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Yoshida Nakahiro  吉田 朋広

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

    (24 results)
  • Research Products

    (244 results)
  • Co-Researchers

    (73 People)
  •  Theory of asymptotic analysis in statisticsPrincipal Investigator

    • Principal Investigator
      吉田 朋広
    • 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 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] 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 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 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 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

      Jpn J Stat Data Sci

      Volume: - Issue: 2 Pages: 513-541

    • DOI

      10.1007/s42081-019-00064-w

    • NAID

      210000179867

    • ISSN
      2520-8756, 2520-8764
    • 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 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 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 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 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

      Jpn J Stat Data Sci

      Volume: 1 Issue: 1 Pages: 157-189

    • DOI

      10.1007/s42081-018-0006-6

    • NAID

      210000164710

    • ISSN
      2520-8756, 2520-8764
    • 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 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

    • DOI

      10.1016/j.spa.2016.09.014

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Journal Article] Model selection for volatility prediction2016

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

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

      Volume: - Pages: 343-360

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-24300107
  • [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

    • 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

    • 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

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24340015
  • [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 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 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 (Available online 6 April 2013)

      Volume: 123 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 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 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 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] 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] 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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