Teppei Ogihara

Available identifiers

Publication	Date of Publication	Type
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions	2024-03-26	Paper
Asymptotically efficient estimation for diffusion processes with nonsynchronous observations	2023-07-25	Paper
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation	2023-06-02	Paper
Misspecified diffusion models with high-frequency observations and an application to neural networks	2021-11-03	Paper
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2021-09-17	Paper
Local Asymptotic Mixed Normality via Transition Density Approximation and an Application to Ergodic Jump-Diffusion Processes	2021-05-01	Paper
Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering	2020-04-27	Paper
On the asymptotic properties of Bayes-type estimators with general loss functions	2019-08-09	Paper
Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise	2018-05-18	Paper
Local asymptotic mixed normality property for nonsynchronously observed diffusion processes	2015-10-30	Paper
Quasi-likelihood analysis for nonsynchronously observed diffusion processes	2014-09-02	Paper
Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations	2012-12-19	Paper
Quasi-likelihood analysis for the stochastic differential equation with jumps	2011-11-07	Paper

No records found.

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Teppei Ogihara