| On covariance estimation of non-synchronously observed diffusion processes T Hayashi, N Yoshida Bernoulli 11 (2), 359-379, 2005 | 585 | 2005 |
| Estimation for diffusion processes from discrete observation N Yoshida Journal of Multivariate Analysis 41 (2), 220-242, 1992 | 391 | 1992 |
| Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe N Yoshida Probability Theory and Related Fields 92 (3), 275-311, 1992 | 181 | 1992 |
| Estimation of parameters for diffusion processes with jumps from discrete observations Y Shimizu, N Yoshida Statistical Inference for Stochastic Processes 9, 227-277, 2006 | 176 | 2006 |
| Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations N Yoshida Annals of the Institute of Statistical Mathematics 63 (3), 431-479, 2011 | 144 | 2011 |
| Asymptotic expansion for statistics related to small diffusions N Yoshida Journal of the Japan Statistical Society 22 (2), p139-159, 1992 | 142 | 1992 |
| Adaptive estimation of an ergodic diffusion process based on sampled data M Uchida, N Yoshida Stochastic Processes and their Applications 122 (8), 2885-2924, 2012 | 121 | 2012 |
| The yuima project: A computational framework for simulation and inference of stochastic differential equations A Brouste, M Fukasawa, H Hino, S Iacus, K Kamatani, Y Koike, H Masuda, ... Journal of statistical software 57, 1-51, 2014 | 111 | 2014 |
| Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes T Hayashi, N Yoshida Annals of the Institute of Statistical Mathematics 60, 367-406, 2008 | 88 | 2008 |
| Simulation and inference for stochastic processes with YUIMA SM Iacus, N Yoshida A comprehensive R framework for SDEs and other stochastic processes. Use R, 2018 | 84 | 2018 |
| Quasi-likelihood analysis for the stochastic differential equation with jumps T Ogihara, N Yoshida Statistical inference for stochastic processes 14, 189-229, 2011 | 82 | 2011 |
| An asymptotic expansion scheme for optimal investment problems A Takahashi, N Yoshida Statistical Inference for Stochastic Processes 7 (2), 153-188, 2004 | 82 | 2004 |
| Estimation of the lead-lag parameter from non-synchronous data M Hoffmann, M Rosenbaum, N Yoshida | 79 | 2013 |
| Malliavin calculus and asymptotic expansion for martingales N Yoshida Probability Theory and Related Fields 109, 301-342, 1997 | 78 | 1997 |
| Irregular sampling and central limit theorems for power variations: The continuous case T Hayashi, J Jacod, N Yoshida Annales de l'IHP Probabilités et statistiques 47 (4), 1197-1218, 2011 | 69 | 2011 |
| Malliavin calculus, geometric mixing, and expansion of diffusion functionals S Kusuoka, N Yoshida Probability Theory and Related Fields 116 (4), 457-484, 2000 | 68 | 2000 |
| Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe M Uchida, N Yoshida Statistical Inference for Stochastic Processes 7, 35-67, 2004 | 66 | 2004 |
| Nonsynchronous covariation process and limit theorems T Hayashi, N Yoshida Stochastic processes and their applications 121 (10), 2416-2454, 2011 | 65 | 2011 |
| Information criteria in model selection for mixing processes M Uchida, N Yoshida Statistical Inference for Stochastic Processes 4, 73-98, 2001 | 65 | 2001 |
| Asymptotic expansion for small diffusions applied to option pricing M Uchida, N Yoshida Statistical inference for stochastic processes 7, 189-223, 2004 | 63 | 2004 |
Masayuki UchidaOsaka UniversityVerified email at osaka-u.ac.jp
