Talks [2020Apr-2021Mar]
December
- K. Kamatani and A. Beskos, MCMC algorithms for posteriors on matrix spaces, CMStatistics 2020, Virtual Conference, 2020.12.19
- H. Masuda and A. Kulik, LAD estimation of locally stable SDE, CMStatistics 2020, Virtual Conference, 2020.12.19
- M. Uchida and Y. Kaino, Adaptive estimation of a parabolic SPDE with a small noise, CMStatistics 2020, Virtual Conference, 2020.12.20
- L. Mercuri, Transition density non-Gaussian CARMA models: Estimation and option pricing, CMStatistics 2020, Virtual Conference, 2020.12.20
- T. Ogihara and M. Fukasawa, Local asymptotic mixed normality for degenerate diffusion processes, CMStatistics 2020, Virtual Conference, 2020.12.20
- N. Yoshida and A. Gloter, Non-adaptive estimation for a degenerate diffusion process, CMStatistics 2020, Virtual Conference, 2020.12.20
- E. Guidotti and N. Yoshida, Asymptotic expansion formulas for diffusion processes based on the perturbation method, CMStatistics 2020, Virtual Conference, 2020.12.20
- K. Kamatani, 確定的な動きを利用したマルコフ連鎖モンテカルロ法の紹介, 大規模複雑データの理論と方法論の革新的展開, Virtual Conference, 2020.12.18
August
- S. Nakakita: Inference for an ergodic diffusion with smooth observations (YouTube), Bernoulli-IMS One World Symposium 2020, Online conference, 2020.8.27
- X. Song and K. Kamatani: Non-reversible guided Metropolis-Hastings kernel (YouTube), Bernoulli-IMS One World Symposium 2020, Online conference, 2020.8.2
September
- Y. Koike: Multi-scale analysis of lead-lag relationships in high-frequency financial markets, 11th CEQURA Conference 2020 on Advances in Financial and Insurance Risk Management, Online conference, 2020.9.25