Talks

April 2025 - March 2026

Jump-resistant volatility regression (June 6; Dynstoch 2025, Le Mans Université)
Asymptotics for linear Student-t Lévy regression (July 11; International Conference on Probability Theory and Statistics Dedicated to the 80th birthday of Professor Estate V. Khmaladze, Tbilisi)*
Statistical inference for locally stable regression (July 15, SPA 2025, Wroclaw, Poland)*

April 2024 - March 2025

Asymptotics for linear Student-t Lévy regression (April 24; Probability and Analysis 2024, Conference Center in Będlewo)*
Gaussian quasi-likelihood inference for ergodic Lévy driven SDE (May 27-28; ANRs DREAMeS and EFFI, summer school, Le Mans)*
Robustified asymptotics for estimating volatility (September 5; MSJ Autumn Meeting 2024 at Osaka University)
Outlier-resistant inference without jump-detection filter (September 26; Fall School Time Series, Random Fields and beyond, Ulm University, Germany)
LAD-type drift estimation of locally stable SDE (November 7; Workshop "Infinitely divisible processes and related topics", ISM, Zoom)
Inference for SDE with non-Gaussian mixed effects (December 6; BIC symposium, Kyushu University)
Profile quasi-likelihood inference for SDE with mixed effects (December 14, 2024; CMStatistics, King's College London)*
Continuous non-Gaussian mixed-eﬀects modeling (March 10, 2025; INRAE UNITÉ MaIAGE, France)
Explicit LAD estimator of locally stable nonlinear SDE (March 21; MSJ Spring Meeting 2025, Waseda University)

April 2023 - March 2024

Locally stable regression (May 19, 2023; Colloquium, University of Tokyo)
Consistent model selection for locally stable trend-scale regression (June 6, 2023; EFFI Japan-French statistics seminar, online)*
Expanding quasi-likelihood inference for Lévy driven models (July 20; 64th ISI Statistics Congress - Ottawa, Canada)*
Non-Gaussian Ornstein-Uhlenbeck regression (July 28; The 4th International Conference on Science, Mathematics, Environment and Education (ICoSMEE), virtual)*
Asymptotics for Student-Lévy regression (August 25; ICIAM 2023, Waseda University, Japan)*
Asymptotic inference for a non-Gaussian location-scale mixed-effects model (September 22; MSJ Autumn Meeting 2023 at Tohoku University)
Robustifying Gaussian quasi-likelihood inference for volatility (November 14, 2023; Workshop "New Developments in Statistical Theory and Methodology in Data Science", Kyushu University)
Logistic regression (November 25, 2023; Public lecture, Graduate School of Mathematical Sciences, University of Tokyo)
Robustifying Gaussian quasi-likelihood inference (December 17, 2023; CMStatistics, HTW Berlin, University of Applied Sciences)*
Asymptotics and computation of robust Gaussian quasi-likelihood inference (January 6, 2024; IMS-APRM 2024, The University of Melbourne’s Parkville Campus)*
Asymptotics for a dynamic mixed-effects model with low-frequency and unbalanced data (February 6, 2024; Stochastic Analysis and Statistics 2024, University of Tokyo)
Student-Lévy regression with high-frequency sampling (February 14, 2024; Workshop "Infinitely divisible processes and related topics", ISM)

April 2022 - March 2023

Formulae for comparing ergodic SDE models (June 30, 2022; Dynstoch meeting 2022, Paris, online)
Continuous non-Gaussian mixed-effects modeling (September 5, 2022; Japanese Joint Statistical Meeting 2022, Seikei University, Japan)
BIC-type model selection for locally stable regression (September 16, 2022; MSJ Autumn Meeting 2022, Hokkaido University, Japan)
On noise inference for ergodic Lévy driven SDE (December 8, 2022; Workshop: Infinitely divisible processes and related topics, ISM, Online)
Quasi-likelihood inference for Student-Lévy regression (December 18, 2022; CMStatistics, King's College London)
Mixed-effects location-scale model based on generalized hyperbolic distribution (March 7, 2023; CREST workshop, ISM, hybrid)
Simulation with YUIMA (March 22, 2023; YUIMA conference, Linköping University, Sweden)
Model selection for diffusion processes (March 23, 2023; YUIMA conference, Linköping University, Sweden)

