Talks [2014Oct-2015Mar]
Yoshida, N.: On construction of quasi likelihood analysis for ultra high frequency data. Statistics for Stochastic Processes and Analysis of High Frequency Data IV, Universite Paris 6, March 23, 2015 (joint work with T. Ogihara)
Hayashi, T.: Empirical analysis on the high-frequency lead/lag relationships of trading activities among the Japanese stock trading venues. Statistics for Stochastic Processes and Analysis of High Frequency Data IV, University Pierre and Marie Curie (Paris 6) March 23, 2015
Koike, Y.: Detecting infinitesimal lead-lag effects from noisy high-frequency data. Statistics for Stochastic Processes and Analysis of High Frequency Data IV, Universite Paris 6, March 23, 2015
Hiroki Masuda (Kyushu University), On variants of stable quasi-likelihood for Lévy driven SDE, Asymptotical Statistics of Stochastic Processes X, Université du Maine, France, 2015.03.19.
Shimizu Y.: LSE-type estimation for stochastic processes with small Lévy noise. Statistique Asymptotique des Processus Stochastiques X, Université du Maine, March 19, 2015
Kamatani K.: Efficient strategy of MCMC in high-dimensional and its application to diffusion process. Statistique Asymptotique des Processus Stochastiques X, Université du Maine, March 18, 2015
Koike Y. Detecting infinitesimal lead-lag effects from noisy high-frequency data. Statistique Asymptotique des Processus Stochastiques X, Université du Maine, March 17, 2015
Yoshida, N.: Ultra high frequency data and statistical inference : back to the continuous-time paradigm. Statistique Asymptotique des Processus Stochastiques X, Université du Maine, March 17, 2015 (joint work with T. Ogihara)
吉田朋広: 超高頻度データと統計的漸近理論. 第9回日本統計学会春季集会,「企画セッション２：確率過程の統計モデリングと超高頻度ビッグデータ解析への応用」 (オーガナイザー：内田雅之) 明治大学中野キャンパス, 2015年3月8日
Kamatani, K.: Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution, IMS Seminar, National University of Singapore, Singapore, 2015.2.17
Nakahiro Yoshida: Estimation of point process regression models. 大規模統計モデリングと計算統計, Graduate School of Mathematical Sciences, University of Tokyo, February 7, 2015 (joint work with T. Ogihara)
日野英逸，越島健介，村田昇: 単回帰に基づく微分エントロピー推定量. 大規模統計モデリングと計算統計，2015/2，東京
Uchida, M.: Hybrid multi-step estimation for diffusion type processes, 大規模統計モデリングと計算統計, University of Tokyo, 2015.02.07
Kamatani, K.: Efficient construction of MCMC in high-dimension, 大規模統計モデリングと計算統計, University of Tokyo, 2015.02.07
Hiroki Masuda (Kyushu University), Quasi-Bayesian model comparison for LAQ model, 大規模統計モデリングと計算統計, University of Tokyo, 2015.02.06.
Yoshida, N.: Asymptotic expansion of functionals of high frequency data and their applications. 7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014) the University of Pisa, December 14, 2014
Masuda, H.: On quasi-BIC for general LAQ model, 7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014), the University of Pisa, Italy, 2014.12.8.
日野英逸，越島健介，村田昇: 確率質量関数の二次展開と単回帰に基づくエントロピー推定. 情報論的学習理論と機械学習研究会(IBISML), 2014/11, 愛知