731, 9783319458755
    • Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Journal Article] Edgeworth expansion for functionals of continuous diffusion processes2016

    • Author(s)
      Podolskij, M. and Yoshida. N.
    • Journal Title

      Annals of Applied Probability

      Volume: 未定

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Journal Article] Asymptotic Expansions for Stochastic Processes2016

    • Author(s)
      Nakahiro Yoshida
    • Journal Title

      Rabi N. Bhattacharya: Selected Papers

      Volume: - Pages: 15-32

    • DOI

      10.1007/978-3-319-30190-7_2

    • ISBN
      9783319301884, 9783319301907
    • Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Journal Article] Model selection for volatility prediction2015

    • Author(s)
      Uchida, M. and Yoshida, N.
    • Journal Title

      The Fascination of Probability, Statistics and their Applications. In Honour of Ole E. Barndorff-Nielsen

      Volume: 0 Pages: 343-360

    • DOI

      10.1007/978-3-319-25826-3_16

    • ISBN
      9783319258249, 9783319258263
    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015, KAKENHI-PROJECT-24300107
  • [Journal Article] The yuima project: A computational framework for simulation and inference of stochastic differential equations2014

    • Author(s)
      Brouste, A., ,Fukasawa, M., Hino, H., Iacus, S., Kamatani, K., Koike, Y., Masuda, H., Nomura, R., Ogihara, T., Shimuzu, Y., Uchida M., and Yoshida, N.
    • Journal Title

      Journal of Statistical Software

      Volume: 57

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Journal Article] The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations2014

    • Author(s)
      A. Brouste, M. Fukasawa, H. Hino, S. M. Iacus, K. Kamatani, Y. Koike, H. Masuda, R. Nomura, T. Ogihara, Y. Shimizu, M. Uchida, N. Yoshida
    • Journal Title

      Journal of Statistical Software

      Volume: 57, no. 4 Pages: 1-51

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Journal Article] Quasilikelihood analysis for nonsynchronously observed diffusion processes2014

    • Author(s)
      T. Ogihara and N. Yoshida
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 124, no.9 Issue: 9 Pages: 2954-3008

    • DOI

      10.1016/j.spa.2014.03.014

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24650148, KAKENHI-PROJECT-26540011
  • [Journal Article] The YUIMA project: A computational framework for simulation and inference of stochastic differential equations2014

    • Author(s)
      Brouste, A., Fukasawa, M., Hino, H., Iacus, S., Kamatani, K., Koike, Y., Masuda, H., Nomura, R., Ogihara, T., Shimuzu, Y., Uchida, M., and Yoshida, N.
    • Journal Title

      Journal of Statistical Software

      Volume: 57 Pages: 1-51

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Journal Article] Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations2014

    • Author(s)
      Masayuki Uchida and Nakahiro Yoshida
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 17 Issue: 2 Pages: 181-219

    • DOI

      10.1007/s11203-014-9095-4

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24654024, KAKENHI-PROJECT-25245034
  • [Journal Article] The yuima project: A computational framework for simulation and inference of stochastic differential equations2014

    • Author(s)
      Brouste, A., ,Fukasawa, M., Hino, H., Iacus, S., Kamatani, K., Koike, Y., Masuda, H., Nomura, R., Ogihara, T., Shimuzu, Y., Uchida M., and Yoshida, N.
    • Journal Title

      Journal of Statistical Software

      Volume: 57

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Journal Article] The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations2014

    • Author(s)
      A. Brouste, M. Fukasawa, H. Hino, S. M. Iacus, K. Kamatani, Y. Koike, H. Masuda, R. Nomura, T. Ogihara, Y. Shimizu, M. Uchida, N. Yoshida
    • Journal Title

      Journal of Statistical Software

      Volume: 57, no. 4 Pages: 1-51

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Journal Article] Martingale expansion in mixed normal limit2013

    • Author(s)
      N. Yoshida
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 123 Pages: 887-933

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Journal Article] Quasi likelihood analysis of volatility and nondegeneracy of statistical random field2013

    • Author(s)
      Masayuki Uchida and Nakahiro Yoshida
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 123 Issue: 7 Pages: 2851-2876

    • DOI

      10.1016/j.spa.2013.04.008

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24340015, KAKENHI-PROJECT-24650148, KAKENHI-PROJECT-24654024
  • [Journal Article] Edgeworth expansion for the integrated Levy driven Ornstein-Uhlenbeck process2013

    • Author(s)
      H. Masuda and N. Yoshida
    • Journal Title

      Electronic Communications in Probability

      Volume: 18 Issue: none Pages: 1-10

    • DOI

      10.1214/ecp.v18-2726

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23300106, KAKENHI-PROJECT-23740082, KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24340015
  • [Journal Article] Estimation of the lead-lag parameter from non-synchronous data2013

    • Author(s)
      Hoffmann, M., Rosenbaum, M. and Yoshida, N.
    • Journal Title

      Bernoulli

      Volume: 19 Issue: 2 Pages: 363-719

    • DOI

      10.3150/11-bej407

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340015, KAKENHI-PROJECT-24650148
  • [Journal Article] Adaptive estimation of an ergodic diffusion process based on sampled data2012

    • Author(s)
      M. Uchida and N. Yoshida
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 122 Pages: 2885-2924

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Journal Article] Adaptive estimation of an ergodic diffusion process based on sampled data2012

    • Author(s)
      Masayuki Uchida and Nakahiro Yoshida
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 122 Issue: 8 Pages: 2885-2924

    • DOI

      10.1016/j.spa.2012.04.001

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24654024
  • [Journal Article] Quasi-likelihood analysis for the stochastic differential equation with jumps2011

    • Author(s)
      T. Ogihara and N. Yoshida
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 14 Pages: 189-229

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Asymptotic Expansion for Functionals of a Marked Point Process2011

    • Author(s)
      Y. Sakamoto and N. Yoshida
    • Journal Title

      Communications in Statistics-Theory and Methods

      Volume: 39 Pages: 449-1465

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Quasi-likelihood analysis for the stochastic differential equation with jumps2011

    • Author(s)
      Teppei Ogihara, Nakahiro Yoshida
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 14, Issue 3 Pages: 189-229

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Nonsynchronous covariation process and limit theorems2011

    • Author(s)
      Takaki Hayashi, Nakahiro Yoshida
    • Journal Title

      Stochastic Processes and their Applications on-line

      Volume: 121, Issue 10 Pages: 2416-2454

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Second-order asymptotic expansion for a non-synchronous covariation estimator2011

    • Author(s)
      D. Arnak and N. Yoshida
    • Journal Title

      Annales de l' Institut Henri Poincare

      Volume: 47, 3 Pages: 748-789

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Second-order asymptotic expansion for a non-synchronous covariation estimator2011

    • Author(s)
      Arnak Dalalyan, Nakahiro Yoshida
    • Journal Title

      Annales de l'Institut Henri Poincare-Probabilites et Statistiques

      Volume: 47, Issue 3 Pages: 748-789

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Nonsynchronous covariance process and limit theorems2011