April 2021 - March 2022

Lévy-Ornstein-Uhlenbeck regression (June 16, 2021; Asia-Pacific Seminar in Probability and Statistics (APSPS), Online)
Lévy process: basics and applications (July 4, 2021; YUIMA tutorial, Online)
Gaussian quasi-information criterion for ergodic Lévy driven model (July 13, 2021; Virtual 63rd ISI World Statistics Congress, Online)
Estimation and selection for ergodic Lévy driven models (September 2, 2021; PVSeminar, Online)
On quasi-AIC for Lévy driven SDE (September 8, 2021; Japanese Joint Statistical Meeting 2021, Online)
On mixed-rates structure in Gaussian quasi-likelihood inference for Lévy SDE (September 27, 2021; Workshop "SMSP2021: Statistical Modeling for Stochastic Processes and related fields, Online)
Information criteria for ergodic Lévy driven SDE (November 25, 2021; Workshop: Infinitely divisible processes and related topics", ISM, Online)
Expanding Lévy-SDE related functions in YUIMA package (December 18, 2021; CMStatistics", Online)
Estimation and selection of ergodic Lévy driven SDE: an overview of some recent developments (March 22, 2022; MFO-RIMS Tandem Workshop "Nonlocality in Analysis, Probability and Statistics", Online (Hybrid))
On model selection criteria of Lévy driven SDE (March 31, 2022; MSJ Spring Meeting; without talk, only abstract upload)

April 2020 - March 2021

On theory and implementation of Lévy driven regression (September 10, 2020; Japanese Joint Statistical Meeting 2018, Online)
On model selection of locally stable regression (November 26, 2020; Workshop: Infinitely divisible processes and related topics", ISM, Online)
LAD estimation of locally stable SDE (December 19, 2020; CMStatistics", Online)
Inference for a class of non-ergodic non-Gaussian regression (February 2, 2021; The LiU Seminar Series in Statistics and Mathematical Statistics", Online)
On non-Cramér type asymptotics in locally stable regression (March 19, 2021; Recent developments in statistical inference for stochastic processes, Online)

April 2019 - March 2020

Nonlinear locally stable regression (June 14, 2019; Dynstoch 2019, TU Delft, Netherlands)
Lectures: "Simulation of diffusion processes", "Lévy processes: basics and simulation", "Lévy driven SDE: basics and simulation", "Quasi-likelihood estimation of Lévy driven SDE" (June 26 and 27, 2019; 1st YUIMA summer school, Brixen-Bressanone, Italy)
On Lévy driven models in YUIMA (June 27, 2019; The 3rd YUIMA conference, Brixen-Bressanone, Italy)
Lecture: Lévy process (November 10, 2019; YUIMA tutorial 2019, Osaka University)
Non-ergodic categorical data analysis (December 5, 2019; ISM 7th risk symposium, Tokyo)
Noise estimation for ergodic Lévy driven SDE in YUIMA package (December 15, 2019; CMStatistics 2019, London, UK)
Noise estimation for ergodic Lévy driven SDE and YUIMA package (January 27, 2020; Séminaire AgroParisTech, Paris)

April 2018 - March 2019

On stable regression (June 7, 2018; Dynstoch meeting 2018, Porto)
Optimal stable regression (June 29, 2018; The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting (APRM), 2018, Singapore)
Ornstein-Uhlenbeck regression (September 13, 2018; Japanese Joint Statistical Meeting 2018, Chuo university)
Generating Lévy process in YUIMA package (December 2, 2018; YUIMA tutorial 2018, University of Tokyo)
Locally stable regression with unknown activity index (December 15, 2018; CMStatistics 2018, Pisa, Italy)
Non-constant scale effect in stable quasi-likelihood inference (January 31, 2019; ASC2019, Asymptotic Statistics and Computations, University of Tokyo)
Model selection for LAQ models (March 15, 2019; Seminar in Applied Mathematics and Statistics, University of Copenhagen, Denmark)
On some use of yuima.Law class (March 25, 2019; The second YUIMA conference, SAPIENZA University of Rome, Italy)

