Ogihara, Teppei Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise. (English) Zbl 1415.62064 Bernoulli 24, No. 4B, 3318-3383 (2018). MSC: 62M05 60J60 62F12 62F15 62P20 PDFBibTeX XMLCite \textit{T. Ogihara}, Bernoulli 24, No. 4B, 3318--3383 (2018; Zbl 1415.62064) Full Text: DOI arXiv Euclid
Ogihara, Teppei Local asymptotic mixed normality property for nonsynchronously observed diffusion processes. (English) Zbl 1337.60194 Bernoulli 21, No. 4, 2024-2072 (2015). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 62F12 62M05 60H07 60H30 PDFBibTeX XMLCite \textit{T. Ogihara}, Bernoulli 21, No. 4, 2024--2072 (2015; Zbl 1337.60194) Full Text: DOI arXiv Euclid
Ogihara, Teppei; Yoshida, Nakahiro Quasi-likelihood analysis for nonsynchronously observed diffusion processes. (English) Zbl 1329.60283 Stochastic Processes Appl. 124, No. 9, 2954-3008 (2014). MSC: 60J60 60H10 62M05 60F10 PDFBibTeX XMLCite \textit{T. Ogihara} and \textit{N. Yoshida}, Stochastic Processes Appl. 124, No. 9, 2954--3008 (2014; Zbl 1329.60283) Full Text: DOI arXiv
Ogihara, T.; Yoshida, N. Quasi-likelihood analysis for the stochastic differential equation with jumps. (English) Zbl 1225.62114 Stat. Inference Stoch. Process. 14, No. 3, 189-229 (2011). MSC: 62M05 60J60 62F12 60H10 62F15 PDFBibTeX XMLCite \textit{T. Ogihara} and \textit{N. Yoshida}, Stat. Inference Stoch. Process. 14, No. 3, 189--229 (2011; Zbl 1225.62114) Full Text: DOI