# Talks

**April 2019 - March 2020**

- Nonlinear locally stable regression (June 14, 2019; Dynstoch 2019, TU Delft, Netherlands)
- Lectures: "Simulation of diffusion processes", "Lévy processes: basics and simulation", "Lévy driven SDE: basics and simulation", "Quasi-likelihood estimation of Lévy driven SDE" (June 26 and 27, 2019; 1st YUIMA summer school, Brixen-Bressanone, Italy)
- On Lévy driven models in YUIMA (June 27, 2019; The 3rd YUIMA conference, Brixen-Bressanone, Italy)

**April 2018 - March 2019**

- On stable regression (June 7, 2018; Dynstoch meeting 2018, Porto)
- Optimal stable regression (June 29, 2018; The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting (APRM), 2018, Singapore)
- Ornstein-Uhlenbeck regression (September 13, 2018; Japanese Joint Statistical Meeting 2018, Chuo university)
- Generating Lévy process in YUIMA package (December 2, 2018; YUIMA tutorial 2018, University of Tokyo)
- Locally stable regression with unknown activity index (December 15, 2018; CMStatistics 2018, Pisa, Italy)
- Non-constant scale effect in stable quasi-likelihood inference (January 31, 2019; ASC2019, Asymptotic Statistics and Computations, University of Tokyo)
- Model selection for LAQ models (March 15, 2019; Seminar in Applied Mathematics and Statistics, University of Copenhagen, Denmark)
- On some use of yuima.Law class (March 25, 2019; The second YUIMA conference, SAPIENZA University of Rome, Italy)

**April 2017 - March 2018**

- Lévy SDE inference in Yuima package (April 6, 2017; Dynstoch meeting 2017, Siegen)
- Stable quasi-likelihood regression (June 15, 2017; EcoSta 2017, Hong Kong University of Sciences and Technology, China)
- Local limit theorem in non-Gaussian quasi-likelihood inference (July 19, 2017; Workshop: Asymptotic Statistics of Stochastic Processes and Applications XI, St Petersburg, Russia)
- Modeling time scale for stochastic process (September 6, 2017; Japanese Joint Statistical Meeting 2017, Nanzan University, Nagoya)
- Efficient estimation of stable Lévy process from high-frequency data (December 1, 2017; Workshop: Infinitely divisible processes and related topics", ISM, Tokyo)
- Modeling time scale in high-frequency data (December 16, 2017; CMStatistics 2017, London)
- Efficient estimation of stable Lévy process (February 5, 2018; ASC2018, Asymptotic Statistics and Computations, University of Tokyo)
- Sampling stepsize in practice: fine tuning and/or estimation (March 28, 2018; Workshop Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project, University of Milan)

**April 2016 - March 2017**

- On Schwarz type model comparison (June 9, 2016; Dynstoch meeting 2016, University Rennes 2, France)
- On Asymptotics of multivariate non-Gaussian quasi-likelihood (June 28, 2016; The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting, The Chinese University of Hong Kong, China)
- On Asymptotics of multivariate non-Gaussian quasi-likelihood (July 13, 2016; World Congress in Probability and Statistics, The Fields Institute, Toronto)
- SDE and statistical model assessment (August 10, 2016; RIMS workshop, RIMS, Kyoto)
- On regularized estimation of ergodic diffusion process (September 8, 2016; Advances in Statistics of Random Processes, Workshop in honor of Yury Kutoyants' 70th birthday, Le Mans)
- Locally stable regression without ergodicity and finite moments (October 28, 2016; Hokkaido International Symposium "Recent Developments of Statistical Theory in Statistical Science", Hokkaido University)
- Stepwise estimation and assessment of Lévy driven SDE (December 10, 2016; CMStatistics 2016, Seville, Spain)
- Remarks on Gaussian quasi-likelihood inference for Lévy driven SDE (January 31, 2017; ASC2017, Asymptotic Statistics and Computations, University of Tokyo)