April 2017 - March 2018

Lévy SDE inference in Yuima package (April 6, 2017; Dynstoch meeting 2017, Siegen)
Stable quasi-likelihood regression (June 15, 2017; EcoSta 2017, Hong Kong University of Sciences and Technology, China)
Local limit theorem in non-Gaussian quasi-likelihood inference (July 19, 2017; Workshop: Asymptotic Statistics of Stochastic Processes and Applications XI, St Petersburg, Russia)
Modeling time scale for stochastic process (September 6, 2017; Japanese Joint Statistical Meeting 2017, Nanzan University, Nagoya)
Efficient estimation of stable Lévy process from high-frequency data (December 1, 2017; Workshop: Infinitely divisible processes and related topics", ISM, Tokyo)
Modeling time scale in high-frequency data (December 16, 2017; CMStatistics 2017, London)
Efficient estimation of stable Lévy process (February 5, 2018; ASC2018, Asymptotic Statistics and Computations, University of Tokyo)
Sampling stepsize in practice: fine tuning and/or estimation (March 28, 2018; Workshop Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project, University of Milan)

April 2016 - March 2017

On Schwarz type model comparison (June 9, 2016; Dynstoch meeting 2016, University Rennes 2, France)
On Asymptotics of multivariate non-Gaussian quasi-likelihood (June 28, 2016; The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting, The Chinese University of Hong Kong, China)
On Asymptotics of multivariate non-Gaussian quasi-likelihood (July 13, 2016; World Congress in Probability and Statistics, The Fields Institute, Toronto)
SDE and statistical model assessment (August 10, 2016; RIMS workshop, RIMS, Kyoto)
On regularized estimation of ergodic diffusion process (September 8, 2016; Advances in Statistics of Random Processes, Workshop in honor of Yury Kutoyants' 70th birthday, Le Mans)
Locally stable regression without ergodicity and finite moments (October 28, 2016; Hokkaido International Symposium "Recent Developments of Statistical Theory in Statistical Science", Hokkaido University)
Stepwise estimation and assessment of Lévy driven SDE (December 10, 2016; CMStatistics 2016, Seville, Spain)
Remarks on Gaussian quasi-likelihood inference for Lévy driven SDE (January 31, 2017; ASC2017, Asymptotic Statistics and Computations, University of Tokyo)

April 2015 - March 2016

Explicit bias correction in functional estimation of Lévy driven ergodic SDE (May 27, 2015; Dynstoch meeting 2015, University of Lund, Sweden)
Approximate Bayesian model comparison of LAQ models (July 30, 2015; 60th World Statistical Congress -- ISI2015, Riocentro, Rio de Janeiro)
Quasi likelihood and Schwarz-type model assessment (September 7, 2015; Japanese Joint Statistical Meeting 2015, Okayama)
Locally Cauchy SDE model with high-frequency data (September 27, 2015; Workshop "Large-scale statistical modeling and computational statistics II", University of Tokyo)
On approximate self-normalized residuals in heteroskedastic model (December 8, 2015; Symposium "Modeling and control of financial risk", Gakujutsu Sougou Center Building, Tokyo)
Computational aspects of estimating Lévy driven models (December 19, 2015; the 9th IASC-ARS conference, Stephen Riady Centre in University Town of National University of Singapore)
Stepwise estimation of ergodic Lévy driven SDE (Fubruary 15, 2016; ASC2016, Asymptotic Statistics and Computations, University of Tokyo)
Lévy driven regression model (March 5, 2016; Japan Statistical Society, spring-time meeting, Tohoku University)
Lévy in quasi-likelihood estimation of SDE (March 23, 2016; Statistics for Stochastic Processes and Analysis of High Frequency Data V, University Pierre and Marie Curie (Paris 6), Room Paul Lévy)

