Nakahiro Yoshida
- Statistical Inference for Ergodic Point Processes and Application to Limit Order Book
2015/12/07 by Simon Clinet, Nakahiro Yoshida, Clinet, Simon +1 · 5 citations
Mathematics · Biochemistry, Genetics and Molecular Biology · #Point processes and geometric inequalities #Diffusion and Search Dynamics #Stochastic processes and statistical mechanics
- Edgeworth expansion for functionals of continuous diffusion processes
2013/09/09 by Mark Podolskij, Nakahiro Yoshida, Podolskij, Mark +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · #60F05 #62H12 #62M09 #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Probability (math.PR) #Stochastic processes and financial applications
- Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions
2022/11/25 by J. Yoshida, Nakahiro Yoshida, Yoshida, Junichiro +1 · 1 citation
Computer Science · Mathematics · #62E20 #62F12 #Bayesian Methods and Mixture Models #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)