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Annals of the Institute of Statistical Mathematics
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Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
Hayashi, Takaki
;
Yoshida, Nakahiro
- In:
Annals of the Institute of Statistical Mathematics
60
(
2008
)
2
,
pp. 367-406
Persistent link: https://www.econbiz.de/10005395632
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2
On the robust estimation in poisson processes with periodic intensities
Yoshida, Nakahiro
;
Hayashi, Toshiharu
- In:
Annals of the Institute of Statistical Mathematics
42
(
1990
)
3
,
pp. 489-507
Persistent link: https://www.econbiz.de/10005395839
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3
Third-order asymptotic expansion of M-estimators for diffusion processes
Sakamoto, Yuji
;
Yoshida, Nakahiro
- In:
Annals of the Institute of Statistical Mathematics
61
(
2009
)
3
,
pp. 629-661
Persistent link: https://www.econbiz.de/10005029247
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4
Asymptotic expansion formulas for functionals of ε-Markov processes with a mixing property
Sakamoto, Yuji
;
Yoshida, Nakahiro
- In:
Annals of the Institute of Statistical Mathematics
56
(
2004
)
3
,
pp. 545-597
Persistent link: https://www.econbiz.de/10005616442
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5
Asymptotic behavior of M-estimator and related random field for diffusion process
Yoshida, Nakahiro
- In:
Annals of the Institute of Statistical Mathematics
42
(
1990
)
2
,
pp. 221-251
Persistent link: https://www.econbiz.de/10005169160
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6
Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators
Lee, Sangyeol
;
Nishiyama, Yoichi
;
Yoshida, Nakahiro
- In:
Annals of the Institute of Statistical Mathematics
58
(
2006
)
2
,
pp. 211-222
Persistent link: https://www.econbiz.de/10005169241
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7
Robust M-estimators in diffusion processes
Yoshida, Nakahiro
- In:
Annals of the Institute of Statistical Mathematics
40
(
1988
)
4
,
pp. 799-820
Persistent link: https://www.econbiz.de/10005184633
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8
Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
Yoshida, Nakahiro
- In:
Annals of the Institute of Statistical Mathematics
63
(
2011
)
3
,
pp. 431-479
Persistent link: https://www.econbiz.de/10008925568
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9
A Monte Carlo Filtering Approach for Estimating the Term Structure of Interest Rates
Takahashi, Akihiko
;
Sato, Seisho
- In:
Annals of the Institute of Statistical Mathematics
53
(
2001
)
1
,
pp. 50-62
Persistent link: https://www.econbiz.de/10005395709
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