April 2014 - March 2015

On sampling problem for pure-jump SDE (July 2, 2014; 3rd APRM, Taipei)
Jump process and non-Gaussian quasi-likelihood (September 15, 2014; Japanese Joint Statistical Meeting 2014, Tokyo)
On quasi-BIC for general LAQ model (December 8, 2014; ERCIM 2014, Pisa)
Quasi-Bayesian model comparison for LAQ model (February 6, 2015; Workshop "Large-scale statistical modeling and computational statistics", University of Tokyo)
On variants of stable quasi-likelihood for Lévy driven SDE (March 19, 2015; Workshop: Statistique Asymptotique des Processus Stochastiques X, University of Maine, Le Mans)

April 2013 - March 2014

On optimal estimation of stable Ornstein-Uhlenbeck processes (April 19, 2013; Dynstoch meeting 2013, University of Copenhagen)
Locally stable distribution approximation of high-frequency data (June 18, 2013; Seminar on Probability and Statistics, Osaka University)
Estimation of stable-like stochastic differential equations (July 20, 2013; 29th European Meeting of Statisticians, Eotvos Lorand University, Budapest)
On statistical inference for Lévy-driven models (August 26, 2013; ISI 2013 Hong Kong)
Estimation of jump SDE via local stable approximation (September 9, 2013; Japanese Joint Statistical Meeting 2013, Osaka University)
Multi-step estimation procedure for stable Ornstein-Uhlenbeck processes (October 27, 2013; Stochastic processes and their statistics in Finance, Okinawa)
Stable quasi-likelihood: Methodology and computational aspects (December 15, 2013; ERCIM 2013, London)
LAD-based estimation of locally stable Ornstein-Uhlenbeck processes (March 4, 2014; Waseda International Symposium on "Stable Process, Semimartingale, Finance & Pension Mathematics", Waseda University)
Remark on the large deviation inequality in mixed-rates asymptotics (March 12, 2014; ASC2014 Asymptotic Statistics and Computations 2014, Graduate School of Mathematical Sciences, University of Tokyo)

April 2012 - March 2013

On self-normalized residuals of stochastic processes (May 24, 2012; Japanese Society of Applied Statistics, Institute of Statistical Mathematics)
Local-stable contrast function (June 9, 2012; Dynstoch meeting 2012, Institut Henri Poincare, France)
Non-Gaussian quasi likelihood in estimating jump SDE (July 3, 2012; 2nd APRM, Epochal Tsukuba)
Non-Gaussian quasi-likelihoods for estimating jump SDE (July 13, 2012; 8th World Congress in Probability and Statistics, Istanbul)
On residual sequence for stochastic processes (August 4, 2012; Summer seminar 2012, Atami)
On asymptotic behavior of self-normalized residual sequence (September 10, 2012; Japanese Joint Statistical Meeting 2012, Hokkaido University)
On self-normalized residual sequence of SDE (September 20, 2012; Mathematical Society of Japan, Autumn Meeting 2012, Kyushu University)
Statistical modeling and Bayes estimation: a tutorial (December 19, 2012; Collaborative-research workshop, Tokyo, 2012, Tokyo)
On simulation of Lévy processes and stochastic differential equation models (December 20, 2012; Workshop SART2012: Statistical Analysis and Related Topics: Theory, Methodology and Data Analysis, University of Tokyo)
Stochastic process models and mathematical statistics (February 21, 2013; IMI tutorial, Kyushu University)
Toward numerical computation of conditional expectations involving Lévy integrals (March 27, 2013; Workshop ASC2013 Asymptotic Statistics and Computations, University of Tokyo)
On estimating stable Ornstein-Uhlenbeck processes (March 28, 2013; Workshop ASC2013 Asymptotic Statistics and Computations, University of Tokyo)
Quasi-maximum likelihood estimation of jump processes (January 21-25, 2013; Intensive course, Graduate School of Mathematical Sciences, University of Tokyo)

