Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike

2012/04/20

14:50-16:00   Room #006 (Graduate School of Math. Sci. Bldg.)
KOIKE, Yuta (Graduate school of Mathematical Sciences, Univ. of Tokyo)
On the asymptotic mixed normality of the pre-averaged Hayashi-Yoshida
estimator with random and nonsynchronous sampling (JAPANESE)
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2012/01.html