Page 110 - Contributed Paper Session (CPS) - Volume 2

CPS1443 Shogo H.N. et al.
11. Nakakita, S.H., & Uchida, M. (2018a). Quasi-likelihood analysis of an
ergodic diffusion plus noise. arXiv:1806.09401 [math.ST]. Submitted.
12. Nakakita, S.H., & Uchida, M. (2018b). Inference for ergodic diffusions
plus noise. To appear in Scandinavian Journal of Statistics.
13. Ogihara, T. (2018). Parametric inference for nonsynchronously observed
diffusion processes in the presence of market microstructure noise.
Bernoulli, 24(4B): 3318–3383.
14. Podolskij, M. and Vetter, M. (2009). Estimation of volatility functionals in
the simultaneous presence of microstructure noise and jumps. Bernoulli,
15(3):634–658.
15. Uchida, M., & Yoshida, N. (2012). Adaptive estimation of an ergodic
diffusion process based on sampled data. Stochastic Processes and their
Applications, 122(8):2885–2924.
16. Uchida, M. and Yoshida, N. (2014). Adaptive Bayes type estimators of
ergodic diffusion processes from discrete observations. Statistical
Inference for Stochastic Processes, 17(2):181–219.
17. Yoshida, N. (1992). Estimation for diffusion processes from discrete
observation. Journal of Multivariate Analysis, 41(2):220–242.
18. Yoshida, N. (2011). Polynomial type large deviation inequalities and
quasi-likelihood analysis for stochastic differential equations. Annals of
the Institute of Statistical Mathematics, 63:431–479.

99 | I S I W S C 2 0 1 9