| The yuima project: A computational framework for simulation and inference of stochastic differential equations A Brouste, M Fukasawa, H Hino, S Iacus, K Kamatani, Y Koike, H Masuda, ... Journal of statistical software 57, 1-51, 2014 | 105 | 2014 |
| Quasi-likelihood analysis for the stochastic differential equation with jumps T Ogihara, N Yoshida Statistical inference for stochastic processes 14, 189-229, 2011 | 81 | 2011 |
| Quasi-likelihood analysis for nonsynchronously observed diffusion processes T Ogihara, N Yoshida Stochastic Processes and their Applications 124 (9), 2954-3008, 2014 | 30 | 2014 |
| Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise T Ogihara | 25* | 2018 |
| Local asymptotic mixed normality property for nonsynchronously observed diffusion processes T Ogihara | 16 | 2015 |
| Quasi-likelihood analysis for stochastic regression models with nonsynchronous observations T Ogihara, N Yoshida arXiv preprint arXiv:1212.4911, 2012 | 11 | 2012 |
| Quasi likelihood analysis of point processes for ultra high frequency data T Ogihara, N Yoshida arXiv preprint arXiv:1512.01619, 2015 | 9 | 2015 |
| Quasi likelihood analysis for point process regression models T Ogihara, N Yoshida preprint, 2015 | 8 | 2015 |
| Statistical inference for stochastic processes: overview and prospects A Brouste, M Fukasawa, H Hino, S Iacus, K Kamatani, Y Koike, H Masuda, ... J Stat Softw 57 (4), 1-51, 2014 | 5 | 2014 |
| Misspecified diffusion models with high-frequency observations and an application to neural networks T Ogihara Stochastic Processes and their Applications 142, 245-292, 2021 | 3 | 2021 |
| Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation T Ogihara, Y Uehara Bernoulli 29 (3), 2342-2366, 2023 | 1 | 2023 |
| Local asymptotic mixed Normality via transition density approximation and an application to ergodic jump-diffusion processes T Ogihara, Y Uehara arXiv preprint arXiv:2105.00284, 2021 | 1 | 2021 |
| Malliavin calculus techniques for local asymptotic mixed normality and their application to degenerate diffusions M Fukasawa, T Ogihara arXiv preprint arXiv:2005.14599, 2020 | 1 | 2020 |
| On the asymptotic properties of Bayes-type estimators with general loss functions T Ogihara Journal of Statistical Planning and Inference 199, 136-150, 2019 | 1 | 2019 |
| The euler method for continuous-time nonlinear filtering and stable convergence of conditional law T Ogihara, H Tanaka arXiv preprint arXiv:1511.06520, 2015 | 1 | 2015 |
| Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions M Fukasawa, T Ogihara Bernoulli 30 (2), 983-1006, 2024 | | 2024 |
| Efficient drift parameter estimation for ergodic solutions of backward SDEs T Ogihara, M Stadje Scandinavian Journal of Statistics, 2024 | | 2024 |
| Asymptotically efficient estimation for diffusion processes with nonsynchronous observations T Ogihara Japanese Journal of Statistics and Data Science 6 (1), 505-550, 2023 | | 2023 |
| Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering T Ogihara, H Tanaka Japan Journal of Industrial and Applied Mathematics 37, 383-413, 2020 | | 2020 |
| Modeling Intraday Stock Price Dynamics Using Diffusion Processes and Estimating Volatility and Covariation T Ogihara Proceedings of the Institute of Statistical Mathematics 65 (1), 113-139, 2017 | | 2017 |
