Yuta Koike

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Drift estimation for a multi-dimensional diffusion process using deep neural networks	2024-03-04	Paper
Spectral norm bounds for high-dimensional realized covariance matrices and application to weak factor models	2023-10-09	Paper
From \(p\)-Wasserstein bounds to moderate deviations	2023-08-02	Paper
Nearly optimal central limit theorem and bootstrap approximations in high dimensions	2023-06-05	Paper
High-dimensional Central Limit Theorems by Stein's Method in the Degenerate Case	2023-05-27	Paper
High-dimensional central limit theorems for homogeneous sums	2023-05-16	Paper
Improved central limit theorem and bootstrap approximations in high dimensions	2022-12-08	Paper
Sharp High-dimensional Central Limit Theorems for Log-concave Distributions	2022-07-29	Paper
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles	2021-12-17	Paper
Inference for time-varying lead-lag relationships from ultra-high-frequency data	2021-12-17	Paper
Large-dimensional Central Limit Theorem with Fourth-moment Error Bounds on Convex Sets and Balls	2020-09-01	Paper
Improved Central Limit Theorem and bootstrap approximations in high dimensions	2019-12-22	Paper
No arbitrage and lead-lag relationships	2019-09-25	Paper
Asymptotic properties of the realized skewness and related statistics	2019-08-13	Paper
Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance	2019-05-17	Paper
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data	2019-05-10	Paper
De-biased graphical Lasso for high-frequency data	2019-05-04	Paper
Wavelet-Based Methods for High-Frequency Lead-Lag Analysis	2019-03-20	Paper
On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect	2018-08-08	Paper
Time endogeneity and an optimal weight function in pre-averaging covariance estimation	2017-04-21	Paper
ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS	2016-07-29	Paper
Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise	2016-05-12	Paper
Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling	2014-08-28	Paper
An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps	2014-05-26	Paper
Central limit theorems for pre-averaging covariance estimators under endogenous sampling times	2013-05-06	Paper

Research outcomes over time

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