    • Author(s)
      T. Hayashi and N. Yoshida
    • Journal Title

      Stochastic Processes and their Applications on-line

      Volume: 121 Pages: 2416-2454

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations2010

    • Author(s)
      S. Iacus and N. Yoshida
    • Journal Title

      Economic Notes by Banca Monte dei Paschi di Siena SpA

      Volume: 39

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations2010

    • Author(s)
      N. Yoshida
    • Journal Title

      Annals of the Institute of Statistical Mathematics online

    • NAID

      40018798391

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Expansion of the asymptotically conditionally normal law2010

    • Author(s)
      Nakahiro Yoshida
    • Journal Title

      Research Memorandam

      Volume: 1125

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] 確率過程の統計学:概観と展望2010

    • Author(s)
      吉田朋広
    • Journal Title

      日本統計学会誌

      Volume: 40, 1 Pages: 47-60

    • NAID

      110007988944

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations2010

    • Author(s)
      Stefano Iacus, Nakahiro Yoshida
    • Journal Title

      Economic Notes by Banca Monte dei Paschi di Siena SpA

      Volume: 39, Issue1 and 2 Pages: 107-127

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Asymptotic Expansion for Functionals of a Marked Point Process2010

    • Author(s)
      Yuji Sakamoto, Nakahiro Yoshida
    • Journal Title

      Communications in Statistics - Theory and Methods

      Volume: 39 Pages: 1449-1465

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] 確率過程の統計学:概観と展望(日本統計学会賞受賞者特別寄稿論文)2010

    • Author(s)
      吉田朋広
    • Journal Title

      日本統計学会誌

      Volume: 40(issue 1) Pages: 47-60

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Estimation for the discretely observed telegraph process2009

    • Author(s)
      Stefano Iacus, Nakahiro Yoshida
    • Journal Title

      Theory of Probability and Mathematical Statistics

      Volume: 78 Pages: 37-47

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Estimation for the discretely observed telegraph process2009

    • Author(s)
      S.M.Iacus, N.Yoshida
    • Journal Title

      Theor.Probability and Math.Statist 78

      Pages: 37-47

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Markov bases for two-way subtable sum problems2009

    • Author(s)
      Hara, Hisayuki, Takemura, Akimiohi, Yoshida, Ruriko
    • Journal Title

      J.Pure Appl.Algebra 213

      Pages: 1507-1521

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009

    • Author(s)
      S. Iacus, M. Uchida, N. Yoshida
    • Journal Title

      Stochastic Processes and their Applications 119

      Pages: 1580-1600

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009

    • Author(s)
      SM Iacus, M Uchida, N Yoshida
    • Journal Title

      Stochastic Processes and their Applications 119

      Pages: 1580-1600

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Estimation for the discretely observed telegraph process2009

    • Author(s)
      S. Iacus and N. Yoshida
    • Journal Title

      Theor. Probability and Math. Statist

      Volume: 78 Pages: 37-47

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009

    • Author(s)
      S. Iacus and N. Yoshida
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 119 Pages: 1580-1600

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Third-order asymptotic expansion of M-estimators for diffusion processes2009

    • Author(s)
      Y. Sakamoto and N. Yoshida
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 61 Pages: 629-661

    • NAID

      40016772332

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Higher-order asymptotic expansion of M-estimators for diffusion processes2009

    • Author(s)
      Sakamoto Y., Yoshida N.
    • Journal Title

      Ann.Inst.Statist.Math. Vol.61

      Pages: 629-661

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] hird-order asymptotic expansion of $M$-estimators for diffusion processes2009

    • Author(s)
      Sakamoto, Yuji, Yoshida, Nakahiro
    • Journal Title

      Ann.Inst.Statist.Math. 61

      Pages: 629-661

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009

    • Author(s)
      Iacus, Stefano Maria, Uchida, Masayuki, Yoshida, Nakahiro
    • Journal Title

      Stochastic Process.Appl. 119

      Pages: 1580-1600

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Computing holes in semi-groups and its applications to transportation problems2009

    • Author(s)
      Hemmecke, Raymond, Takemura, Akimichi, Yoshida, Ruriko
    • Journal Title

      Contrib.Discrete Math 4

      Pages: 81-91

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] 高頻度金融データと統計科学2008

    • Author(s)
      林高樹, 吉田朋広
    • Journal Title

      21世紀の統計科学I : 社会・経済の統計科学

      Pages: 267-304

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Asymptotic normality of nonsynchronous covariance estimtitors for diffuision processes2008

    • Author(s)
      T.Hayashi and N.Yoshida
    • Journal Title

      Annals of the Institute of Statistical Mathematics, to appear (掲載確定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Third order asymptotic expansion of M-estimators for diffusion processes2008

    • Author(s)
      Y.Sakamoto and N.Yoshida
    • Journal Title

      Annals of the Institute of Statistical Mathematics, to appear (掲載確定)

    • NAID

      40016772332

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Asymptotic Expansion for Stochastic Processes : an Overview and Examples2008

    • Author(s)
      Y. Sakamoto and N. Yoshida
    • Volume
      38
    • Pages
      173-185
    • NAID

      10030993668

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] A generalization of the integer linear infeasibility problem2008

    • Author(s)
      Takemura, A.and Yoshida, R.
    • Journal Title

      Discrete Optimization 5

      Pages: 36-52

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Asymptotic Expansion for Stochastic Processes : an Overview and Examples2008

    • Author(s)
      Yuji Sakamoto, Nakahiro Yoshida
    • Journal Title

      JOURNAL OF THE JAPAN STATISTICAL SOCIETY 38

      Pages: 173-185

    • NAID

      10030993668

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes2008

    • Author(s)
      T. Hayashi, N. Yoshida
    • Journal Title

      Annals of the Institute of Statistical Mathematics 60

      Pages: 367-406

    • NAID

      40016082029

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] A generalization of the integer linear infeasibility problem2008

    • Author(s)
      Takemura A., Yoshida R.
    • Journal Title

      Discrete Optimization Vol.5

      Pages: 36-52

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Asymptotic Expansion for Stochastic Processes : an overview and examples2008

    • Author(s)
      Y. Sakamoto, N. Yoshida
    • Journal Title

      J.Japan Statistical Society 38

      Pages: 173-185

    • NAID

      10030993668

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes2008

    • Author(s)
      T. Hayashi and N. Yoshida
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 60 Pages: 367-406

    • NAID

      40016082029

    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Moment estimation for ergodic diffusion2007

    • Author(s)
      Kutoyants Y., Yoshida N.
    • Journal Title

      Bernoulli Vol.13

      Pages: 933-951

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] Moment estimation for ergodic diffusion2007

    • Author(s)
      Kutovants, Y.and Yoshida, N.
    • Journal Title

      Bernoulli 13

      Pages: 933-951

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Journal Article] On moment estimation for difflsion process2007

    • Author(s)
      Yu.Kutoyants and N.Yoshida
    • Journal Title

      Bernoulli 13

      Pages: 933-951

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Journal Article] Test for parameter change in diffusion processes by cusum statistics based on one-step estimators2006

    • Author(s)
      Lee, S., Nishiyama, Y., Yoshida, N.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 58

      Pages: 211-222

    • NAID

      40007343848

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Asymptotic expansion and information criteria2006

