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Takaki Hayashi Professor Keio University. Graduate School of Business Administration. 4-1-1 Hiyoshi. Yokohama 223-8526, Japan. Tel : +81-45-564-2024. Fax: +81-45-562-3502
ISM Research Memorandum. No. 1067. Title: Nonsynchronous covariance estimator and limit theorem II. Author(s): Takaki Hayashi (Keio University); Nakahiro Yoshida (University of Tokyo)
Takaki HAYASHI: Abstract; Full text pdf (527KB) 67-81: Estimation of a Drift Parameter for a Small Diffusion Process Masayuki UCHIDA: Abstract; Full text pdf (315KB)
Takaki Hayashi. Masaaki Kijima. Naoki Makimoto. Katsumasa Nishide. Yuji Yamada. Toshio Kimura. Hidetaka Nakaoka. Naoto Oshiro. Makoto Yamazaki. Organizing committee
Nakahiro Yoshida, Takaki Hayashi: title: Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes: journal
Takaki Hayashi Professor Keio University. Graduate School of Business Administration. 4-1-1 Hiyoshi. Yokohama 223-8526, Japan. Tel : +81-45-564-2024. Fax: +81-45-562-3502
ISM Research Memorandum. No. 1067. Title: Nonsynchronous covariance estimator and limit theorem II. Author(s): Takaki Hayashi (Keio University); Nakahiro Yoshida (University of ...
Takaki HAYASHI: Abstract; Full text pdf (527KB) 67-81: Estimation of a Drift Parameter for a Small Diffusion Process Masayuki UCHIDA: Abstract; Full text pdf (315KB)
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Keio University (Educational Institution; Higher Education industry): Associate Professor, Graduate School of Business Administr...