OGIHARA Teppei 荻原哲平

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Teppei Ogihara 荻原哲平

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Researcher Number	40746426
Other IDs
Affiliation (Current)	2025: 東京大学, 大学院情報理工学系研究科, 准教授
Affiliation (based on the past Project Information) *help	2019 – 2025: 東京大学, 大学院情報理工学系研究科, 准教授 2016 – 2017: 統計数理研究所, 数理・推論研究系, 助教 2015: 統計数理研究所, 大学共同利用機関等の部局等, 助教
Review Section/Research Field	Principal Investigator Basic Section 12040:Applied mathematics and statistics-related / 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 / Economic statistics
Keywords	Principal Investigator 確率過程 / 積分観測モデル / 拡散過程 / 最尤型推定量 / リスク予測 / 漸近正規性 / レヴィ過程 / 非同期観測モデル / 推定量の最適性 / ジャンプ型拡散過程 … More / 局所漸近正規性 / 拡散モデル / モデル選択 / 高頻度観測 / 機械学習 / 統計推測 / 局所漸近混合正規性 / 漸近理論 / 計量ファイナンス / 数理統計学 / ベイズ型推定量 / 高頻度データ / 積分観測 / マイクロストラクチャーノイズ / 疑似尤度解析 / 漸近有効性 / 高頻度データ解析 / マイクロストラクチャー・ノイズ / 非同期観測 Less

確率過程の統計推測理論の深化と高頻度データ・機械学習への展開Principal Investigator
- Principal Investigator
  
  荻原哲平
- Project Period (FY)
  2025 – 2029
- 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
ジャンプを含む確率過程の複雑な観測データに対する統計解析と新しい学習理論への応用Principal Investigator
- Principal Investigator
  
  荻原哲平
- Project Period (FY)
  2021 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  The University of Tokyo
Local asymptotic mixed normality for discretely observed diffusion processesPrincipal Investigator
- Principal Investigator
  
  Teppei Ogihara
- Project Period (FY)
  2019 – 2021
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  The University of Tokyo
Statistical inference for stochastic processes and application to high-frequency financial dataPrincipal Investigator
- Principal Investigator
  
  Teppei Ogihara
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  The Institute of Statistical Mathematics

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015

All Journal Article Presentation

[Journal Article] Local Asymptotic Normality for Ergodic Jump-Diffusion Processes via Transition Density Approximation2023
- Author(s)
  Teppei Ogihara; Yuma Uehara
- Journal Title
  
  Bernoulli
  
  Volume: 29(3) Issue: 3 Pages: 2342-2366
- DOI
  10.3150/22-bej1544
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K20809
[Journal Article] Malliavin Calculus Techniques for Local Asymptotic Mixed Normality and Their Application to Hypoelliptic Diffusions2023
- Author(s)
  Masaaki Fukasawa; Teppei Ogihara
- Journal Title
  
  Bernoulli
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K20809
[Journal Article] Efficient drift parameter estimation for ergodic solutions of backward SDEs2023
- Author(s)
  Teppei Ogihara; Mitja Stadje
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: -
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Journal Article] Asymptotically efficient estimation for diffusion processes with nonsynchronous observations?2022
- Author(s)
  Ogihara Teppei
- Journal Title
  
  Japanese Journal of Statistics and Data Science, to appear
  
  Volume: -
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K20809
[Journal Article] Local asymptotic normality for ergodic jump-diffusion processes via transition density appproximation2022
- Author(s)
  Ogihara Teppei and Yuma Uehara
- Journal Title
  
  Bernoulli, to appear
  
  Volume: -
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K20809
[Journal Article] Misspecified diffusion models with high-frequency observations and an application to neural networks2021
- Author(s)
  Ogihara Teppei
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: 142 Pages: 245-292
- DOI
  10.1016/j.spa.2021.08.007
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K20809
[Journal Article] Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering2020
- Author(s)
  T. Ogihara and H. Tanaka
- Journal Title
  
  Japan Journal of Industrial and Applied Mathematics
  
  Volume: 37 Issue: 2 Pages: 383-413
- DOI
  10.1007/s13160-020-00411-5
- NAID
  210000163615
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K14604
[Journal Article] Parametric Inference for Nonsynchronously Observed Diffusion Processes in the Presence of Market Microstructure Noise2018
- Author(s)
  Teppei Ogihara
- Journal Title
  