**April 2015 - March 2016**

- Explicit bias correction in functional estimation of Lévy driven ergodic SDE (May 27, 2015; Dynstoch meeting 2015, University of Lund, Sweden)
- Approximate Bayesian model comparison of LAQ models (July 30, 2015; 60th World Statistical Congress -- ISI2015, Riocentro, Rio de Janeiro)
- Quasi likelihood and Schwarz-type model assessment (September 7, 2015; Japanese Joint Statistical Meeting 2015, Okayama)
- Locally Cauchy SDE model with high-frequency data (September 27, 2015; Workshop "Large-scale statistical modeling and computational statistics II", University of Tokyo)
- On approximate self-normalized residuals in heteroskedastic model (December 8, 2015; Symposium "Modeling and control of financial risk", Gakujutsu Sougou Center Building, Tokyo)
- Computational aspects of estimating Lévy driven models (December 19, 2015; the 9th IASC-ARS conference, Stephen Riady Centre in University Town of National University of Singapore)
- Stepwise estimation of ergodic Lévy driven SDE (Fubruary 15, 2016; ASC2016, Asymptotic Statistics and Computations, University of Tokyo)
- Lévy driven regression model (March 5, 2016; Japan Statistical Society, spring-time meeting, Tohoku University)
- Lévy in quasi-likelihood estimation of SDE (March 23, 2016; Statistics for Stochastic Processes and Analysis of High Frequency Data V, University Pierre and Marie Curie (Paris 6), Room Paul Lévy)

**April 2014 - March 2015**

- On sampling problem for pure-jump SDE (July 2, 2014; 3rd APRM, Taipei)
- Jump process and non-Gaussian quasi-likelihood (September 15, 2014; Japanese Joint Statistical Meeting 2014, Tokyo)
- On quasi-BIC for general LAQ model (December 8, 2014; ERCIM 2014, Pisa)
- Quasi-Bayesian model comparison for LAQ model (February 6, 2015; Workshop "Large-scale statistical modeling and computational statistics", University of Tokyo)
- On variants of stable quasi-likelihood for Lévy driven SDE (March 19, 2015; Workshop: Statistique Asymptotique des Processus Stochastiques X, University of Maine, Le Mans)

**April 2013 - March 2014**

- On optimal estimation of stable Ornstein-Uhlenbeck processes (April 19, 2013; Dynstoch meeting 2013, University of Copenhagen)
- Locally stable distribution approximation of high-frequency data (June 18, 2013; Seminar on Probability and Statistics, Osaka University)
- Estimation of stable-like stochastic differential equations (July 20, 2013; 29th European Meeting of Statisticians, Eotvos Lorand University, Budapest)
- On statistical inference for Lévy-driven models (August 26, 2013; ISI 2013 Hong Kong)
- Estimation of jump SDE via local stable approximation (September 9, 2013; Japanese Joint Statistical Meeting 2013, Osaka University)
- Multi-step estimation procedure for stable Ornstein-Uhlenbeck processes (October 27, 2013; Stochastic processes and their statistics in Finance, Okinawa)
- Stable quasi-likelihood: Methodology and computational aspects (December 15, 2013; ERCIM 2013, London)
- LAD-based estimation of locally stable Ornstein-Uhlenbeck processes (March 4, 2014; Waseda International Symposium on "Stable Process, Semimartingale, Finance & Pension Mathematics", Waseda University)
- Remark on the large deviation inequality in mixed-rates asymptotics (March 12, 2014; ASC2014 Asymptotic Statistics and Computations 2014, Graduate School of Mathematical Sciences, University of Tokyo)

**April 2012 - March 2013**

- On self-normalized residuals of stochastic processes (May 24, 2012; Japanese Society of Applied Statistics, Institute of Statistical Mathematics)
- Local-stable contrast function (June 9, 2012; Dynstoch meeting 2012, Institut Henri Poincare, France)
- Non-Gaussian quasi likelihood in estimating jump SDE (July 3, 2012; 2nd APRM, Epochal Tsukuba)
- Non-Gaussian quasi-likelihoods for estimating jump SDE (July 13, 2012; 8th World Congress in Probability and Statistics, Istanbul)
- On residual sequence for stochastic processes (August 4, 2012; Summer seminar 2012, Atami)
- On asymptotic behavior of self-normalized residual sequence (September 10, 2012; Japanese Joint Statistical Meeting 2012, Hokkaido University)
- On self-normalized residual sequence of SDE (September 20, 2012; Mathematical Society of Japan, Autumn Meeting 2012, Kyushu University)
- Statistical modeling and Bayes estimation: a tutorial (December 19, 2012; Collaborative-research workshop, Tokyo, 2012, Tokyo)
- On simulation of Lévy processes and stochastic differential equation models (December 20, 2012; Workshop SART2012: Statistical Analysis and Related Topics: Theory, Methodology and Data Analysis, University of Tokyo)
- Stochastic process models and mathematical statistics (February 21, 2013; IMI tutorial, Kyushu University)
- Toward numerical computation of conditional expectations involving Lévy integrals (March 27, 2013; Workshop ASC2013 Asymptotic Statistics and Computations, University of Tokyo)
- On estimating stable Ornstein-Uhlenbeck processes (March 28, 2013; Workshop ASC2013 Asymptotic Statistics and Computations, University of Tokyo)
- Quasi-maximum likelihood estimation of jump processes (January 21-25, 2013; Intensive course, Graduate School of Mathematical Sciences, University of Tokyo)

