Masaaki Fukasawa, Teppei Ogihara. Malliavin Calculus Techniques for Local Asymptotic Mixed Normality and Their Application to Hypoelliptic Diffusions. Bernoulli. 2024. 30. 2. 983-1006
Teppei Ogihara, Mitja Stadje. Efficient drift parameter estimation for ergodic solutions of backward SDEs. Scandinavian Journal of Statistics, to appear. 2023
Teppei Ogihara, Yuma Uehara. Local Asymptotic Normality for Ergodic Jump-Diffusion Processes via Transition Density Approximation. Bernoulli. 2023. 29. 3. 2342-2366
Teppei Ogihara. Asymptotically efficient estimation for diffusion processes with nonsynchronous observations. Japanese Journal of Statistics and Data Science. 2023. 6. 505-550
Teppei Ogihara. Misspecified diffusion models with high-frequency observations and an application to neural networks. Stochastic processes and their applications. 2021. 142. 245-292
Local asymptotic normality for discretely observed jump-diffusion processes
(Stochastic Analysis and Statistics 2024 / University of Tokyo / Tokyo 2024)
Maximum-likelihood estimation for jump-diffusion processes with nonsynchronous observations
(CMStatistics 2023 / HTW Berlin / Berlin 2023)
Local asymptotic normality for discretely observed jump-diffusion processes
(ANR EFFI Japan-France seminar / Le Mans Université / France 2023)
Asymptotically efficient parameter estimation for jump-diffusion processes
(JAFEE-ISM International Symposium on Quantative Finance 2023, Chuo University, Tokyo 2023)