N. Yoshida

发表

Estimation of the lead-lag parameter from non-synchronous data

M. Hoffmann, M. Rosenbaum, N. Yoshida, 2013, 1303.4871.

On covariance estimation of non-synchronously observed diffusion processes

N. Yoshida, Takaki Hayashi, 2005 .

Estimation for diffusion processes from discrete observation

N. Yoshida, 1992 .

Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe

N. Yoshida, 1992 .

An Asymptotic Expansion Scheme for Optimal Investment Problems

N. Yoshida, Akihiko Takahashi, 2004 .

Monte Carlo Simulation with Asymptotic Method

N. Yoshida, Akihiko Takahashi, 2005 .

ASYMPTOTIC EXPANSION FOR STATISTICS RELATED TO SMALL DIFFUSIONS

N. Yoshida, 1992 .

Conditional expansions and their applications

N. Yoshida, 2003 .

Robust M-estimators in diffusion processes

N. Yoshida, 1988 .

Parametric Estimation for Partially Hidden Diffusion Processes Sampled at Discrete Times

Stefano M. Iacus, N. Yoshida, Masayuki Uchida, 2006, math/0611781.

Asymptotic expansion of a variation with anticipative weights

N. Yoshida, 2020, 2101.00089.

Asymptotic Expansions for Stochastic Processes

N. Yoshida, 2016 .

Statistical inference for stochastic processes : concepts and developments in asymptotic theory

N. Yoshida, 2004 .

Estimation of correlation between latent processes

N. Yoshida, Akitoshi Kimura, 2016 .

Quasi likelihood analysis of point processes for ultra high frequency data

N. Yoshida, Teppei Ogihara, 2015, 1512.01619.

Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

N. Yoshida, 2011 .

Analyzing order flows in limit order books with ratios of Cox-type intensities

N. Yoshida, I. Muni Toke, 2018, Quantitative Finance.

Statistical inference for ergodic point processes and application to Limit Order Book

N. Yoshida, Simon Clinet, 2015, 1512.01899.

Irregular sampling and central limit theorems for power variations: The continuous case

J. Jacod, N. Yoshida, Takaki Hayashi, 2011 .

ASYMPTOTIC EXPANSION UNDER DEGENERACY

N. Yoshida, Yuji Sakamoto, 2003 .

Asymptotic expansion of an estimator for the Hurst coefficient

N. Yoshida, Y. Mishura, Hayate Yamagishi, 2022, Statistical Inference for Stochastic Processes.

Estimation for the discretely observed telegraph process

N. Yoshida, S. M. Iacus, S. Iacus, 2006, math/0612784.

Modelling intensities of order flows in a limit order book

N. Yoshida, I. Muni Toke, 2016, 1602.03944.

Asymptotic expansion and estimates of Wiener functionals

N. Yoshida, 2022, Stochastic Processes and their Applications.

Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions

N. Yoshida, Junichiro Yoshida, 2022, 2211.13871.

Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion

N. Yoshida, C. Tudor, 2020, Statistical Inference for Stochastic Processes.

Edgeworth expansion for a class of Ornstein-Uhlenbeck-based models

N. Yoshida, 増田弘毅, H. Masuda, 2005 .

Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations

N. Yoshida, Masayuki Uchida, 2014, Statistical Inference for Stochastic Processes.

AIC for ergodic diffusion processes from discrete observations

N. Yoshida, Masayuki Uchida, 2005 .

Penalized quasi likelihood estimation for variable selection

N. Yoshida, Yoshiki Kinoshita, 2019, 1910.12871.

The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations

Hideitsu Hino, Nakahiro Yoshida, Stefano M. Iacus, 2014 .

