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Yuta Koike

Identifiers

  • name variant Yuta Koike 0.60 · backfill

Papers (14)

  1. Wasserstein bounds for denoising diffusion probabilistic models via the F\"ollmer process stat.ML · 2026 · author #1
  2. A note on connections between the F\"ollmer process and the denoising diffusion probabilistic model stat.ML · 2026 · author #1
  3. Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance math.ST · 2018 · author #1
  4. No arbitrage and lead-lag relationships q-fin.MF · 2017 · author #2
  5. Oracle inequalities for sign constrained generalized linear models math.ST · 2017 · author #1
  6. Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data math.ST · 2017 · author #1
  7. Asymptotic properties of the realized skewness and related statistics math.ST · 2016 · author #1
  8. Wavelet-based methods for high-frequency lead-lag analysis stat.ME · 2016 · author #2
  9. On the asymptotic structure of Brownian motions with a small lead-lag effect math.ST · 2016 · author #1
  10. Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise math.ST · 2014 · author #1
  11. Time endogeneity and an optimal weight function in pre-averaging covariance estimation math.ST · 2014 · author #1
  12. Central limit theorems for pre-averaging covariance estimators under endogenous sampling times math.ST · 2013 · author #1
  13. Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, microstructure noise and jumps math.ST · 2013 · author #1
  14. Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling math.ST · 2013 · author #1

Mentions

  • 1302.5202 #1 · backfill · confidence 0.70 Yuta Koike
  • 1302.4887 #1 · backfill · confidence 0.70 Yuta Koike
  • 2605.18069 #1 · arxiv_oai · confidence 0.70 Yuta Koike
  • 2605.18040 #1 · arxiv_oai · confidence 0.70 Yuta Koike

Frequent Coauthors