  Bernoulli
  
  Volume: 24 Issue: 4B Pages: 3318-3383
- DOI
  10.3150/17-bej962
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K21598
[Journal Article] Local asymptotic mixed normality property for nonsynchronously observed diffusion processes2015
- Author(s)
  Teppei Ogihara
- Journal Title
  
  Bernoulli
  
  Volume: 21 Issue: 4 Pages: 2024-2072
- DOI
  10.3150/14-bej634
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Local asymptotic normality for discretely observed jump-diffusion processes2024
- Author(s)
  Teppei Ogihara; Yuma Uehara
- Organizer
  Stochastic Analysis and Statistics 2024
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Maximum-likelihood estimation for jump-diffusion processes with nonsynchronous observations2023
- Author(s)
  Teppei Ogihara
- Organizer
  CMStatistics 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Asymptotically efficient parameter estimation for jump-diffusion processes2023
- Author(s)
  Teppei Ogihara; Yuma Uehara
- Organizer
  JAFEE-ISM International Symposium on Quantative Finance 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Local asymptotic normality for discretely observed jump-diffusion processes2023
- Author(s)
  Teppei Ogihara; Yuma Uehara
- Organizer
  ANR EFFI Japan-France seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] ジャンプ拡散過程の非同期観測モデルの最尤型推定法2023
- Author(s)
  荻原哲平
- Organizer
  2023年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Asymptotically efficient estimation for diffusion processes with nonsynchronous observations2023
- Author(s)
  Teppei Ogihara
- Organizer
  6th International Conference on Economics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Local asymptotic normality for jump-diffusion processes with discrete observations2022
- Author(s)
  Teppei Ogihara
- Organizer
  Risk and Statistics, 3rd Tohoku-ISM-UUlm Joint Workshop
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Efficient estimation for ergodic jump-diffusion processes2022
- Author(s)
  Teppei Ogihara
- Organizer
  Asia-Pacific Seminar in Probability and Statistics, virtual conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Local asymptotic normality for jump-diffusion processes2022
- Author(s)
  Teppei Ogihara
- Organizer
  5th International Conference on Econometrics and Statistics (EcoSta 2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Local asymptotic normality for discretely observed ergodic jump-diffusion processes2022
- Author(s)
  Teppei Ogihara
- Organizer
  The MFO-RIMS Tandem Workshop “Nonlocality in Analysis, Probability and Statistics”, Kyoto and Oberwolfach
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Local asymptotic normality for discretely observed jump-diffusion processes2022
- Author(s)
  Teppei Ogihara
- Organizer
  15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] エルゴード型拡散過程の非同期観測モデルに対する最尤型推定法2022
- Author(s)
  荻原哲平
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] ニューラルネットワークによる高頻度株価データの分析と株価ボラティリティの学習2022
- Author(s)
  荻原哲平
- Organizer
  第9回統計数理研究所リスク解析戦略研究センター金融シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] 退化した拡散過程に対する局所漸近混合正規性2021
- Author(s)
  荻原哲平
- Organizer
  確率過程の統計推測の最近の展開2021
- Data Source
  KAKENHI-PROJECT-19K14604
[Presentation] Local Asymptotic Normality of Jump-Diffusion Processes with Discrete Observations2021
- Author(s)
  Teppei Ogihara
- Organizer
  63rd ISI World Statistics Congress 2021, virtual conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] ジャンプ型拡散過程の局所漸近正規性2021
- Author(s)
  荻原哲平
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] 退化した拡散過程に対する局所漸近混合正規性2020
- Author(s)
  荻原哲平
- Organizer
  2020年度　統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-19K14604
[Presentation] Malliavin Calculus techniques for local asymptotic mixed normality and their application to degenerate diffusions2020
- Author(s)
  Teppei Ogihara
- Organizer
  Bernoulli-IMS One World Symposium 2020
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14604
[Presentation] Local asymptotic mixed normality for degenerate diffusion processes2020
- Author(s)
  Teppei Ogihara
- Organizer
  CMStatistics 2020
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14604
[Presentation] Local asymptotic mixed normality for multi-dimensional integrated diffusion processes2019
- Author(s)
  Masaaki Fukasawa and Teppei Ogihara
- Organizer
  Risk and Statistics - 2nd ISM-UUlm Joint Workshop
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14604
[Presentation] 拡散過程の積分観測モデルの局所漸近混合正規性2019
- Author(s)
  深澤正彰，荻原哲平
- Organizer
  2019年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-19K14604
[Presentation] Parameter estimation for misspecified diffusion processes with noisy, nonsynchronous observations2019
- Author(s)
  Teppei Ogihara
- Organizer
  62nd ISI World Statistics Congress
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14604
[Presentation] Parameter estimation for misspecified diffusion with market microstructure noise2019
- Author(s)
  Teppei Ogihara
- Organizer
  The 3rd International Conference on Econometrics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14604
[Presentation] Parameter estimation for misspecified diffusion with market microstructure noise2019
- Author(s)
  Teppei Ogihara
- Organizer
  The European Meeting of Statisticians 2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K14604
[Presentation] Parametric inference for diffusion processes with high-frequency data2018
- Author(s)
  Teppei Ogihara
- Organizer
  Risk Analysis and Random Field
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Statistical inference for integrated diffusion processes2018
- Author(s)
