To appear

  • Inatsugu, H., Yoshida, N.:  Global jump filters and quasi likelihood analysis for volatility. arXiv:1806.10706 (2018) To appear in Annals of the Institute of Statistical Mathematics.
  • Nakakita, S. H., Kaino, Y. and Uchida, M. Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise. To appear in Annals of the Institute of Statistical Mathematics.
  • Kaino, Y., Nakakita, S. H. and Uchida, M. Hybrid estimation for ergodic diffusion processes based on noisy discrete observations. arXiv:1812.07497. To appear in Statistical Inference for Stochastic Processes.
  • Uehara, Y: Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models. arXiv:1702.00908. To appear in Stochastic Process and their Applications
  • Podolskij, M., Veliyev, B., Yoshida, N.: Edgeworth expansion for Euler approximation of continuous diffusion processes. arXiv:1811.07832v1  (2018), Annals of Applied Probability


  • Gloter, A., Yoshida, N.: Adaptive and non-adaptive estimation for degenerate diffusion processes. arXiv:2002.10164 (2020)
  • Delattre, S., Gloter, A.,  Yoshida, N.: Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations. arXiv:2001.10423 (2020)
  • Muni Toke, I., Yoshida, N.: Marked point processes and intensity ratios for limit order book modeling. arXiv:2001.08442 (2020)
  • Kinoshita, Y., Yoshida, N.: Penalized quasi likelihood estimation for variable selection.
    arXiv:1910.12871 (2019)
  • Nakakita, S. H. and Uchida, M. (2019). Parametric estimation for convolutionally observed diffusion processes. arXiv:1906.10056
  • Bierkens, J., Kamatani, K. and Roberts G. O.: High-dimensional scaling limits of piecewise deterministic sampling algorithms. arXiv:1807.11358
  • Ogihara, T, Yoshida, N.: Quasi likelihood analysis of point processes for ultra high frequency data. arXiv:1512.01619 (2015)
  • Shimizu, Yusuke: Update estimation of diffusion parameter observed at high frequency. arXiv:1506.08521v1