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• Zin ARAI
• Hitoshi ARAI
• Takashi SAKAJO
• Hiroshi SUITO
• Dan TANAKA
• Kaori NAGATOU
• Yumiharu NAKANO
• Masaharu NAGAYAMA
• Katsuhiro NISHINARI
• Ichiro HASUO
• Kazuhisa MAKINO
• Nakahiro YOSHIDA

Nakahiro YOSHIDA

Papers

author(s)	Nakahiro Yoshida
title	Martingale expansion in mixed normal limit
journal	Stochastic Processes and their Applications, 123, 887–933 (2013)

author(s)	Takaki Hayashi, Nakahiro Yoshida
title	Nonsynchronous covariance process and limit theorems
journal	Stochastic Processes and their Applications, 121, 10, 2416-2454 (2011)

author(s)	Stefano Iacus and Nakahiro Yoshida
title	Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations
journal	Economic Notes by Banca Monte dei Paschi di Siena SpA, 39, no. 1/2-2010, (2010) 107–127 (2010)

author(s)	Yuji Sakamoto, Nakahiro Yoshida
title	Asymptotic Expansion for Functionals of a Marked Point Process
journal	Communications in Statistics - Theory and Methods, 39, Issue 8 & 9, (2010) 1449 - 1465 (2010.1)

author(s)	Stefano Iacus, Nakahiro Yoshida
title	Estimation for the discretely observed telegraph process
journal	Theory of Probability and Mathematical Statistics, 78, (2009) 37-47(2009)

author(s)	Yuji Sakamoto, Nakahiro Yoshida
title	Third-order asymptotic expansion of M-estimators for diffusion processes
journal	Annals of the Institute of Statistical Mathematics, 61, (2009) 629-661 (2009)

author(s)	Nakahiro Yoshida, Stefano Iacus, Masayuki Uchida
title	Parametric estimation for partially hidden diffusion processes sampled at discrete times
journal	Stochastic Processes and their Applications, 119, (2009) 1580--1600 (2009)

author(s)	Takaki Hayashi, Nakahiro Yoshida
title	Nonsynchronous covariance estimator and limit theorem II
journal	Institute of Statistical Mathematics, Research Memorandum No. 1067 (2008) (2008/6/16)

author(s)	Nakahiro Yoshida, Yuji Sakamoto
title	Asymptotic Expansion for Stochastic Processes: an overview and examples
journal	J. Japan Statistical Society, 38, (2008) 173--185 (2008)

author(s)	Nakahiro Yoshida, Takaki Hayashi
title	Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
journal	Annals of the Institute of Statistical Mathematics, 60, (2008) 367-406 (2008.6)

Oral presentations

presenter(s)	Nakahiro Yoshida
title	Qualsi-likelihood analysis and limit theorems in volatility estimation(invited)
meeting	Statistical inference and numerical analysis of stochastic processes: probabilistic tools and application to financial econometrics Universita' Degli Studi Di Firenze, Novoli, Firenze (2011.3)

presenter(s)	Nakahiro Yoshida
title	Limit theorems in asymptotic statistics for diffusions(invited)
meeting	Asymptotical Statistics of Stochastic Processes VIII, Université du Maine, Le Mans, France (2011.3)

presenter(s)	Nakahiro Yoshida
title	Conditional inference for stochastic processes
meeting	Statistics for Stochastic Processes: Inference, Asymptotic Methods, Finance and Data Analysis, The University of Tokyo (2011.2.23)

presenter(s)	Nakahiro Yoshida
title	Statistical inference for volatility and related limit theorems (organizer)
meeting	Asymptotic Statistics, Risk and Computation in Finance and Insurance, Tokyo Institute of Technology University (2010.12.15)

presenter(s)	Nakahiro Yoshida
title	Statistical inference for volatility and related limit theorems(invited)
meeting	Market Microstructure, Confronting Many Viewpoints, Institut Louis Bachelier, Paris (2010.12.7)

presenter(s)	Nakahiro Yoshida
title	Limit theorems and estimation for diffusions
meeting	Frontiers in mathematical science through collaborations with other disciplines (2010.11.19)