April 2011 - March 2012

QMLE in SDE estimation (May 13, 2011; Seminar on Statistical Sciences, Kyushu University)
On self-normalized residuals of SDE (June 16, 2011; Dynstoch meeting 2011, University of Heidelberg, Germany)
On quasi-likelihood analyses for stochastic differential equations with jumps (August 26, 2011; ISI 2011 Dublin, Ireland)
Gaussian quasi likelihood analysis for Lévy driven SDE and YUIMA package (September 5, 2011; Joint Statistical Meeting, Kyushu University)
Very simple estimation of a non-Gaussian process model (October 28, 2011; Forum "Math-for-Industry" 2011, East-West Center, University of Hawaii)
Statistical inference for jump processes (November 11, 2011; workshop "Infinitely divisible processes and related topics", The Institute of Statistical Mathematics)
Statistical inference for non-Gaussian processes (November 30, 2011; Academic-industrial alliance workshop, Shiodome City Center)
Asymptotic mixed normality in estimation of jump SDE (December 16, 2011; workshop "Statistical Analysis and Related Topics: Theory, Methodology and Data Analysis", Graduate School of Mathematical Sciences, University of Tokyo)
Asymptotic mixed normality in estimation of jump SDE (March 13, 2012; workshop "Statistics for Stochastic Processes: Inference, Limit Theorems, Finance and Data Analysis", Institut Louis Bachelier, Paris)

April 2010 - March 2011

On parametric estimation of discretely observed SDE (June 17, 2010; Dynstoch meeting 2010, Universite d'Angers, France)
Mighty convergence in LAD type estimation (July 15, 2010; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)
Approximate LAD type estimation of discretely observed processes (August 22, 2010; EMS 2010: 28th European Meeting of Statisticians, University of Piraeus, Greece)
On estimating SDE with jumps (September 7, 2010; SPA OSAKA 2010, Senri Life Science Center Building)
An overview of recent progress in estimating SDE with jumps (November 19, 2010; workshop "Frontiers in mathematical science through collaborations with other disciplines", RIMS, Kyoto)
Mighty convergence in Gaussian quasi-likelihood estimation of discretely observed SDE with jumps (December 4, 2010; workshop "Kinyu kogaku, Suri, Keiryo finance no shomondai", Osaka Cent. Public Hall)
Non-Gaussian quasi-likelihood estimation of jump processes (December 15, 2010; CREST and Sakigake International Symposium Asymptotic Statistics, Risk and Computation in Finance and Insurance 2010, Tokyo Institute of Technology University)
LAD estimation of Lévy-OU processes with possibly small activity index (February 22, 2011; workshop "Statistics for Stochastic Processes: Inference, Asymptotic Methods, Finance and Data Analysis", Graduate School of Mathematical Sciences, University of Tokyo)
LAD type estimation of OU processes with activity index less than 2 (March 18, 2011; workshop "Statistical inference and numerical analysis for stochastic processes and financial econometrics", Florence, Italy)
Cauchy quasi-likelihood in SDE estimation (March 21, 2011; Asymptotical Statistics of Stochastic Processes VIII, University of Maine, Le Mans, France)

April 2009 - March 2010

On explicit estimation of Lévy-driven SDEs (July 3, 2009; Seminars in Statistics and Mathematics, University of Milan, Italy)
Explicit estimators of a skewed stable model based on high-frequency data (August 4, 2009; KIER-TMU International Workshop on Financial Engineering 2009, Otemachi SANKEI Plaza)
Self-weighted LAD estimation of Lévy-driven OU processes (October 10, 2009; Dynstoch meeting 2009, Humboldt University of Berlin, Germany)
On calibrating a skewed-stable model with finite mean (December 5, 2009; workshop "Kinyu kogaku, Suri, Keiryo finance no shomondai", Osaka University Nakanoshima Center)
Mighty convergence in a LAD type estimation (December 13, 2009; workshop "Theory and applications of statistical inference, stochastic calculus, and related topics", College Plaza, Akita)
On parametric estimation of a Markovian SDE (February 18, 2010; seminar at Department of Mathematical Stochastics, University of Freiburg)
On estimation of discretely observed Lévy-driven SDEs (February 22, 2010; workshop "Stochastic Analysis and Statistical Inference V", University of Tokyo)
On likelihood function for discretely observed tempered stable OU processes (March 26, 2010; Mathematical Society of Japan, Keio University)

