Seminar on Probability and Statistics

Seminar information archive ～07/26｜Next seminar｜Future seminars 07/27～

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

2014/05/20

13:00-14:10   Room #052 (Graduate School of Math. Sci. Bldg.)
OGIHARA, Teppei (Center for the Study of Finance and Insurance, Osaka University)
Maximum likelihood type estimation of diffusion processes with non synchronous observations contaminated by market microstructure noise (JAPANESE)
[ Reference URL ]
http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/2014/02.html