**April 2011 - March 2012**

- QMLE in SDE estimation (May 13, 2011; Seminar on Statistical Sciences, Kyushu University)
- On self-normalized residuals of SDE (June 16, 2011; Dynstoch meeting 2011, University of Heidelberg, Germany)
- On quasi-likelihood analyses for stochastic differential equations with jumps (August 26, 2011; ISI 2011 Dublin, Ireland)
- Gaussian quasi likelihood analysis for Lévy driven SDE and YUIMA package (September 5, 2011; Joint Statistical Meeting, Kyushu University)
- Very simple estimation of a non-Gaussian process model (October 28, 2011; Forum "Math-for-Industry" 2011, East-West Center, University of Hawaii)
- Statistical inference for jump processes (November 11, 2011; workshop "Infinitely divisible processes and related topics", The Institute of Statistical Mathematics)
- Statistical inference for non-Gaussian processes (November 30, 2011; Academic-industrial alliance workshop, Shiodome City Center)
- Asymptotic mixed normality in estimation of jump SDE (December 16, 2011; workshop "Statistical Analysis and Related Topics: Theory, Methodology and Data Analysis", Graduate School of Mathematical Sciences, University of Tokyo)
- Asymptotic mixed normality in estimation of jump SDE (March 13, 2012; workshop "Statistics for Stochastic Processes: Inference, Limit Theorems, Finance and Data Analysis", Institut Louis Bachelier, Paris)

**April 2010 - March 2011**

- On parametric estimation of discretely observed SDE (June 17, 2010; Dynstoch meeting 2010, Universite d'Angers, France)
- Mighty convergence in LAD type estimation (July 15, 2010; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)
- Approximate LAD type estimation of discretely observed processes (August 22, 2010; EMS 2010: 28th European Meeting of Statisticians, University of Piraeus, Greece)
- On estimating SDE with jumps (September 7, 2010; SPA OSAKA 2010, Senri Life Science Center Building)
- An overview of recent progress in estimating SDE with jumps (November 19, 2010; workshop "Frontiers in mathematical science through collaborations with other disciplines", RIMS, Kyoto)
- Mighty convergence in Gaussian quasi-likelihood estimation of discretely observed SDE with jumps (December 4, 2010; workshop "Kinyu kogaku, Suri, Keiryo finance no shomondai", Osaka Cent. Public Hall)
- Non-Gaussian quasi-likelihood estimation of jump processes (December 15, 2010; CREST and Sakigake International Symposium Asymptotic Statistics, Risk and Computation in Finance and Insurance 2010, Tokyo Institute of Technology University)
- LAD estimation of Lévy-OU processes with possibly small activity index (February 22, 2011; workshop "Statistics for Stochastic Processes: Inference, Asymptotic Methods, Finance and Data Analysis", Graduate School of Mathematical Sciences, University of Tokyo)
- LAD type estimation of OU processes with activity index less than 2 (March 18, 2011; workshop "Statistical inference and numerical analysis for stochastic processes and financial econometrics", Florence, Italy)
- Cauchy quasi-likelihood in SDE estimation (March 21, 2011; Asymptotical Statistics of Stochastic Processes VIII, University of Maine, Le Mans, France)

**April 2009 - March 2010**

- On explicit estimation of Lévy-driven SDEs (July 3, 2009; Seminars in Statistics and Mathematics, University of Milan, Italy)
- Explicit estimators of a skewed stable model based on high-frequency data (August 4, 2009; KIER-TMU International Workshop on Financial Engineering 2009, Otemachi SANKEI Plaza)
- Self-weighted LAD estimation of Lévy-driven OU processes (October 10, 2009; Dynstoch meeting 2009, Humboldt University of Berlin, Germany)
- On calibrating a skewed-stable model with finite mean (December 5, 2009; workshop "Kinyu kogaku, Suri, Keiryo finance no shomondai", Osaka University Nakanoshima Center)
- Mighty convergence in a LAD type estimation (December 13, 2009; workshop "Theory and applications of statistical inference, stochastic calculus, and related topics", College Plaza, Akita)
- On parametric estimation of a Markovian SDE (February 18, 2010; seminar at Department of Mathematical Stochastics, University of Freiburg)
- On estimation of discretely observed Lévy-driven SDEs (February 22, 2010; workshop "Stochastic Analysis and Statistical Inference V", University of Tokyo)
- On likelihood function for discretely observed tempered stable OU processes (March 26, 2010; Mathematical Society of Japan, Keio University)