    • Author(s)
      Uchida, M., Yoshida, N.
    • Journal Title

      SUT J.Math. 42

      Pages: 31-58

    • NAID

      120006398038

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Asymptotic expansion and information criteria2006

    • Author(s)
      Uchida, M., Yoshida, N
    • Journal Title

      SUT J. Math. 42

      Pages: 31-58

    • NAID

      120006398038

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Estimation of parameters for diffusion processes with jumps from discrete observations2006

    • Author(s)
      Y.Shimizu, N.Yoshida
    • Journal Title

      Stat. Inference Stoch. Process. 9

      Pages: 227-277

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16340035
  • [Journal Article] On covariance estimation of nonsynchronously observed diffusion processes2005

    • Author(s)
      Hayashi, T., Yoshida, N.
    • Journal Title

      Bernoulli 11

      Pages: 359-379

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Monte Carlo simulation with asymptotic method2005

    • Author(s)
      A.Takahashi, N.Yoshida
    • Journal Title

      J.Japan Statist.Soc. 35

      Pages: 171-203

    • NAID

      110003495322

    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model2005

    • Author(s)
      Masuda, H., Yoshida, N.
    • Journal Title

      Stochastic Processes and their Applications 115

      Pages: 1167-1186

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model2005

    • Author(s)
      H.Masuda, N.Yoshida
    • Journal Title

      Stochastic Processes and their Applications 115

      Pages: 1167-1186

    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] On covariance estimation of nonsynchronously observed diffusion processes2005

    • Author(s)
      Hayashi, T., Yoshida, N
    • Journal Title

      Bernoulli 11

      Pages: 359-379

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] On covariance estimation of nonsynchronously observed diffusion processes2005

    • Author(s)
      T.Hayashi, N.Yoshida
    • Journal Title

      Bernoulli 11

      Pages: 359-379

    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Asymptotic expansicm for Barndorff-Nielsen and Shephard's stochastic vulatility model2005

    • Author(s)
      Masuda, H., Yoshida, N.
    • Journal Title

      Stochastic Processes and their Applications 115

      Pages: 1167-1186

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Asymptotic expansion formulas for functionals of epsilon-Markoy processes with a mixing property2004

    • Author(s)
      Sakamoto, Y., Yoshida, N
    • Journal Title

      Annals of the Institute of Statistical Mathematics 56

      Pages: 545-597

    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Partial mixing and conditional Edgeworth expansion2004

    • Author(s)
      Yoshida, N
    • Journal Title

      Probab. Theory Related Fields 129

      Pages: 559-624

    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] Expansions of the coverage probabilities of prediction region based on a shrinkage estimator2004

    • Author(s)
      Sakamoto, Y., Takada, Y., Yoshida, N
    • Journal Title

      Statistics 38

      Pages: 381-390

    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] An asymptotic expansion scheme for optimal investment problems. Statist. Infer. Stochast. Process2004

    • Author(s)
      Takahashi, A., Yoshida, N
    • Journal Title

      Statist, Infer. Stochast. Process 7

      Pages: 153-188

    • Data Source
      KAKENHI-PROJECT-16500173
  • [Journal Article] An application of the double Edgeworth expansion to a filtering problem2004

    • Author(s)
      Masuda, H., Yoshida, N.
    • Journal Title

      Statistics & Probability Letters 70

      Pages: 37-48

    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Higher-order asymptotic distribution theory with the Malliavin calculus and its applications to statistics2023

    • Author(s)
      Yoshida, N.
    • Organizer
      64th ISI World Statistics Congress
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K28044
  • [Presentation] Malliavin calculus and precise distributional approximations.2023

    • Author(s)
      Yoshida, N.
    • Organizer
      Workshop on Eco-Stat Asymptotics 2023
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K28044
  • [Presentation] Asymptotic expansion for batched bandits2023

    • Author(s)
      Yoshida, N.
    • Organizer
      IMS-Asia-Pacific Rim Meeting 2024
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K28044
  • [Presentation] Asymptotic expansion for general Wiener functionals2023

    • Author(s)
      Yoshida, N.
    • Organizer
      17th International Conference Computational and Financial Econometrics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K28044
  • [Presentation] Quasi-likelihood analysis and estimation for a degenerate diffusion process2023

    • Author(s)
      Yoshida, N.
    • Organizer
      6th International Conference on Econometrics and Statistics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K28044
  • [Presentation] Some recent developments in asymptotic expansion2023

    • Author(s)
      Yoshida, N.
    • Organizer
      Mathematical Finance and Stochastics: A Conference in Honor of David Nualart
    • Data Source
      KAKENHI-PROJECT-23K28044
  • [Presentation] Simplified quasi-likelihood analysis2022

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      DYNSTOCH 2022
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Adaptive and non-adaptive estimation for degenerate diffusion processes2022

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Statistics of Stochastic Processes in Discrete and Continuous Time
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Asymptotic expansion in volatility parametric estimation revisited2022

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Scale Invariance and Randomness,
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Asymptotic expansion of variations2022

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Seminar - ANR EFFI
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Global jump filters and realized volatility2021

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      ISI World Statistics Congress 2021
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Asymptotic expansion in volatility parametric estimation revisited2021

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      SMSP2021: Statistical Modeling for Stochastic Processes and related fields
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Quasi-likelihood analysis for stochastic differential equations: volatility estimation and global jump filters2021

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Asia-Pacific Seminar in Probability and Statistics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Ibragimov-Khasminskii theory and recent developments in statistical inference for stochastic processes2021

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Advances in Stochastics & Statistics in honor of Rafail Z. Khasminskii 90th anniversary
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Edgeworth expansion for the EulerMaruyama approximation2021

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      日本数学会秋季総合分科会
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Asymptotic expansion in volatility parametric estimation revisited2021

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      CMStatistics 2021
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Recent developments in the theory of asymptotic expansion.2021

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Modern Stochastics: Theory and Applications
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Adaptive estimation for a degenerate diffusion process2021

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      日本数学会秋季総合分科会
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Non-adaptive estimation for a degenerate diffusion2020

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      The 13th International Conference of the ERCIM WG (CMStatistics 2020)The 13th International Conference of the ERCIM WG (CMStatistics 2020)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Adaptive and non-adaptive estimation of degenerate diffusion processes2019

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      The THIRD YUIMA Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Asymptotic expansion for functionals of a fractional Brownian motion2019

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Fourth Conference on Ambit Fields and Related Topics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Asymptotic expansion of an anticipative functional2019

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Asymptotic Expansion and Malliavin Calculus II
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Asymptotic expansions in non-ergodic stochastic systems2019

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      62nd ISI World Statistics Congress 2019
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Global jump filters and quasi-likelihood analysis for volatility2019

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      DynStoch2019
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] 確率統計の統計学の理論と応用2019

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      第8回藤原洋数理科学賞授賞式/ピアノコンサート
    • Invited
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Estimation for degernate diffusion processes2019

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      CMStatistics 2019
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Quasi Likelihood Analysis Of Ratio Models And Limit Order Book2018

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Dynstoch 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Approaches to asymptotic expansion2018

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Asymptotic expansion and Malliavin calculus
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Global jump lters and quasi likelihood analysis for volatility2018

