The following pages link to Nakahiro Yoshida (Q222121):
Displaying 35 items.
- Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150) (← links)
- Conditional expansions and their applications. (Q2574589) (← links)
- On the robust estimation in Poisson processes with periodic intensities (Q2640291) (← links)
- Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- Simulation and Inference for Stochastic Processes with YUIMA (Q3174849) (← links)
- (Q3420148) (← links)
- Asymptotic Expansion for Functionals of a Marked Point Process (Q3585249) (← links)
- On asymptotic mixed normality of the maximum likelihood estimator in a multidimensional diffusion process (Q3979227) (← links)
- (Q4038332) (← links)
- (Q4548483) (← links)
- Modelling intensities of order flows in a limit order book (Q4555100) (← links)
- Expansions of the coverage probabilities of prediction region based on a shrinkage estimator (Q4663083) (← links)
- Asymptotic Expansion Under Degeneracy (Q4678108) (← links)
- (Q4891959) (← links)
- Estimation for misspecified ergodic diffusion processes from discrete observations (Q4918493) (← links)
- Estimation of Correlation Between Latent Processes (Q4976496) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
- Estimation for the discretely observed telegraph process (Q5391362) (← links)
- Information criteria in model selection for mixing processes (Q5952146) (← links)
- Malliavin calculus and martingale expansion (Q5956288) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
- Asymptotic expansion of an estimator for the Hurst coefficient (Q6155087) (← links)
- Order estimate of functionals related to fractional Brownian motion (Q6157010) (← links)
- Asymptotic expansion of a variation with anticipative weights (Q6357361) (← links)
- Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process (Q6523126) (← links)
- Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process (Q6524267) (← links)
- Log-rank test with coarsened exact matching (Q6527432) (← links)
- Non-adaptive estimation for degenerate diffusion processes (Q6545141) (← links)
- Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (Q6596203) (← links)
- Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions (Q6618100) (← links)
- Penalized estimation for non-identifiable models (Q6618101) (← links)
- Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field (Q6664135) (← links)
- Statistical inference for highly correlated stationary point processes and noisy bivariate Neyman-Scott processes (Q6747803) (← links)