Chapter 2 Asymptotic Expansions for Stochastic Processes

N. Yoshida, 2017 .

Edgeworth expansion for Euler approximation of continuous diffusion processes

N. Yoshida, M. Podolskij, Bezirgen Veliyev, 2018, The Annals of Applied Probability.

Edgeworth expansion for functionals of continuous diffusion processes

N. Yoshida, M. Podolskij, 2013, 1309.2071.

Asymptotic expansion for the quadratic form of the diffusion process

N. Yoshida, 2012, 1212.5845.

Martingale expansion in mixed normal limit

N. Yoshida, 2012, 1210.3680.

Third-order asymptotic expansion of M-estimators for diffusion processes

N. Yoshida, Yuji Sakamoto, 2009 .

Nondegeneracy of Random Field and Estimation of Diffusion

N. Yoshida, Masayuki Uchida, 2012, 1212.5715.

Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations

N. Yoshida, Teppei Ogihara, 2012, 1212.4911.

Adaptive estimation for degenerate diffusion processes

Nakahiro Yoshida, Arnaud Gloter, N. Yoshida, 2021 .

Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations

S. Delattre, N. Yoshida, A. Gloter, 2020, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

Asymptotic expansion for batched bandits

N. Yoshida, Yechan Park, 2023, 2304.04170.

Asymptotic expansion formulas for functionals of ε-Markov processes with a mixing property

N. Yoshida, Yuji Sakamoto, 2004 .

Partial mixing and Edgeworth expansion

N. Yoshida, 2004 .

Penalized estimation for non-identifiable models

N. Yoshida, J. Yoshida, 2023, 2301.09131.

Asymptotic expansion and information criteria

N. Yoshida, Masayuki Uchida, 2006, SUT Journal of Mathematics.

Information Criteria in Model Selection for Mixing Processes

N. Yoshida, Masayuki Uchida, 2001 .

High order asymptotic expansion for Wiener functionals

N. Yoshida, C. Tudor, 2019, Stochastic Processes and their Applications.

Second-order asymptotic expansion for a non-synchronous covariation estimator

A. Dalalyan, N. Yoshida, 2008, 0804.0676.

Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe

Masayuki Uchida, Nakahiro Yoshida, N. Yoshida, 2004 .

Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations

N. Yoshida, S. Iacus, 2010 .

Asymptotic Expansion for Small Diffusions Applied to Option Pricing

Masayuki Uchida, Nakahiro Yoshida, N. Yoshida, 2004 .

Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model

Nakahiro Yoshida, Hiroki Masuda, N. Yoshida, 2005 .

Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion

N. Yoshida, C. Tudor, 2020 .

Edgeworth expansion for Euler approximation of continuous diffusion processes

N. Yoshida, M. Podolskij, Bezirgen Veliyev, 2018, The Annals of Applied Probability.

Asymptotic expansion of Skorohod integrals

D. Nualart, N. Yoshida, 2017, Electronic Journal of Probability.

Second-order asymptotic expansion for the covariance estimator of two asynchronously observed diffusion processes

A. Dalalyan, N. Yoshida, 2008 .

Penalized least squares approximation methods and their applications to stochastic processes

N. Yoshida, Takumi Suzuki, 2018, Japanese Journal of Statistics and Data Science.

Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals

N. Yoshida, Yuji Sakamoto, 1996 .

Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

N. Yoshida, C. Tudor, 2017, Stochastic Processes and their Applications.

Asymptotic expansion of Bayes estimators for small diffusions

N. Yoshida, 1993 .

Model Selection for Volatility Prediction

N. Yoshida, Masayuki Uchida, 2016 .

Malliavin calculus and martingale expansion

Nakahiro Yoshida, N. Yoshida, 2001 .

Malliavin calculus and asymptotic expansion for martingales

Nakahiro Yoshida, N. Yoshida, 1997 .

Asymptotic Expansions for Perturbed Systems on Wiener Space

N. Yoshida, 1996 .

Expansions of the coverage probabilities of prediction region based on a shrinkage estimator

N. Yoshida, Y. Takada, Yuji Sakamoto, 2004 .

Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations

Nakahiro Yoshida, Yasutaka Shimizu, N. Yoshida, 2006 .

Malliavin calculus, geometric mixing, and expansion of diffusion functionals

Nakahiro Yoshida, S. Kusuoka, N. Yoshida, 2000 .

Marked point processes and intensity ratios for limit order book modeling

Nakahiro Yoshida, Ioane Muni Toke, N. Yoshida, 2020, Japanese Journal of Statistics and Data Science.