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      CMStatistics 2018
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] New YUIMA functions to be constructed2018

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Partial quasi likelihood analysis2018

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting (APRM)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Asymptotic expansion of Skorohod integrals2018

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      ASC2018: Asymptotic Statistics and Computations
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Applications of the quasi likelihood analysis to point processes2017

    • Author(s)
      吉田朋広
    • Organizer
      ASC2017: Asymptotic Statistics and Computations
    • Place of Presentation
      東京大学駒場キャンパス
    • Year and Date
      2017-02-01
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Quasi likelihood analysis and model selection for stochastic processes2017

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      1st International Conference on Econometrics and Statistics (EcoSta 2017)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Limit order book modeling and quasi likelihood analysis2017

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Workshop on Stochastic Models, Statistics and Their Applications
    • Place of Presentation
      Humboldt University of Berlin (Germany)
    • Year and Date
      2017-02-21
    • Invited
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Penalized methods for stochastic processes2017

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Recent topics in quasi Likelihood analysis2017

    • Author(s)
      Yoshida, Nakahiro
    • Organizer
      Dynstoch 2017
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H01702
  • [Presentation] Applications of the quasi-likelihood analysis for point processes to high frequency2016

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016)
    • Place of Presentation
      University of Seville (Spain)
    • Year and Date
      2016-12-10
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Asymptotic expansion of quasi likelihood estimators and model selection for volatility2016

    • Author(s)
      吉田朋広
    • Organizer
      ASC2016: Asymptotic Statistics and Computations
    • Place of Presentation
      東京大学(駒場キャンパス)
    • Year and Date
      2016-02-15
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Asymptotic expansion of quasi likelihood estimators and model selection for volatility2016

    • Author(s)
      吉田朋広
    • Organizer
      ASC2016: Asymptotic Statistics and Computations
    • Place of Presentation
      東京大学(駒場キャンパス)
    • Year and Date
      2016-02-15
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Quasi likelihood analysis and limit order book modeling2016

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistical methods for dynamical stochastic models DYNSTOCH 2016
    • Place of Presentation
      University Rennes 2 (France)
    • Year and Date
      2016-06-08
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Martingale expansion: its applications and generalizations2016

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistics for Stochastic Processes and Analysis of High Frequency Data V
    • Place of Presentation
      University Pierre and Marie Curie (Paris 6)
    • Year and Date
      2016-03-23
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Recent developments in asymptotic expansion for non-ergodic systems2016

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Advances in Statistics for Random Processes
    • Place of Presentation
      University of Maine, Le Mans (France)
    • Year and Date
      2016-09-07
    • Invited
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Statistics for stochastic processes: inferential and probabilistic aspects2016

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      The Chinese University of Hong Kong (China)
    • Year and Date
      2016-06-30
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Asymptotic expansion and estimation of volatility2016

    • Author(s)
      吉田朋広
    • Organizer
      Stochastic Analysis and Statistics 1
    • Place of Presentation
      東京大学駒場キャンパス
    • Year and Date
      2016-04-22
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Martingale expansion revisited2016

    • Author(s)
      吉田朋広
    • Organizer
      Stochastic Analysis and Statistics 4
    • Place of Presentation
      東京大学駒場キャンパス
    • Year and Date
      2016-10-31
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Martingale expansion: its applications and generalizations2016

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistics for Stochastic Processes and Analysis of High Frequency Data V
    • Place of Presentation
      University Pierre and Marie Curie (Paris 6)
    • Year and Date
      2016-03-23
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Asymptotic expansion of variations2016

    • Author(s)
      吉田朋広
    • Organizer
      Stochastic Analysis and Statistics 2
    • Place of Presentation
      東京大学駒場キャンパス
    • Year and Date
      2016-08-06
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Point processes and limit order book modeling2016

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      World Congress in Probability and Statistics
    • Place of Presentation
      Fields Institute, Toronto (Canada)
    • Year and Date
      2016-07-13
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Ultra high frequency data: construction of quasi likelihood analysis, and some data analysis2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Berlin Meeting on Statistical Analysis of Stochastic Processes
    • Place of Presentation
      Humboldt University
    • Year and Date
      2015-11-06
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Ultra high frequency data: construction of quasi likelihood analysis, and some data analysis2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Berlin Meeting on Statistical Analysis of Stochastic Processes
    • Place of Presentation
      Humboldt University
    • Year and Date
      2015-11-06
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Quasi likelihood analysis for ultra high frequency data2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015)
    • Place of Presentation
      Senate House, University of London
    • Year and Date
      2015-12-13
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] 超高頻度データと統計的漸近理論2015

    • Author(s)
      吉田朋広
    • Organizer
      第9回日本統計学会春季集会
    • Place of Presentation
      明治大学(東京都中野区中野)
    • Year and Date
      2015-03-08
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] On construction of quasi likelihood analysis for ultra high frequency data2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistics for Stochastic Processes and Analysis of High Frequency Data IV
    • Place of Presentation
      University Pierre and Marie Curie (Paris 6), France
    • Year and Date
      2015-03-23
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] On construction of quasi likelihood analysis for ultra high frequency data2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistics for Stochastic Processes and Analysis of High Frequency Data IV
    • Place of Presentation
      University Pierre and Marie Curie (Paris 6), France
    • Year and Date
      2015-03-23
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Quasi likelihood analysis for ultra high frequency data2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015)
    • Place of Presentation
      Senate House, University of London
    • Year and Date
      2015-12-13
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] On construction of quasi likelihood analysis for ultra high frequency data2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistics for Stochastic Processes and Analysis of High Frequency Data IV
    • Place of Presentation
      University Pierre and Marie Curie (Paris 6), France
    • Year and Date
      2015-03-23
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] Ultra high frequency data and statistical inference : back to the continuous-time paradigm2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistique Asymptotique des Processus Stochastiques X
    • Place of Presentation
      Universite du Maine, France
    • Year and Date
      2015-03-17
    • Invited
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] Quasi likelihood analysis for ultra high frequency data2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      9th Conference of the Asian Regional Section of the IASC (IASC-ARS 2015)
    • Place of Presentation
      National University of Singapore
    • Year and Date
      2015-12-19
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Ultra high frequency data and statistical inference : back to the continuous-time paradigm2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistique Asymptotique des Processus Stochastiques X
    • Place of Presentation
      Universite du Maine, France
    • Year and Date
      2015-03-17
    • Invited
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Point processes and ultra high frequency data: limit order book modeling2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      大規模統計モデリングと計算統計 II
    • Place of Presentation
      東京大学(駒 場キャンパス),
    • Year and Date
      2015-09-26
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Estimation of point process regression models2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      大規模統計モデリングと計算統計
    • Place of Presentation
      University of Tokyo
    • Year and Date
      2015-02-07
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] 超高頻度データと統計的漸近理論2015