**April 2008 - March 2009**

- Covariation estimation using realized multipower variations: synchronous sampling case (May 9, 2008; The Applied Statistics Workshop, Graduate School of Economics, University of Tokyo)
- On estimating predictable covariation of stochastic processes, (May 30, 2008; Seminar on Statistical Sciences, Kyushu University)
- On estimation of the second characteristic (June 26, 2008; Dynstoch meeting 2008, University of Padova, Italy)
- An introduction to discrete-time martingales (September 18, 2008; Open Lectures, The Institute of Statistical Mathematics)
- A normality test for the driving noise of a SDE (November 4, 2008; workshop "Stochastic Analysis of the Advanced Statistical Models", Hiroshima University)
- A normality test for the driving noise of a SDE (November 27, 2008; workshop "Stochastic Analysis and Statistical Inference III", University of Tokyo)
- Simple test for the variation of a discretely observed process: long-term asymptotics (December 7, 2008; workshop "Kinyu kogaku, Suri, Keiryo finance no shomondai", Osaka University Nakanoshima Center)
- On estimation of the second characteristic (January 22, 2009; workshop "Mathematical finance and related topics 2009", Nishijin plaza)
- Some recent developments of estimating volatility in the presence of jumps (February 14, 2009; workshop "Recent developments in Finance and Econometrics", Ryukyu University)
- Quasi-likelihood estimation of a Lévy-driven SDE and its application (March 16, 2009; Asymptotical Statistics of Stochastic Processes VII, University of Maine, Le Mans, France)
- On simulating increments of Lévy processes (March 27, 2009; Mathematical Society of Japan, University of Tokyo, Komaba)

**April 2007 - March 2008**

- Easy full-joint estimators of stable processes (July 18, 2007; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)
- On asymptotic expansion for a perturbed Lévy driven SDE: computational aspects (August 8, 2007; workshop on asymptotic theory for probabilistic complex systems and their applications, Division of Mathematical Science Graduate School of Engineering Science, Osaka University)
- A joint estimator of stable Lévy processes, avoiding the singular problem (September 8, 2007; Japan Statistical Society, Kobe University)
- Some results on estimating Lévy processes (October 18, 2007; Mathematical Finance Seminar, Nagoya City University)
- On independent estimation of the diffusion component (November 27, 2007; workshop "Technique and Theory of Statistical Modelling", Hitotsubashi University, Kunitachi)
- On computing an asymptotic expansion for Wiener-Poisson functionals (November 29, 2007; workshop "Stochastic Analysis and Statistical Inference", University of Tokyo)
- On the use of long-term multipower variations in estimation problem (December 2, 2007; workshop "Kinyu kogaku, Suri, Keiryo finance no shomondai" at Osaka University Nakanoshima Center)
- On the use of long-term multipower variations in estimation problem (December 6, 2007; workshop "Toukeiteki Suisoku Riron no Shomondai ni tsuite" at Hokkaido University)
- An application of the realized multipower variation: on Lee and Mykland's idea for detection of jumps (February 13, 2008; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)

**April 2006 - March 2007**

- On estimating stable processes from discrete observations (June 8, 2006; workshop "Statistical Methods for Dynamical Stochastic Models", University of Mainz, Germany)
- Degenerate LAN property and uniform asymptotic normality of MLE associated with high-frequency-data-based stable Lévy processes (June 16, 2006; Seminar on Statistical Sciences, Kyushu University)
- Optimal Inference for Discretely Observed Inverse-Gaussian and Gamma Subordinators (August 8, 2006; Asymptotic Theory for Stochastic Models and its Applications, Hiroshima University)
- On bounded-domain asymptotics for some specific Lévy processes, (August 11, 2006; Hiroshima University, department of economics)
- On estimating a Markov process with jumps: two case studies (September 6, 2006; Japan Statistical Society, Tohoku University)
- Feasible joint estimators of index and scale of a discretely observed stable Lévy process (September 27, 2006; General Seminar of the Department of Probability Theory, Moscow State University)
- Simple joint estimator of a stable Lévy process: Rich information of discretely observed data (December 7, 2006; Seminar at Department of Statistics, Seoul National University, Korea)
- Exponential ergodicity and boundedness of moments for diffusions with jumps (February 15, 2007; workshop "Stochastic analysis and statistics", The Institute of Statistical Mathematics)
- A simple estimator of a discretely observed stable process, (March 23, 2007; Asymptotical Statistics of Stochastic Processes VI, University of Maine, Le Mans, France)

