The following pages link to Hiroki Masuda (Q367000):
Displaying 43 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- (Q476618) (redirect page) (← links)
- Lévy matters IV. Estimation for discretely observed Lévy processes (Q476619) (← links)
- (Q523451) (redirect page) (← links)
- Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (Q734414) (← links)
- Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process (Q743070) (← links)
- An application of the double Edgeworth expansion to a filtering model with Gaussian limit (Q868269) (← links)
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
- Erratum to: ``Ergodicity and exponential \(\beta \)-mixing bound for multidimensional diffusions with jumps'' (Q1004412) (← links)
- On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process (Q1431545) (← links)
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- (Q1678534) (redirect page) (← links)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- Schwarz type model comparison for LAQ models (Q1697055) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Classical method of moments for partially and discretely observed ergodic models (Q1778998) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Noise inference for ergodic Lévy driven SDE (Q2137798) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- AIC for the non-concave penalized likelihood method (Q2414941) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- Parametric Estimation of Lévy Processes (Q2786963) (← links)
- (Q2844152) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
- Uniform LAN property of locally stable L\'{e}vy process observed at high frequency (Q3465409) (← links)
- (Q5011285) (← links)
- Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data (Q5381074) (← links)
- Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling (Q5408460) (← links)
- Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)
- Optimal stable Ornstein-Uhlenbeck regression (Q6176241) (← links)
- On local likelihood asymptotics for Gaussian mixed-effects model with system noise (Q6431269) (← links)
- Adaptive Ridge Approach to Heteroscedastic Regression (Q6522762) (← links)
- On estimation of heavy-tailed stable linear regression (Q6530778) (← links)
- Mixed-effects location-scale model based on generalized hyperbolic distribution (Q6579477) (← links)
- Quasi-likelihood analysis for Student-Lévy regression (Q6635303) (← links)