    • Author(s)
      吉田朋広
    • Organizer
      第9回日本統計学会春季集会
    • Place of Presentation
      明治大学中野キャンパス
    • Year and Date
      2015-03-08
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Quasi likelihood analysis for ultra high frequency data2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      9th Conference of the Asian Regional Section of the IASC (IASC-ARS 2015)
    • Place of Presentation
      National University of Singapore
    • Year and Date
      2015-12-19
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Estimation of point process regression models2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      大規模統計モデリングと計算統計
    • Place of Presentation
      東京大学(東京都目黒区駒場)
    • Year and Date
      2015-02-07
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Ultra high frequency data and statistical inference : back to the continuous-time paradigm2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistique Asymptotique des Processus Stochastiques X
    • Place of Presentation
      Universite du Maine, France
    • Year and Date
      2015-03-17
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] 点過程の推測理論と超高頻度データのモデ リング2015

    • Author(s)
      吉田朋広
    • Organizer
      2015年度 統計関連学会連合大会
    • Place of Presentation
      岡山大学(津島キャンパス)
    • Year and Date
      2015-09-07
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] 超高頻度データと統計的漸近理論2015

    • Author(s)
      吉田朋広
    • Organizer
      第9回日本統計学会春季集会
    • Place of Presentation
      明治大学(東京都中野区中野)
    • Year and Date
      2015-03-08
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Asymptotic statistics and ultra hight frequency data2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Advanced Modelling in Mathematical Finance: A conference in honour of Ernst Eberlein
    • Place of Presentation
      University of Kiel
    • Year and Date
      2015-05-22
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Estimation of point process regression models2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      大規模統計モデリングと計算統計
    • Place of Presentation
      東京大学(東京都目黒区駒場)
    • Year and Date
      2015-02-07
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] 点過程の推測理論と超高頻度データのモデリング2015

    • Author(s)
      吉田朋広
    • Organizer
      2015年度 統計関連学会連合大会
    • Place of Presentation
      岡山大学(津島キャンパス)
    • Year and Date
      2015-09-07
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Asymptotic statistics and ultra hight frequency data2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Advanced Modelling in Mathematical Finance: A conference in honour of Ernst Eberlein
    • Place of Presentation
      University of Kiel
    • Year and Date
      2015-05-22
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Point processes and ultra high frequency data: limit order book modeling2015

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      大規模統計モデリングと計算統計 II
    • Place of Presentation
      東京大学(駒場キャンパス)
    • Year and Date
      2015-09-26
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] 高頻度データ解析における高次極限定理2014

    • Author(s)
      吉田朋広
    • Organizer
      2014年度 統計関連学会連合大会
    • Place of Presentation
      東京大学(本郷キャンパス)
    • Year and Date
      2014-09-16
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Asymptotic expansion of functionals of high frequency data and their applications2014

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014)
    • Place of Presentation
      Senate House, University of London
    • Year and Date
      2014-12-08
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Statistics of volatility: non-ergodic statistics and stochastic analysis2014

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      11th International Vilnius Conference on Probability Theory and Mathematical Statistics
    • Place of Presentation
      Vilnius University, Vilnius, Lithuania
    • Year and Date
      2014-07-02
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] 高頻度データ解析における高次極限定理2014

    • Author(s)
      吉田朋広
    • Organizer
      2014年度統計関連学会連合大会
    • Place of Presentation
      東京大学(東京都文京区本郷)
    • Year and Date
      2014-09-16
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] Volatility model selection2014

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Dynstoch 2014
    • Place of Presentation
      University of Warwick, United Kingdom
    • Year and Date
      2014-09-11
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] Statistics of volatility: non-ergodic statistics and stochastic analysis2014

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      11th International Vilnius Conference on Probability Theory and Mathematical Statistics
    • Place of Presentation
      Vilnius University, Lithuania
    • Year and Date
      2014-07-02
    • Invited
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] Volatility model selection2014

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Dynstoch 2014
    • Place of Presentation
      the University of Warwick, United Kingdom
    • Year and Date
      2014-09-11
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Statistics of volatility: non-ergodic statistics and stochastic analysis2014

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      11th International Vilnius Conference on Probability Theory and Mathematical Statistics
    • Place of Presentation
      Vilnius University, Lithuania
    • Year and Date
      2014-07-02
    • Invited
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] Information criterion sVIC for volatility model selection2014

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      NUS-UTOKYO WORKSHOP ON QUANTITATIVE FINANCE
    • Place of Presentation
      University of Tokyo
    • Year and Date
      2014-09-26
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] 高頻度データ解析における高次極限定理2014

    • Author(s)
      吉田朋広
    • Organizer
      2014年度統計関連学会連合大会
    • Place of Presentation
      東京大学(東京都文京区本郷)
    • Year and Date
      2014-09-16
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Presentation] YUIMA II: an R package for statistical analysis and simulation for stochastic differential equations2013

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistics for Stochastic Processes II: Inference, Limit Theorems, Finance and Data Analysis
    • Place of Presentation
      UPMC, Paris
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] ミキシング確率ボラティリティの構造推定と高次極限定理2013

    • Author(s)
      吉田朋広
    • Organizer
      SC2013 Asymptotic Statistics and Computations (主催)
    • Place of Presentation
      東京大学
    • Year and Date
      2013-03-27
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] YUIMA II : an R package for statistical analysis and simulation for stochastic differential equations2013

    • Author(s)
      吉田朋広
    • Organizer
      Statistics for Stochas-tic Processes II : Inference Limit Theo-rems Finance and Data
    • Place of Presentation
      UPMC (パリ)
    • Year and Date
      2013-03-19
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Asymptotic methods applied to finance and implementation with YUIMA II2012

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      DYNSTOCH 2012
    • Place of Presentation
      Institut Henri Poincaré, Amphithéatre Perrin, Paris
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] Asymptotic methods applied to finance and implementation with YUIMA II2012

    • Author(s)
      吉田朋広
    • Organizer
      DYNSTOCH 2012
    • Place of Presentation
      Institut Henri Poincare, Amphitheatre Perrin (パリ)
    • Year and Date
      2012-06-08
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Estimation of diffusions and limit theorems2012

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      8th World Congress in Probability and Statistics
    • Place of Presentation
      Grand Cevahir Hotel and Convention Center, Istanbul
    • Invited
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] Limit theorems and estimation for diffusions2012

    • Author(s)
      吉田朋広
    • Organizer
      The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      エポカルつくば(招待講演)
    • Year and Date
      2012-07-04
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] ファイナンス統計学における漸近的方法とその実装2012

    • Author(s)
      吉田朋広
    • Organizer
      2012年度統計関連学会連合大会
    • Place of Presentation
      北海道大学
    • Year and Date
      2012-09-11
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Limit theorems in statistics for volatility2012

    • Author(s)
      吉田朋広
    • Organizer
      AMS Sectional Meeting
    • Place of Presentation
      niversity of Arizona (ツーソン)(招待講演)
    • Year and Date
      2012-10-28
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Estimation of diffusions and limit theorems2012

    • Author(s)
      吉田朋広
    • Organizer
      8th World Congress in Probability and Statistics
    • Place of Presentation
      Grand Cevahir Hotel and Convention Center (イスタンブール)(招待講演)
    • Year and Date
      2012-07-13
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Martingale expansion and applications to realized volatility and power variation2012

