Faculty of Science and Technology

Akitoshi KIMURA

  (木村 晃敏)

Profile Information

Affiliation
Researcher, Faculty of Science and Technology Department of Information and Communication Sciences, Sophia University
Degree
博士 (数理科学)(東京大学大学院数理科学研究科)

J-GLOBAL ID
201901008006630754
researchmap Member ID
B000374433

Papers

 2
  • Akitoshi Kimura
    Japanese Journal of Statistics and Data Science, Mar, 2019  Peer-reviewed
  • Akitoshi Kimura, Nakahiro Yoshida
    ADVANCED MODELLING IN MATHEMATICAL FINANCE: IN HONOUR OF ERNST EBERLEIN, 189 131-146, 2016  Peer-reviewed
    This paper discusses estimation of correlation between hidden semimartingales. We show the consistency and the asymptotic mixed normality of the proposed correlation estimator in a high frequency setting. As an example, estimation of covariance between intensity processes of doubly stochastic point processes will be mentioned.

Presentations

 11

Research Projects

 1