Works matching AU Yoshida, Nakahiro
Results: 15
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field: Simplified quasi-likelihood analysis: N. Yoshida.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 1, doi. 10.1007/s10463-024-00907-8
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Penalized estimation for non-identifiable models.
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- Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 5, p. 765, doi. 10.1007/s10463-024-00905-w
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Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions.
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- Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 5, p. 711, doi. 10.1007/s10463-024-00901-0
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Global jump filters and quasi-likelihood analysis for volatility.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 3, p. 555, doi. 10.1007/s10463-020-00768-x
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Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations.
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- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 3, p. 431, doi. 10.1007/s10463-009-0263-z
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Third-order asymptotic expansion of M-estimators for diffusion processes.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 3, p. 629, doi. 10.1007/s10463-008-0190-4
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Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes.
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- Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 2, p. 367, doi. 10.1007/s10463-007-0138-0
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Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations.
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- Economic Notes, 2010, v. 39, n. 1/2, p. 107, doi. 10.1111/j.1468-0300.2010.00224.x
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Expansions of the coverage probabilities of prediction region based on a shrinkage estimator.
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- Statistics, 2004, v. 38, n. 5, p. 381, doi. 10.1080/02331880410001730757
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Partial mixing and Edgeworth expansion.
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- Probability Theory & Related Fields, 2004, v. 129, n. 4, p. 559, doi. 10.1007/s00440-003-0325-8
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Malliavin calculus, geometric mixing, and expansion of diffusion functionals.
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- Probability Theory & Related Fields, 2000, v. 116, n. 4, doi. 10.1007/s004400070001
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Malliavin calculus and asymptotic expansion for martingales.
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- Probability Theory & Related Fields, 1997, v. 109, n. 3, p. 301, doi. 10.1007/s004400050134
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Analyzing order flows in limit order books with ratios of Cox-type intensities.
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- Quantitative Finance, 2020, v. 20, n. 1, p. 81, doi. 10.1080/14697688.2019.1637927
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Modelling intensities of order flows in a limit order book.
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- Quantitative Finance, 2017, v. 17, n. 5, p. 683, doi. 10.1080/14697688.2016.1236210
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Asymptotic Expansion for Functionals of a Marked Point Process.
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- Communications in Statistics: Theory & Methods, 2010, v. 39, n. 8/9, p. 1449, doi. 10.1080/03610920903521917
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- Article