presenter(s)	Nakahiro Yoshida
title	Limit theorems and volatility estimation
meeting	Omiya Sonic City (2010.11.15)

presenter(s)	Nakahiro Yoshida
title	Statistical inference for diffusions (invited)
meeting	WORKSHOP ON " MATHEMATICAL FINANCE AND RELATED ISSUES ", Kyoto Research Park (2010.9.15)

presenter(s)	Nakahiro Yoshida
title	Asymptotic expansion for a martingale with a mixed normal limit distribution
meeting	SPA OSAKA 2010 34th Conference on Stochastic Processes and Their Applications, Senri Life Science Center Building, Osaka (2010.9.10)

presenter(s)	Nakahiro Yoshida
title	Inference for Discretely Observed Diffusion Processes (invited)
meeting	1st R/Rmetrics Summer School and 4th User/Developer Meeting on Computational Finance and Financial Engineering, Meielisalp (2010.6.29)

presenter(s)	Nakahiro Yoshida
title	Martingale expansion: mixed normal limit and applications (invited)
meeting	International conference" DYNSTOCH meeting", Université d’Angers, Angers (2010.6.17)

presenter(s)	Nakahiro Yoshida
title	Martingale expansion of mixture type and its applications
meeting	Workshop on "Stochastic Analysis and Statistical Inference V", Graduate School of Mathematical Sciences, The University of Tokyo (2010.2.22)

presenter(s)	Nakahiro Yoshida
title	Asymptotic expansion for a martingale with a mixed normal limit distribution (invited)
meeting	DYNSTOCH Meeting 2009 Humboldt-Universität zu Berlin (2009.10.8)

presenter(s)	Nakahiro Yoshida, Masayuki Uchida
title	Estimation for the volatility of the stochastic differential equation
meeting	(2009.9.7)

presenter(s)	Nakahiro Yoshida, Masayuki Uchida
title	Estimation for misspecified ergodic diffusion processes
meeting	Mathematical Society of Japan, 2009 Annual Meeting, Graduate School of Mathematical Sciences, The University of Tokyo (2009.3.28)

presenter(s)	Nakahiro Yoshida
title	Quasi-likelihood analysis for stochastic processes
meeting	Mathematical Society of Japan, 2009 Annual Meeting, Graduate School of Mathematical Sciences, The University of Tokyo (2009.3.28)

presenter(s)	Nakahiro Yoshida, Takaki Hayashi
title	Nonsynchronous covariation and limit theorems
meeting	Mathematical Society of Japan, 2009 Annual Meeting, Graduate School of Mathematical Sciences, The University of Tokyo (2009.3.28)

presenter(s)	Nakahiro Yoshida
title	Asymptotic expansion for the asymptotically conditionally normal law(invited)
meeting	Asymptotical Statistics of Stochastic Processes VII, Université du Maine, Le Mans (2009.3.16)

presenter(s)	Nakahiro Yoshida
title	First and second order limit theorems in nonsynchronous covariance estimation
meeting	Stochastic analysis of the advanced statistical models (2008.11.4)

presenter(s)	Nakahiro Yoshida
title	Expansion of asymptotically conditionally normal Law (invited)
meeting	Workshop on "Finance and related mathematical and statistical issues", Kyoto Research Park, (2008.9.6)

presenter(s)	Nakahiro Yoshida
title	Nonsynchronous covariance estimation and limit theorems
meeting	Laboratoire d'Analyse et de Mathématiques Appliquées Université Paris-Est Marne-la-Vallée (2008.3.28)

presenter(s)	Nakahiro Yoshida
title	Nonsynchronous covariance estimation and limit theorems (invited)
meeting	(2007.12.2)

presenter(s)	Nakahiro Yoshida
title	Asymptotic expansion of a nonsynchronous covariance estimator
meeting	Workshop on "Stochastic Analysis and Statistical Inference" , Graduate School of Mathematical Sciences, The University of Tokyo (2007.11.30)

presenter(s)	Nakahiro Yoshida
title	Covariance estimation under nonsynchronous sampling (invited)
meeting	DMHF2007: COE Conference on the Development of Dynamic Mathematics with High Functionality, Fukuoka (2007.10.3)

Publications

Awards