Works matching AU Yoshida, Nakahiro

Results: 15

Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field: Simplified quasi-likelihood analysis: N. Yoshida.

Published in:

Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 1, doi. 10.1007/s10463-024-00907-8

By:

Yoshida, Nakahiro

Publication type:

Article

Penalized estimation for non-identifiable models.

Published in:

Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 5, p. 765, doi. 10.1007/s10463-024-00905-w

By:

Yoshida, Junichiro;
Yoshida, Nakahiro

Publication type:

Article

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

Published in:

Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 5, p. 711, doi. 10.1007/s10463-024-00901-0

By:

Yoshida, Junichiro;
Yoshida, Nakahiro

Publication type:

Article

Global jump filters and quasi-likelihood analysis for volatility.

Published in:

Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 3, p. 555, doi. 10.1007/s10463-020-00768-x

By:

Inatsugu, Haruhiko;
Yoshida, Nakahiro

Publication type:

Article

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

Published in:

Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 3, p. 431, doi. 10.1007/s10463-009-0263-z

By:

Yoshida, Nakahiro

Publication type:

Article

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

Published in:

Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 3, p. 629, doi. 10.1007/s10463-008-0190-4

By:

Sakamoto, Yuji;
Yoshida, Nakahiro

Publication type:

Article

Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes.

Published in:

Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 2, p. 367, doi. 10.1007/s10463-007-0138-0

By:

Hayashi, Takaki;
Yoshida, Nakahiro

Publication type:

Article

Asymptotic Expansion for Functionals of a Marked Point Process.

Published in:

Communications in Statistics: Theory & Methods, 2010, v. 39, n. 8/9, p. 1449, doi. 10.1080/03610920903521917

By:

Sakamoto, Yuji;
Yoshida, Nakahiro

Publication type:

Article

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

Published in:

Quantitative Finance, 2020, v. 20, n. 1, p. 81, doi. 10.1080/14697688.2019.1637927

By:

Muni Toke, Ioane;
Yoshida, Nakahiro

Publication type:

Article

Modelling intensities of order flows in a limit order book.

Published in:

Quantitative Finance, 2017, v. 17, n. 5, p. 683, doi. 10.1080/14697688.2016.1236210

By:

Muni Toke, Ioane;
Yoshida, Nakahiro

Publication type:

Article

Partial mixing and Edgeworth expansion.

Published in:

Probability Theory & Related Fields, 2004, v. 129, n. 4, p. 559, doi. 10.1007/s00440-003-0325-8

By:

Yoshida, Nakahiro

Publication type:

Article

Malliavin calculus, geometric mixing, and expansion of diffusion functionals.

Published in:

Probability Theory & Related Fields, 2000, v. 116, n. 4, doi. 10.1007/s004400070001

By:

Kusuoka, Shigeo;
Yoshida, Nakahiro

Publication type:

Article

Malliavin calculus and asymptotic expansion for martingales.

Published in:

Probability Theory & Related Fields, 1997, v. 109, n. 3, p. 301, doi. 10.1007/s004400050134

By:

Yoshida, Nakahiro

Publication type:

Article

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

Published in:

Statistics, 2004, v. 38, n. 5, p. 381, doi. 10.1080/02331880410001730757

By:

Sakamoto, Yuji;
Takada, Yoshikazu;
Yoshida, Nakahiro

Publication type:

Article

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

Published in:

Economic Notes, 2010, v. 39, n. 1/2, p. 107, doi. 10.1111/j.1468-0300.2010.00224.x

By:

Iacus, Stefano M.;
Yoshida, Nakahiro

Publication type:

Article