  Teppei Ogihara, Masaaki Fukasawa
- Organizer
  ASC2018: Asymptotic Statistics and Computations
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Statistical inference for integrated diffusion processes2017
- Author(s)
  Teppei Ogihara, Masaaki Fukasawa
- Organizer
  ISI-ISM-ISSAS Joint Conference 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Parameter estimation for diffusion processes with noisy, nonsynchronous observations2016
- Author(s)
  Teppei Ogihara
- Organizer
  ASC2016: Asymptotic Statistics and Computations
- Place of Presentation
  東京大学(東京)
- Year and Date
  2016-02-15
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] 非同期・ノイズ付観測された拡散過程に対する統計解析2016
- Author(s)
  荻原哲平
- Organizer
  日本数学会2016年度秋季総合分科会
- Place of Presentation
  関西大学
- Year and Date
  2016-09-17
- Invited
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] LAMN property and optimal estimation for diffusion with non synchronous observations2016
- Author(s)
  Teppei Ogihara
- Organizer
  Workshop "Stochastic Analysis and Statistics 1"
- Place of Presentation
  University of Tokyo
- Year and Date
  2016-04-26
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] LAMN property and optimal estimation for diffusion with nonsynchronous observations2016
- Author(s)
  Teppei Ogihara
- Organizer
  Workshop “Stochastic Analysis and Statistics 2”
- Place of Presentation
  University of Tokyo
- Year and Date
  2016-08-06
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Parameter estimation for diffusion processes with high-frequency observations2016
- Author(s)
  Teppei Ogihara
- Organizer
  Workshop “Stochastic Analysis and Statistics 4”
- Place of Presentation
  University of Tokyo
- Year and Date
  2016-10-31
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Parameter estimation for diffusion processes with high-frequency data2016
- Author(s)
  Teppei Ogihara
- Organizer
  ISI-ISM-ISSAS Joint Conference 2016
- Place of Presentation
  Academia Sinica,台北(台湾)
- Year and Date
  2016-02-01
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Parametric inference for diffusion processes with high-frequency financial data2016
- Author(s)
  Teppei Ogihara
- Organizer
  The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting
- Place of Presentation
  The Chinese University of Hong Kong
- Year and Date
  2016-06-30
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] 高頻度観測金融データに対する疑似尤度解析2016
- Author(s)
  荻原哲平
- Organizer
  2016年度統計関連学会連合大会
- Place of Presentation
  金沢大学
- Year and Date
  2016-09-07
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Parametric inference for diffusion processes with high-frequency data2016
- Author(s)
  Teppei Ogihara
- Organizer
  Workshop -- Portfolio dynamics and limit order books
- Place of Presentation
  Ecole Centrale Supelec, France
- Year and Date
  2016-12-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Parameter estimation for diffusion processes with noisy, nonsynchronous observations2016
- Author(s)
  Teppei Ogihara
- Organizer
  TMU Workshop on Financial Mathematics and Statistics 2016
- Place of Presentation
  Tokyo Metropolitan University
- Year and Date
  2016-11-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] 高頻度観測金融データに対する最尤型推定法2016
- Author(s)
  荻原哲平
- Organizer
  第10回日本統計学会春季集会
- Place of Presentation
  東北大学(東北)
- Year and Date
  2016-03-05
- Invited
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] 非同期・ノイズ付観測された拡散過程に対する最尤型・ベイズ型推定法2015
- Author(s)
  荻原哲平
- Organizer
  大阪大学2015年度中之島ワークショップ
- Place of Presentation
  大阪大学中之島センター(大阪)
- Year and Date
  2015-12-04
- Invited
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Maximum-likelihood-type estimation for diffusion processes with noisy, nonsynchronous observations2015
- Author(s)
  Teppei Ogihara
- Organizer
  CMStatistics 2015
- Place of Presentation
  University of London,ロンドン(イギリス)
- Year and Date
  2015-12-13
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Parametric Inference for Diffusion Processes with Noisy, Nonsynchronous Observations2015
- Author(s)
  Teppei Ogihara
- Organizer
  Dynstoch Meeting 2015
- Place of Presentation
  Lund University,ルンド(スウェーデン)
- Year and Date
  2015-05-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] 高頻度観測金融データに対する最尤型推定法2015
- Author(s)
  荻原哲平
- Organizer
  日本数学会2015年度秋季総合分科会
- Place of Presentation
  京都産業大学(京都)
- Year and Date
  2015-09-15
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Maximum likelihood type estimation for parametric diffusion processes with high-frequency data2015
- Author(s)
  Teppei Ogihara
- Organizer
  ISI-ISM-ISSAS Joint Conference 2015
- Place of Presentation
  統計数理研究所(東京)
- Year and Date
  2015-04-04
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] 高頻度観測金融データに対する最尤型推定法2015
- Author(s)
  荻原哲平
- Organizer
  2015年度統計関連学会連合大会
- Place of Presentation
  岡山大学(岡山)
- Year and Date
  2015-09-07
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] Parameter Estimation for Diffusion Processes with Noisy, Nonsynchronous Observations2015
- Author(s)
  Teppei Ogihara
- Organizer
  Berlin Meeting on Statistical Analysis of Stochastic Processes
- Place of Presentation
  Humboldt Graduate School,ベルリン(ドイツ)
- Year and Date
  2015-11-06
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] 高頻度観測金融データに対する最尤型・ベイズ型推定法2015
- Author(s)
  荻原哲平
- Organizer
  大規模統計モデリングと計算統計Ⅱ
- Place of Presentation
  東京大学(東京)
- Year and Date
  2015-09-26
- Invited
- Data Source
  KAKENHI-PROJECT-15K21598
[Presentation] 高頻度金融データを用いた金融証券リスク量の統計推測理論2015
- Author(s)
  荻原哲平
- Organizer
  慶應大学計量経済学ワークショップ
- Place of Presentation
  慶應大学(東京)
- Year and Date
  2015-10-06
- Invited
- Data Source
  KAKENHI-PROJECT-15K21598