    • Author(s)
      吉田朋広
    • Organizer
      SART2012 Statistical Analysis and Related Topics : Theory Methodology and Data Analysis (幸催)
    • Place of Presentation
      東京大学
    • Year and Date
      2012-12-20
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Nondegeneracy of statistical random field and statistics for stochastic processes2012

    • Author(s)
      吉田朋広
    • Organizer
      S.A.P.S. IX(Statistique Asymptotiques des Processus Stochastiques IX
    • Place of Presentation
      Universite du Maine (ルマン)(招待講演)
    • Year and Date
      2012-03-11
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] 確率過程の疑似尤度解析2012

    • Author(s)
      吉田朋広
    • Organizer
      2012年度統計関連学会連合大会
    • Place of Presentation
      北海道大学
    • Year and Date
      2012-09-10
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Limit theorems in asymptotic statistics for diffusions2011

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Asymptotical Statistics of Stochastic Processes VIII
    • Place of Presentation
      Universit'e du Maine, Le Mans, France
    • Year and Date
      2011-03-21
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Qualsi-likelihood analysis and limit theorems in volatility estimation2011

    • Author(s)
      N. Yoshida
    • Organizer
      Statistical inference and numerical analysis of stochastic processes : probabilistic tools and application to financial econometrics Universita' Degli Studi Di Firenze, Novoli
    • Place of Presentation
      Firenze, Italy
    • Year and Date
      2011-03-17
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Some limit theorems in inference for volatility. Statistics for Stochastic Processes : Inference, Asymptotic Methods2011

    • Author(s)
      N. Yoshida
    • Organizer
      Finance and Data Analysis
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2011-02-23
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Some limit theorems in inference for volatility2011

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistics for Stochastic Processes : Inference, Asymptotic Methods, Finance and Data Analysis
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2011-02-23
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Qualsi-likelihood analysis and limit theorems in volatility estimation2011

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Statistical inference and numerical analysis of stochastic processes : probabilistic tools and application to financial econometrics
    • Place of Presentation
      Universita' Degli Studi Di Firenze, Novoli, Firenze, Italy
    • Year and Date
      2011-03-17
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Limit theorems in asymptotic statistics for diffusions2011

    • Author(s)
      N. Yoshida
    • Organizer
      Asymptotical Statistics of Stochastic Processes VIII
    • Place of Presentation
      Universit' e du Maine, Le Mans, France
    • Year and Date
      2011-03-21
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Statistical inference for diffusions2010

    • Author(s)
      N. Yoshida
    • Organizer
      SPA OSAKA 2010, 34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      Kyoto Research Park
    • Year and Date
      2010-09-15
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Martingale expansion : mixed normal limit and applications2010

    • Author(s)
      N. Yoshida
    • Organizer
      DYNSTOCH meeting
    • Place of Presentation
      The University of Angers, France
    • Year and Date
      2010-06-17
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] 確率過程の統計学:概観と展望(日本統計学会賞)2010

    • Author(s)
      吉田朋広
    • Organizer
      第4回日本統計学会春季集会
    • Place of Presentation
      青山学院大
    • Year and Date
      2010-03-07
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Inference for Discretely Observed Diffusion Processes2010

    • Author(s)
      N. Yoshida
    • Organizer
      1st R/Rmetrics Summer School and 4th User/Developer Meeting on Computational Finance and Financial Engineering, Meielisalp
    • Place of Presentation
      Switzerland
    • Year and Date
      2010-06-29
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Statistical inference for volatility and related limit theorems2010

    • Author(s)
      N. Yoshida
    • Organizer
      Asymptotic Statistics, Risk and Computation in Finance and Insurance
    • Place of Presentation
      東京工業大学
    • Year and Date
      2010-12-15
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] 確率過程の統計学:概観と展望2010

    • Author(s)
      吉田朋広
    • Organizer
      第4回日本統計学会春季集会
    • Place of Presentation
      青山学院大学
    • Year and Date
      2010-03-07
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Statistical inference for volatility and related limit theorems2010

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Asymptotic Statistics, Risk and Computation in Finance and Insurance
    • Place of Presentation
      東京工業大学百年記念会館
    • Year and Date
      2010-12-15
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Inference for discretely observed diffusion processes2010

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      1st R/Rmetrics Summer School and 4th User/Developer Meeting on Computational Finance and Financial Engineering
    • Place of Presentation
      Meielisalp, Switzerland
    • Year and Date
      2010-06-29
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Statistical inference for volatility and related limit theorems2010

    • Author(s)
      N. Yoshida
    • Organizer
      Market Microstructure, Confronting Many Viewpoints
    • Place of Presentation
      Institut Louis Bachelier, Paris, France
    • Year and Date
      2010-12-07
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Statistical inference for diffusions2010

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      Workshop on "Mathematical finance and related issues"
    • Place of Presentation
      京都リサーチパーク,京都
    • Year and Date
      2010-09-15
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Asymptotic expansion for a martingale with a mixed normal limit distribution2010

    • Author(s)
      N. Yoshida
    • Organizer
      SPA OSAKA 2010, 34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      Senri Life Science Center Building
    • Year and Date
      2010-09-10
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Limit theorems and volatility estimation2010

    • Author(s)
      N. Yoshida
    • Organizer
      数理統計学の新たな展開,大宮ソニックシティー
    • Year and Date
      2010-11-15
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Martingale expansion of mixture type and its applications2010

    • Author(s)
      N. Yoshida
    • Organizer
      Workshop on "Stochastic Analysis and Statistical Inference V"
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2010-02-22
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Limit theorems and estimation for diffusions2010

    • Author(s)
      N. Yoshida
    • Organizer
      諸分野との協働による数理科学のフロンティア
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2010-11-19
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Limit theorems and volatility estimation2010

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      数理統計学の新たな展開
    • Place of Presentation
      大宮ソニックシティー,埼玉
    • Year and Date
      2010-11-15
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Asymptotic expansion for a martingale with a mixed normal limit distribution2010

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      SPA OSAKA 2010, 34th Conference on Stochastic Processes and Their Applications
    • Place of Presentation
      千里ライフサイエンスセンタービル,大阪
    • Year and Date
      2010-09-10
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] 確率微分方程式のボラティリティの推定2009

    • Author(s)
      内田雅之,吉田朋広
    • Organizer
      2009年度統計関連学会連合大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-07
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] 確率微分方程式の統計学雑感2009

    • Author(s)
      吉田朋広
    • Organizer
      平成21年度統計数理研究所共同研究集会統計サマーセミナー2009
    • Place of Presentation
      福井県あわら市芦原温泉
    • Year and Date
      2009-08-12
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Estimation for misspecified ergodic diffusion processes2009

    • Author(s)
      M. Uchida and N. Yoshida
    • Organizer
      2009年度日本数学会年会
    • Place of Presentation
      東京大学駒場キャンパス講堂
    • Year and Date
      2009-03-28
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Asymptotic expansion for a martingale with a mixed normal limit distribution2009

    • Author(s)
      N. Yoshida
    • Organizer
      DYNSTOCH Meeting 2009
    • Place of Presentation
      Humboldt-Universitat zu Berlin, Germany
    • Year and Date
      2009-10-08
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] 確率微分方程式のボラティリティの推定2009

