Seminar on Probability and Statistics
Seminar information archive ~02/05|Next seminar|Future seminars 02/06~
Organizer(s) | Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike |
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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
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