1. 上原悠槙 (00822545)

# of Collaborated Projects: 1 results

# of Collaborated Products: 5 results
2. 清水泰隆 (70423085)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 深澤正彰 (70506451)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

OGIHARA Teppei 荻原 哲平

Teppei Ogihara 荻原 哲平

Research Projects

Research Products

Co-Researchers

確率過程の統計推測理論の深化と高頻度データ・機械学習への展開Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

ジャンプを含む確率過程の複雑な観測データに対する統計解析と新しい学習理論への応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Local asymptotic mixed normality for discretely observed diffusion processesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Statistical inference for stochastic processes and application to high-frequency financial dataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Local Asymptotic Normality for Ergodic Jump-Diffusion Processes via Transition Density Approximation2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Malliavin Calculus Techniques for Local Asymptotic Mixed Normality and Their Application to Hypoelliptic Diffusions2023

Author(s)

Journal Title

Data Source

[Journal Article] Efficient drift parameter estimation for ergodic solutions of backward SDEs2023

Author(s)

Journal Title

Data Source

[Journal Article] Asymptotically efficient estimation for diffusion processes with nonsynchronous observations?2022

Author(s)

Journal Title

Data Source

[Journal Article] Local asymptotic normality for ergodic jump-diffusion processes via transition density appproximation2022

Author(s)

Journal Title

Data Source

[Journal Article] Misspecified diffusion models with high-frequency observations and an application to neural networks2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering2020

Author(s)

Journal Title

DOI

NAID

Data Source

[Journal Article] Parametric Inference for Nonsynchronously Observed Diffusion Processes in the Presence of Market Microstructure Noise2018

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Local asymptotic mixed normality property for nonsynchronously observed diffusion processes2015

Author(s)

Journal Title

DOI

Data Source

[Presentation] Local asymptotic normality for discretely observed jump-diffusion processes2024

Author(s)

Organizer

Data Source

[Presentation] Maximum-likelihood estimation for jump-diffusion processes with nonsynchronous observations2023

Author(s)

Organizer

Data Source

[Presentation] Asymptotically efficient parameter estimation for jump-diffusion processes2023

OGIHARA Teppei 荻原哲平

Teppei Ogihara 荻原哲平