April 2008 - March 2009

Covariation estimation using realized multipower variations: synchronous sampling case (May 9, 2008; The Applied Statistics Workshop, Graduate School of Economics, University of Tokyo)
On estimating predictable covariation of stochastic processes, (May 30, 2008; Seminar on Statistical Sciences, Kyushu University)
On estimation of the second characteristic (June 26, 2008; Dynstoch meeting 2008, University of Padova, Italy)
An introduction to discrete-time martingales (September 18, 2008; Open Lectures, The Institute of Statistical Mathematics)
A normality test for the driving noise of a SDE (November 4, 2008; workshop "Stochastic Analysis of the Advanced Statistical Models", Hiroshima University)
A normality test for the driving noise of a SDE (November 27, 2008; workshop "Stochastic Analysis and Statistical Inference III", University of Tokyo)
Simple test for the variation of a discretely observed process: long-term asymptotics (December 7, 2008; workshop "Kinyu kogaku, Suri, Keiryo finance no shomondai", Osaka University Nakanoshima Center)
On estimation of the second characteristic (January 22, 2009; workshop "Mathematical finance and related topics 2009", Nishijin plaza)
Some recent developments of estimating volatility in the presence of jumps (February 14, 2009; workshop "Recent developments in Finance and Econometrics", Ryukyu University)
Quasi-likelihood estimation of a Lévy-driven SDE and its application (March 16, 2009; Asymptotical Statistics of Stochastic Processes VII, University of Maine, Le Mans, France)
On simulating increments of Lévy processes (March 27, 2009; Mathematical Society of Japan, University of Tokyo, Komaba)

April 2007 - March 2008

Easy full-joint estimators of stable processes (July 18, 2007; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)
On asymptotic expansion for a perturbed Lévy driven SDE: computational aspects (August 8, 2007; workshop on asymptotic theory for probabilistic complex systems and their applications, Division of Mathematical Science Graduate School of Engineering Science, Osaka University)
A joint estimator of stable Lévy processes, avoiding the singular problem (September 8, 2007; Japan Statistical Society, Kobe University)
Some results on estimating Lévy processes (October 18, 2007; Mathematical Finance Seminar, Nagoya City University)
On independent estimation of the diffusion component (November 27, 2007; workshop "Technique and Theory of Statistical Modelling", Hitotsubashi University, Kunitachi)
On computing an asymptotic expansion for Wiener-Poisson functionals (November 29, 2007; workshop "Stochastic Analysis and Statistical Inference", University of Tokyo)
On the use of long-term multipower variations in estimation problem (December 2, 2007; workshop "Kinyu kogaku, Suri, Keiryo finance no shomondai" at Osaka University Nakanoshima Center)
On the use of long-term multipower variations in estimation problem (December 6, 2007; workshop "Toukeiteki Suisoku Riron no Shomondai ni tsuite" at Hokkaido University)
An application of the realized multipower variation: on Lee and Mykland's idea for detection of jumps (February 13, 2008; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)

April 2006 - March 2007

On estimating stable processes from discrete observations (June 8, 2006; workshop "Statistical Methods for Dynamical Stochastic Models", University of Mainz, Germany)
Degenerate LAN property and uniform asymptotic normality of MLE associated with high-frequency-data-based stable Lévy processes (June 16, 2006; Seminar on Statistical Sciences, Kyushu University)
Optimal Inference for Discretely Observed Inverse-Gaussian and Gamma Subordinators (August 8, 2006; Asymptotic Theory for Stochastic Models and its Applications, Hiroshima University)
On bounded-domain asymptotics for some specific Lévy processes, (August 11, 2006; Hiroshima University, department of economics)
On estimating a Markov process with jumps: two case studies (September 6, 2006; Japan Statistical Society, Tohoku University)
Feasible joint estimators of index and scale of a discretely observed stable Lévy process (September 27, 2006; General Seminar of the Department of Probability Theory, Moscow State University)
Simple joint estimator of a stable Lévy process: Rich information of discretely observed data (December 7, 2006; Seminar at Department of Statistics, Seoul National University, Korea)
Exponential ergodicity and boundedness of moments for diffusions with jumps (February 15, 2007; workshop "Stochastic analysis and statistics", The Institute of Statistical Mathematics)
A simple estimator of a discretely observed stable process, (March 23, 2007; Asymptotical Statistics of Stochastic Processes VI, University of Maine, Le Mans, France)

