Nakahiro Yoshida (University of Tokyo)

Statistical inference for volatility and related limit theorems

------------------------------------------------------

Statistical inference for volatility is compounded from asymptotic statistics 
and limit theorems.
The following topics are to be discussed.

1. Quasi-likelihood analysis for estimation of the volatility parameter and 
nondegeneracy of the associated statistical random field


2. Limit theorems in semiparametric estimation of the volatility:
irregular sampling, nonsynchronous sampling, and asymptotic expansion

------------------------------------------------------