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Contrast-based information criterion for ergodic diffusion processes from discrete observations
Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics : AISM 62 (2009) 1, pp. 161-188
Persistent link: https://www.econbiz.de/10008345451
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Distribution - On generating functions of waiting time problems for sequence patterns of discrete random variables
Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics : AISM 50 (1998) 4, pp. 655-672
Persistent link: https://www.econbiz.de/10007346074
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Distribution - On number of occurrences of success runs of specified length in a higher-order two-state Markov chain
Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics : AISM 50 (1998) 3, pp. 587
Persistent link: https://www.econbiz.de/10007346580
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Sooner and later waiting time problems in a two-state Markov chain
Uchida, Masayuki; Aki, Sigeo - In: Annals of the Institute of Statistical Mathematics : AISM 47 (1995) 3, pp. 415-434
Persistent link: https://www.econbiz.de/10007336437
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Asymptotic expansion formulas for functionals of e-Markov processes with a mixing property
Sakamoto, Yuji; Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 4, pp. 545-598
Persistent link: https://www.econbiz.de/10006550144
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Asymptotic theory - Asymptotic expansion formulas for functionals of E-Markov processes with a mixing property
Sakamoto, Yuji; Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 3, pp. 545
Persistent link: https://www.econbiz.de/10006550195
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Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations
Iacus, Stefano M.; Yoshida, Nakahiro - In: Economic notes : economic review of Banca Monte dei … 39 (2010) 1, pp. 107-128
Persistent link: https://www.econbiz.de/10008716630
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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 : AISM 60 (2008) 2, pp. 367-406
Persistent link: https://www.econbiz.de/10008053165
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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 : AISM 58 (2006) 2, pp. 211-222
Persistent link: https://www.econbiz.de/10007264254
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Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
Yoshida, Nakahiro - In: Annals of the Institute of Statistical Mathematics : AISM 63 (2011) 3, pp. 431-480
Persistent link: https://www.econbiz.de/10008928576