    • Author(s)
      吉田朋広、内田雅之
    • Organizer
      2009年度 統計関連学会連合大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2009-09-07
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Asymptotic expansion for the asymptotically conditionally normal law2009

    • Author(s)
      N. Yoshida
    • Organizer
      Asymptotical Statistics of Stochastic Processes VII
    • Place of Presentation
      Universit' e du Maine, Le Mans
    • Year and Date
      2009-03-16
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Nonsynchronous covariation and limit theorems2009

    • Author(s)
      T. Hayashi and N. Yoshida
    • Organizer
      2009年度日本数学会年会
    • Place of Presentation
      東京大学駒場キャンパス講堂
    • Year and Date
      2009-03-28
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] 確率微分方程式の統計学 雑感2009

    • Author(s)
      吉田朋広
    • Organizer
      平成21年 度統計数理研究所共同研究集会統計サマーセミナー2009
    • Place of Presentation
      福井県あわら市芦原温泉
    • Year and Date
      2009-08-12
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] 確率過程の漸近展開:概観と展望2009

    • Author(s)
      吉田朋広
    • Organizer
      第2009年度中之島ワークショップ 金融工学・数理・計量ファイナンスの諸問題
    • Place of Presentation
      大阪大学中之島センター
    • Year and Date
      2009-12-05
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] 確率過程の漸近展開:概観と展望2009

    • Author(s)
      吉田朋広
    • Organizer
      2009年度中之島ワークショップ金融工学・数理・計量ファイナンスの諸問題
    • Place of Presentation
      大阪大学中之島センター
    • Year and Date
      2009-12-05
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Asymptotic expansion for a martingale with a mixed normal limit distribution2009

    • Author(s)
      Niakahiro Yoshida
    • Organizer
      DYNSTOCH Meeting 2009
    • Place of Presentation
      Humboldt-Universitat zu Berlin,ドイツ
    • Year and Date
      2009-10-08
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Quasi-likelihood analysis for stochastic processes2009

    • Author(s)
      N. Yoshida
    • Organizer
      2009年度日本数学会年会
    • Place of Presentation
      東京大学駒場キャンパス講堂
    • Year and Date
      2009-03-28
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Asymptotic expansion for the asymptotically conditionally normal law2009

    • Author(s)
      N.Yoshida
    • Organizer
      Asymptotical Statistics of Stochastic Processes VII
    • Place of Presentation
      Universite du Maine, Le Mans
    • Year and Date
      2009-03-16
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Estimation of Lag by the nonsynchronous covariance estimator2008

    • Author(s)
      N. Yoshida
    • Organizer
      Workshop on "Stochastic Analysis and Statistical Inference III"
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2008-11-26
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] First and second order limit theorems in nonsynchronous covariance estimation2008

    • Author(s)
      N.Yoshida
    • Organizer
      日本学術振興会日露共同研究プロジェクト研究集会
    • Place of Presentation
      広島大学
    • Year and Date
      2008-11-04
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Expansion of asymptotically conditionally normal Law2008

    • Author(s)
      N.Yoshida
    • Organizer
      Workshop on "Finance and related mathematical and statistical issues"
    • Place of Presentation
      Kyoto Research Park
    • Year and Date
      2008-09-06
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Nonsynchronous covariance estimation and limit theorems2008

    • Author(s)
      N. Yoshida
    • Organizer
      Laboratoire d' Analyse et de Math' ematiques Appliqu' ees Universit' e de Marne-la-Vall' ee
    • Place of Presentation
      Paris-Est
    • Year and Date
      2008-03-28
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] First and second order limit theorems in nonsynchronous covariance estimation2008

    • Author(s)
      N. Yoshida
    • Organizer
      日本学術振興会日露共同研究プロジェクト研究集会
    • Place of Presentation
      Stochastic analysis of the advanced statistical models
    • Year and Date
      2008-11-04
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Estimation of Lag by the nonsynchronous covariance estimator2008

    • Author(s)
      N.Yoshida
    • Organizer
      Workshop on "Stochastic Analysis and Statistical Inference III"
    • Place of Presentation
      東京大学大学院 数理科学研究科
    • Year and Date
      2008-11-26
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Expansion of asymptotically conditionally normal Law2008

    • Author(s)
      N. Yoshida
    • Organizer
      Workshop on Finance and related mathematical and statistical issues
    • Place of Presentation
      Kyoto Research Park
    • Year and Date
      2008-09-06
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Limit theorems for non-synchronously sampled diffusion processes2007

    • Author(s)
      N. Yoshida
    • Organizer
      日本学術振興会日露共同研究プロジェクト研究集会「確率的複雑系に対する漸近理論とその応用の研究」
    • Place of Presentation
      大阪大学大学院基礎工学研究科
    • Year and Date
      2007-08-09
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Covariance estimation under nonsynchronous sampling2007

    • Author(s)
      Nakahiro Yoshida
    • Organizer
      DMHF 2007:COE Conference on the Development of Dynamic Mathematics with High Functionality
    • Place of Presentation
      福岡
    • Year and Date
      2007-10-03
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Covariance estimation under nonsynchronous sampling2007

    • Author(s)
      N. Yoshida
    • Organizer
      DMHF2007 : COE Conference on the Development of Dynamic Mathematics with High Functionality
    • Place of Presentation
      Fukuoka
    • Year and Date
      2007-10-03
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Asymptotic expansion of a nonsynchronous covariance estimator2007

    • Author(s)
      N. Yoshida
    • Organizer
      Workshop on Stochastic Analysis and Statistical Inference
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2007-11-30
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] 非同期観測下における拡散過程間の共分散推定問題2007

    • Author(s)
      林高樹、吉田朋広
    • Organizer
      日本統計学会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Data Source
      KAKENHI-PROJECT-19204009
  • [Presentation] Nonsynchronous covariance estimation and limit theorems2007

    • Author(s)
      N. Yoshida
    • Organizer
      2007年度中之島ワークショップ金融工学・数理・計量ファイナンスの諸問題
    • Place of Presentation
      大阪大学中之島センター
    • Year and Date
      2007-12-02
    • Data Source
      KAKENHI-PROJECT-19340021
  • [Presentation] Polynomial type large deviation inequalities and inference for stochastic differential equations by sampled data2006

    • Author(s)
      Yoshida, N.
    • Organizer
      International Conference "Time Series Analysis and Its Related Topics"
    • Place of Presentation
      Waseda University
    • Year and Date
      2006-01-24
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations2006

    • Author(s)
      Yoshida, N.
    • Organizer
      Risk Measures & Risk Management for High-Frequency Data
    • Place of Presentation
      EURANDOM, Eindhoven, The Netherlands
    • Year and Date
      2006-03-06
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Quasi-likelihood analysis and asymptotic expansion over Wiener-Poisson space2006

    • Author(s)
      Yoshida, N.
    • Organizer
      Theory and Practice of Statistical Inference for Stochastic Differential Equations II
    • Place of Presentation
      Graduate School of Mathematical Sciences, The University of Tokyo
    • Year and Date
      2006-02-20
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Polynomial type large deviation inequality for a statistical random field and its applications2005

