Yoshida Nakahiro 吉田朋広

… Alternative Names

Researcher Number	90210707
Other IDs
External Links
Affiliation (Current)	2021: 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
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 / 解析学 / マリアバン解析 / リード・ラグ / 確率微分方程式 / 確率解析 / ミキシング / 漸近理論 … 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

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

[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] Penalized least squares approximation methods and their applications to stochastic processes2020
- Author(s)
  Suzuki Takumi、Yoshida Nakahiro
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: -
- DOI
  10.1007/s42081-019-00064-w
- Peer Reviewed / Open Access / 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
  
  Japanese Journal of Statistics and Data Science
  
  Volume: 1 Pages: 157-189
- DOI
  10.1007/s42081-018-0006-6
- 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
- DOI
  10.1007/978-3-319-25826-3
- 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
- DOI
  10.1007/978-3-319-30190-7
- 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] 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

1. KUSUOKA Shigeo (00114463)

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2. TAKAHASHI Akihiko (50313226)

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3. AKAHIRA Masafumi (70017424)

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4. AOSHIMA Makoto (90246679)

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5. KONISHI Sadanori (40090550)

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6. TANIGUCHI Masanobu (00116625)

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7. ANO Yutaka (20201436)

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8. TAKADA Yoshikazu (70114098)

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9. KURIKI Satoshi (90195545)

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10. SHIRAHATA Shingo (10037294)

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11. UCHIDA Masayuki (70280526)

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12. MASUDA Hiroki (10380669)

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13. MAESONO Nobuhiko (30173701)

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14. KAKIZAWA Yoshihide (30281778)

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15. KONDO Masao (70117505)

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16. UNO Chikara (20282155)

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17. TAKEMURA Akimichi (10171670)

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18. FUKASAWA Masaaki (70506451)

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19. SHIMIZU Yasutaka (70423085)

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20. KAMATANI Kengo (00569767)

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21. INAGAKI Nobuo (10000184)

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23. YAMATO Hajime (90041227)

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24. 長田博文 (20177207)

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25. 磯貝恭史 (00109860)

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26. 磯貝英一 (40108014)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
27. OCHI Yoshimichi (60185618)

# of Collaborated Projects: 1 results

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28. YAO Feng (90284348)

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29. WAKAKI Hirofumi (90210856)

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30. JIMBO Masakazu (50103049)

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31. HIRUKAWA Junichi (10386617)

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32. SHIMIZU Kunio (60110946)

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33. MIYATA Yoichi (10514250)

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34. NOMAKUCHI Kentaro (60124806)

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35. KURIKI Shinji (00167389)

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36. KATO Takeshi (40267399)

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37. TAKAHASHI Daisuke (50188025)

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38. MAEKAWA Koichi (20033748)

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39. SUZUKI Takeru (60047347)

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40. NISHII Ryuei (40127684)

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41. SASABUCHI Yoichi (20128028)

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42. AKI Shigeo (90132696)

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43. TAMAKI Kenichiro (80409664)

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44. SHIRAISHI Hiroshi (90454024)

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45. SHIOHAMA Takayuki (40361844)

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46. MURATA Noboru (60242038)

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47. HAYASHI Takaki (80420826)

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48. DATE Etsurou (00107062)

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49. FUKUSHIMA Masatoshi (90015503)

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50. ISII Keiiti (80029420)

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51. FUJIKOSHI Yasunori (40033849)

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52. KOIKE Ken-ichi (90260471)

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53. SEKINE Jun (50314399)

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54. HAYASHI Masato (40342836)

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57. NAKAMURA Shu (50183520)

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58. KANJIN Yuichi (50091674)

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60. 清水良一 (10000192)

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73. 櫻井明夫 (50013496)

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Yoshida Nakahiro 吉田 朋広

YOSHIDA Nakahiro 吉田 朋広

吉田 朋広 ヨシダ ナカヒロ

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Theory of asymptotic analysis in statisticsPrincipal Investigator

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Ultra high frequency data and lead-lagPrincipal Investigator

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Theoretical statistics for stochastic processes and limit theoremsPrincipal Investigator

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Relativization of time and a new correlation analysisPrincipal Investigator

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Asymptotic expansion, statistical inference and their applicationsPrincipal Investigator

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STATISTICAL INFERENCE FOR STOCHASTIC PROCESSESPrincipal Investigator

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Statistical asymptotic theory for stochastic processesPrincipal Investigator

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Asymptotic statistical Inference theory for stochastic processPrincipal Investigator

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Yoshida Nakahiro 吉田朋広

YOSHIDA Nakahiro 吉田朋広

吉田朋広ヨシダナカヒロ