Yasutaka Shimizu
Finance · 2006–2017
A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it; #1,845 of 10,518 by trust here, #5,938 by citations
- Mathematical Physics — 8 citations into it; #2,419 of 8,562 by trust here, #5,794 by citations
- Statistics and Probability — 6 citations into it; #3,864 of 12,932 by trust here, #9,233 by citations
Whom Yasutaka Shimizu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Masayuki Uchida
- Michael SØrensen
- Nakahiro Yoshida
- Yuhong Yang
- Suresh Sundaresan
- Hiroki Masuda
- Teppei Ogihara
- Naoto Kunitomo
Who trusts Yasutaka Shimizu overall
- Hongwei Long
- Hiroki Masuda
- Teppei Ogihara
- Nakahiro Yoshida
- Yaozhong Hu
- Tim Bollerslev
- Chunhua Ma
- V. Todorov
Papers from Yasutaka Shimizu's perspective
Ordered by how strongly the researchers Yasutaka Shimizu trusts endorse each paper. Same corpus, a different order for every researcher.
- Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
- Small-diffusion asymptotics for discretely sampled stochastic differential equations
- Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
- M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
- Martingale Limit Theory and Its Application
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
- Information Theory, Inference, and Learning Algorithms
- Quasi-likelihood analysis for the stochastic differential equation with jumps
- Analytical Valuation of American Options on Jump‐Diffusion Processes
Their papers
- Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations (2006) — 145 citations
- M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps (2006) — 50 citations
- Least squares estimators for stochastic differential equations driven by small Lévy noises (2017) — 48 citations