YOSHIDA Nakahiro


吉田 朋広 （よしだ なかひろ）
YOSHIDA Nakahiro

YOSHIDA Nakahiro
Title Professor
Affiliation Department of Mathematics (UG), Graduate School of Mathematical Sciences
E-mail
Room 253, Graduate School of Mathematical Sciences BLDG. 2F, Komaba Campus


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

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