**April 2005 - March 2006**

- Ergodic, beta-mixing, and exponential beta-mixing properties for diffusions with jumps (June 3, 2005; Kyushu probability seminar, Kyushu University)
- On estimating non-Gaussian OU processes from sampled data (September 14, 2005; Japan Statistical Society, Hiroshima Prince Hotel)
- Some asymptotic results concerning an autoregressive process with jumps (September 21, 2005; Mathematical Society of Japan, Okayama University)
- Easy-to-verify conditions for exponential beta-mixing property of diffusions with jumps (October 25, 2005; Seminaire du Laboratoire de Mathematiques, Universite de La Rochelle, France)
- Stability results concerning multidimensional diffusions with jumps (October 27, 2005; Groupe de travail "Probabilites Numeriques, Statistique des Processus et Finance", Universite Pierre & Marie Curie (Paris VI))
- On asymptotic behavior of the exact likelihood of a sampled stable-driven process (December 3, 2005; international workshop "Latent structural modelling and analysis for spatio-temporal data", Kyodai kaikan, Kyoto)
- Sampling-based estimation for OU processes with stable Lévy driver (December 8, 2005; workshop "Asymptotic methods for statistics", University of Tokyo, Komaba)
- Remarks on estimating sampled processes via R, Developing a software: what to be done in practice (December 15, 2005; COE workshop "Theory and Practice of Statistical Inference for Stochastic Differential Equations I", University of Tokyo, Komaba)
- Heavy-tail effects on estimating a sampled linear stable Markov process: Asymptotic high-frequency framework (January 19, 2006; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)
- On the observed information matrix of a sampled stable OU process (February 20, 2006; Japan Society for the Promotion of Science and COE workshop "Theory and Practice of Statistical Inference for Stochastic Differential Equations II", University of Tokyo, Komaba)

**April 2004 - March 2005**

- On the non-Gaussian OU-based stochastic volatility model (May 21, 2004; Seminar on Statistical Sciences, Kyushu University)
- On mixing bounds for Markovian stochastic differential equations with jumps (June 3, 2004; Dynstoch Statistical Methods for Dynamical Stochastic Models 5th workshop, University of Copenhagen, Denmark)
- On approximation of conditional expectations in a randomly peturbed linear filtering model (August 5, 2004; Summer seminar in statistics, Shirahama)
- On trend estimation for discretely observed SDE (September 5, 2004; Japan Statistical Society, Fuji University, Hanamaki)
- Mixing bound for Lévy-driven SDE (September 20, 2004; Mathematical Society of Japan, Hokkaido University, Sapporo)
- Some theoretical aspects of realized volatility in continuous-time framework (November 12, 2004; Seminar on Financial Engineering, Hiroshima University, Hiroshima)
- Simple trajectory-fitting drift estimation for discretely observed SDE in both ergodic and non-ergodic cases (November 16, 2004; Symposium "Statistical asymptotic theory", Graduate School of Mathematical Sciences, University of Tokyo, Komaba)
- Estimating Markovian trend of discretely observed stochastic differential equations based on trajectory-fitting (November 25, 2004; The Statistical Research Center for Complex Systems 2004 Probability Workshop, Seoul National University, Korea)
- Notes on statistical inference for discretely observed OU processes driven by a fractional Wiener process (December 1, 2004; Symposium on Theory and Applications in Statistical Sciences, Kyushu University)
- Second order double Edgeworth expansion in a filtering model based on discrete data (January 7, 2005; Asymptotical Statistics of Stochastic Processes V, University of Maine, Le Mans, France)
- Estimating functions for ergodic OU processes with jumps from discrete data (January 19, 2005; Seminar on Probability and Statistics, Graduate School of Mathematical Sciences, University of Tokyo)