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YOSHIDA Nakahiro

YOSHIDA Nakahiro
Professor
Department of Mathematics (UG), Graduate School of Mathematical Sciences
E-mail nakahiro@ms.u-tokyo.ac.jp
TEL
Room 253, Graduate School of Mathematical Sciences BLDG. 2F, Komaba Campus
Links

Research Field

Theoretical Statistics, Probabiity Theory

Research Subject

Statistics for stochastic processes, theoretical statistics, limit theorems, asymptotic expansion, quantitative finance, statistical learning theory, computational statistics

Current Research

The main theme of my research is statistics for stochastic processes. To develop it, I am studing limit theorems for stochastic processes, theory of asymptotic expansion, and asymptotic decision theory.

Keywords

limit theorem, asymptotic expansion, semimartingale, Malliavin calculus, asymptotic theory, quasi likelihood analysis, quantitative finance, statistical learning theory