主要論文 |
- Yoshida, N.: Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe, Probab. Theory Related Fields, 92, 275-311 (1992).
- Yoshida, N.: Asymptotic expansion for statistics related to small diffusions. J. Japan Statist. Soc. 22, 139-159 (1992).
- Yoshida, N.: Estimation for diffusion processes from discrete observation, J. Multivariate Analysis, 41, 220-242 (1992).
- Yoshida, N.: Asymptotic expansion of Bayes estimators for small diffusions, Probab. Theory Related Fields, 95 , 429-450 (1993).
- Yoshida, N.: Malliavin calculus and asymptotic expansion for martingales, Probab. Theory Related Fields, 109, 301-342 (1997).
- Kusuoka, S., Yoshida, N.: Malliavin calculus, strong mixing, and expansion of diffusion functionals. Prob. Theory Related Fields 116, 457-484 (2000).
- Sakamoto, Y., Yoshida, N.: Asymptotic expansion formulas for functionals of epsilon-Markov processes with a mixing property. Annals of the Institute of Statistical Mathematics, 56, 545-597 (2004).
- Yoshida, N.: Partial mixing and conditional Edgeworth expansion for diffusions with jumps. Probab. Theory Related Fields 129, 559-624 (2004).
- Hayashi, T., Yoshida, N.: On covariance estimation of nonsynchronously observed diffusion processes. Bernoulli, 11, 359-379 (2005).
- Shimizu, Y., Yoshida, N.: Estimation of parameters for diffusion processes with jumps from discrete observations. Stat. Inferecne Stoch. Process., 9, 227-277 (2006).
- Hayashi, T., Yoshida, N.: Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes, Annals of the Institute of Statistical Mathematics 60, 367-406 (2008).
- Sakamoto, Y., Yoshida, N.: Third-order asymptotic expansion of M-estimators for diffusion processes, Annals of the Institute of Statistical Mathematics 61, 629-661 (2009).
- Yoshida, N. : Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations, Annals of the Institute of Statistical 63, 3, 431-479 (2011).
- Hayashi, T., Yoshida, N.: Nonsynchronous covariation process and limit theorems, Stochastic Processes and their Applications, 121, 10, 2416-2454 (2011).
- Ogihara, T., Yoshida, N.: Quasi-likelihood analysis for the stochastic differential equation with jumps, Statistical Inference for Stochastic Processes, 14, 3, 189-229 (2011).
- Uchida, M., Yoshida, N.: Adaptive estimation of an ergodic diffusion process based on sampled data, Stochastic Processes and their Applications, 122, 8, 2885-2924 (2012).
- Yoshida, N.: Martingale expansion in mixed normal limit, Stochastic Processes and their Applications, 123, 3, 887-933 (2013).
- Uchida, M., Yoshida, N.: Quasi likelihood analysis of volatility and nondegeneracy of statistical random field, Stochastic Processes and their Applications, 123, 7, 2851-2876 (2013).
- YUIMA Project Team: The YUIMA Project: A Computational framework for simulation and inference of stochastic differential equations, Journal of Statistical Software, 57, 4, 1-51 (2014).
- Podolskij, M., Yoshida, N.: Edgeworth expansion for functionals of continuous diffusion processes, Annals of Applied Probability, 26, 6, 3415-3455 (2016).
- Muni Toke, I., Yoshida, N.: Modelling intensities of order flows in a limit order book, Quantitative Finance, 17, 5, 683-701 (2017).
- Podolskij, M., Veliyev, B., Yoshida, N.: Edgeworth expansion for the pre-averaging estimator, Stochastic Processes and their Applications, 127, 11, 3558-3595 (2017).
- Tudor, C., Yoshida, N.: Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos, Stochastic Processes and their Applications, 129, 9, 3499-3526 (2019).
- Nualart, D., Yoshida, N.: Asymptotic expansion of Skorohod integrals, Electron. J. Probab., 24, paper no. 119, 64 pp. (2019).
- Gloter, A., Yoshida, N.: Adaptive estimation for degenerate diffusion processes. Electronic Journal of Statistics, 15(1), 1424-1472 (2021)
- Tudor, Ciprian A., Yoshida, N.: High order asymptotic expansion for Wiener functionals. Stochastic Processes and their Applications, 164, 443-492 (2023)
- Yoshida, N.: Asymptotic expansion and estimates of Wiener functionals. Stochastic Processes and their Applications, 157, 176-248 (2023)
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