    • Author(s)
      Yoshida, N.
    • Organizer
      Statistique Asymptotique des Processus Stochastiques V
    • Place of Presentation
      Universite'du Maine, Le Mans
    • Year and Date
      2005-01-06
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Asymptotic expansion and its applications to finance2005

    • Author(s)
      Yoshida, N.
    • Organizer
      The Second Bachelier Colloquium
    • Place of Presentation
      Metabief, France
    • Year and Date
      2005-01-10
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Bayes estimators for stochastic differential equations2005

    • Author(s)
      Yoshida, N.
    • Organizer
      Theory and Practice of Statistical Inference for Stochastic Differential Equations I
    • Place of Presentation
      Graduate School of Mathematical Sciences, The University of Tokyo
    • Year and Date
      2005-12-15
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Asymptotic methods in statistics and their application to finance2005

    • Author(s)
      Yoshida, N.
    • Organizer
      Groupe de travail methods stochastiques et finance
    • Place of Presentation
      Laboratoire d'Analyse et de Mathematiques Appliquees Universite de Marne la Vallee
    • Year and Date
      2005-03-25
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Polynomial type large deviation inequality for a statistical random field and its applications2005

    • Author(s)
      Yoshida, N.
    • Organizer
      Statistique Asymptotique des Processus Stochastiques V
    • Place of Presentation
      Universite' du Maine, Le Mans
    • Year and Date
      2005-01-06
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Mighty convergence of statistical random fields and applications to stochastic differential equations2005

    • Author(s)
      Yoshida, N.
    • Organizer
      Asymptotic methods in Statistics
    • Place of Presentation
      Graduate School of Mathematical Sciences, The University of Tokyo
    • Year and Date
      2005-12-07
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Polynomial type large deviation inequality for a statistical random field and its applications2004

    • Author(s)
      Yoshida, N.
    • Organizer
      Asysmptotic Expansion
    • Place of Presentation
      Graduate School of Mathematical Sciences,The University of Tokyo
    • Year and Date
      2004-11-16
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Polynomial type large deviation inequality for a statistical random field and its applications2004

    • Author(s)
      Yoshida, N.
    • Organizer
      Asysmptotic Expansion
    • Place of Presentation
      Graduate School of Mathematical Sciences, The University of Tokyo
    • Year and Date
      2004-11-16
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Estimation for a stochastic differential equation with jumps : Inference for Partiallv Observed processes, sampling and asymptotic expansions2004

    • Author(s)
      Yoshida, N.
    • Organizer
      DYNSTOCH WORKSHOP 2004
    • Place of Presentation
      University of Copenhagen
    • Year and Date
      2004-06-07
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] Estimation for a stochastic differential equation with jumps : Inference for Partially Observed processes, sampling and asymptotic expansions2004

    • Author(s)
      Yoshida, N.
    • Organizer
      DYNSTOCH WORKSHOP 2004
    • Place of Presentation
      University of Copenhagen
    • Year and Date
      2004-06-07
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16500173
  • [Presentation] On construction of a volatility information criterion

    • Author(s)
      Yoshida, N.
    • Organizer
      ASC2014 Asymptotic Statistics and Computations
    • Place of Presentation
      東京
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Asymptotic statistics for stochastic processes and computational methods

    • Author(s)
      Yoshida, N.
    • Organizer
      29th European Meeting of Statisticians
    • Place of Presentation
      ブタペスト
    • Invited
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Inferential statistics for volatility under high and ultra high frequent sampling schemes: QLA, model selection, and lead-lag

    • Author(s)
      Yoshida, N.
    • Organizer
      Statistical Analysis and Related Topics: Theory, Methodology, and Data Analysis
    • Place of Presentation
      パリ
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Asymptotic expansion methods for stochastic processes and their applications to statistics and finance

    • Author(s)
      Yoshida, N.
    • Organizer
      International Statistical Institute The 59th World Statiscs Congress
    • Place of Presentation
      香港
    • Invited
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] Inference for volatility: Some theoretical aspects

    • Author(s)
      Yoshida, N.
    • Organizer
      6th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2013)
    • Place of Presentation
      ロンドン
    • Invited
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] ボラティリティモデル選択のための情報量規準の構成

    • Author(s)
      Yoshida, N.
    • Organizer
      第三回数理ファイナンス合宿型セミナー
    • Place of Presentation
      静岡
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Martingale expansion and statistics of volatility

    • Author(s)
      Yoshida, N.
    • Organizer
      DYNSTOCH WORKSHOP 2013
    • Place of Presentation
      コペンハーゲン
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] 機械学習による漸近展開の近似精度の予測

    • Author(s)
      Hino, H., Nomura, R., Murata, N., Yoshida, N.
    • Organizer
      2013年度 統計関連学会連合大会
    • Place of Presentation
      大阪
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Asymptotic expansion methods for stochastic processes and their applications to statistics and finance

    • Author(s)
      Yoshida, N.
    • Organizer
      International Statistical Institute The 59th World Statiscs Congress
    • Place of Presentation
      香港
    • Invited
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Statistics for volatility: change point, model selection, and lead lag

    • Author(s)
      吉田朋広
    • Organizer
      統計数理研究所リスク解析戦略研究センター第2回金融シンポジウム「ファイナンスリスクのモデリングと制御」
    • Place of Presentation
      東京
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Statistics for Stochastic Differential Equations and Asymptotic Methods

    • Author(s)
      Yoshida, N.
    • Organizer
      ARS CONJECTANDI ( A celebration of 300 years of stochastics)
    • Place of Presentation
      フライブルグ、バーゼル
    • Invited
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Presentation] Inferential statistics for volatility under high and ultra high frequent sampling schemes: QLA, model selection, and lead-lag

    • Author(s)
      Yoshida, N.
    • Organizer
      Statistical Analysis and Related Topics: Theory, Methodology, and Data Analysis
    • Place of Presentation
      パリ
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] Statistics for volatility: change point, model selection, and lead lag

    • Author(s)
      Yoshida, N.
    • Organizer
      統計数理研究所リスク解析戦略研究センター 第2回金融シンポジウム「ファイナンスリスクのモデリングと制御」
    • Place of Presentation
      東京
    • Data Source
      KAKENHI-PROJECT-24650148
  • [Presentation] ボラティリティ推定に対する疑似尤度解析の構成について

    • Author(s)
      吉田朋広
    • Organizer
      2013年度 統計関連学会連合大会
    • Place of Presentation
      大阪
    • Data Source
      KAKENHI-PROJECT-24340015
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  • 2.  TAKAHASHI Akihiko (50313226)
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    # of Collaborated Projects: 1 results
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  • 60.  清水 良一 (10000192)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 61.  伊藤 栄明 (60000212)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 62.  志村 隆彰 (40235677)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 63.  服部 久美子 (80231520)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 64.  俣野 博 (40126165)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 65.  早川 款達郎 (10028201)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 66.  上木 直昌 (80211069)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 67.  間瀬 茂 (70108190)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 68.  久保川 達也 (20195499)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 69.  高木 祥司 (00231390)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 70.  白倉 暉弘 (30033913)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 71.  今井 浩 (80183010)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 72.  松本 啓史 (60272390)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 73.  櫻井 明夫 (50013496)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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