April 2005 - March 2006

Ergodic, beta-mixing, and exponential beta-mixing properties for diffusions with jumps (June 3, 2005; Kyushu probability seminar, Kyushu University)
On estimating non-Gaussian OU processes from sampled data (September 14, 2005; Japan Statistical Society, Hiroshima Prince Hotel)
Some asymptotic results concerning an autoregressive process with jumps (September 21, 2005; Mathematical Society of Japan, Okayama University)
Easy-to-verify conditions for exponential beta-mixing property of diffusions with jumps (October 25, 2005; Seminaire du Laboratoire de Mathematiques, Universite de La Rochelle, France)
Stability results concerning multidimensional diffusions with jumps (October 27, 2005; Groupe de travail "Probabilites Numeriques, Statistique des Processus et Finance", Universite Pierre & Marie Curie (Paris VI))
On asymptotic behavior of the exact likelihood of a sampled stable-driven process (December 3, 2005; international workshop "Latent structural modelling and analysis for spatio-temporal data", Kyodai kaikan, Kyoto)
Sampling-based estimation for OU processes with stable Lévy driver (December 8, 2005; workshop "Asymptotic methods for statistics", University of Tokyo, Komaba)
Remarks on estimating sampled processes via R, Developing a software: what to be done in practice (December 15, 2005; COE workshop "Theory and Practice of Statistical Inference for Stochastic Differential Equations I", University of Tokyo, Komaba)
Heavy-tail effects on estimating a sampled linear stable Markov process: Asymptotic high-frequency framework (January 19, 2006; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)
On the observed information matrix of a sampled stable OU process (February 20, 2006; Japan Society for the Promotion of Science and COE workshop "Theory and Practice of Statistical Inference for Stochastic Differential Equations II", University of Tokyo, Komaba)

April 2004 - March 2005

On the non-Gaussian OU-based stochastic volatility model (May 21, 2004; Seminar on Statistical Sciences, Kyushu University)
On mixing bounds for Markovian stochastic differential equations with jumps (June 3, 2004; Dynstoch Statistical Methods for Dynamical Stochastic Models 5th workshop, University of Copenhagen, Denmark)
On approximation of conditional expectations in a randomly peturbed linear filtering model (August 5, 2004; Summer seminar in statistics, Shirahama)
On trend estimation for discretely observed SDE (September 5, 2004; Japan Statistical Society, Fuji University, Hanamaki)
Mixing bound for Lévy-driven SDE (September 20, 2004; Mathematical Society of Japan, Hokkaido University, Sapporo)
Some theoretical aspects of realized volatility in continuous-time framework (November 12, 2004; Seminar on Financial Engineering, Hiroshima University, Hiroshima)
Simple trajectory-fitting drift estimation for discretely observed SDE in both ergodic and non-ergodic cases (November 16, 2004; Symposium "Statistical asymptotic theory", Graduate School of Mathematical Sciences, University of Tokyo, Komaba)
Estimating Markovian trend of discretely observed stochastic differential equations based on trajectory-fitting (November 25, 2004; The Statistical Research Center for Complex Systems 2004 Probability Workshop, Seoul National University, Korea)
Notes on statistical inference for discretely observed OU processes driven by a fractional Wiener process (December 1, 2004; Symposium on Theory and Applications in Statistical Sciences, Kyushu University)
Second order double Edgeworth expansion in a filtering model based on discrete data (January 7, 2005; Asymptotical Statistics of Stochastic Processes V, University of Maine, Le Mans, France)
Estimating functions for ergodic OU processes with jumps from discrete data (January 19, 2005; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)