Masayuki Uchida

Available identifiers

zbMath Open uchida.masayukiMaRDI QIDQ222120

List of research outcomes

Publication	Date of Publication	Type
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise	2024-02-16	Paper
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	2024-01-02	Paper
Statistical inference in factor analysis for diffusion processes from discrete observations	2023-10-17	Paper
Adaptive inference for small diffusion processes based on sampled data	2023-07-12	Paper
Structural equation modeling with latent variables for diffusion processes and its application to sparse estimation	2023-05-04	Paper
Estimation for change point of discretely observed ergodic diffusion processes	2023-04-21	Paper
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments	2023-04-19	Paper
Change point inference in ergodic diffusion processes based on high frequency data	2023-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q5879927	2023-03-07	Paper
Structural equation modeling with latent variables for diffusion processes based on high-frequency data	2022-10-20	Paper
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations	2022-06-01	Paper
Adaptive estimator for a parabolic linear SPDE with a small noise	2021-12-17	Paper
Adaptive testing method for ergodic diffusion processes based on high frequency data	2021-12-14	Paper
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise	2021-08-18	Paper
Change point inference in ergodic diffusion processes based on high frequency data	2021-04-23	Paper
Parametric estimation for a parabolic linear SPDE model based on discrete observations	2021-01-06	Paper
HYBRID ESTIMATION FOR AN ERGODIC DIFFUSION PROCESS BASED ON REDUCED DATA	2020-09-14	Paper
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations	2020-04-29	Paper
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations	2020-04-07	Paper
Adaptive test for ergodic diffusions plus noise	2019-08-09	Paper
Parametric estimation for convolutionally observed diffusion processes	2019-06-24	Paper
Inference for ergodic diffusions plus noise	2019-06-07	Paper
https://portal.mardi4nfdi.de/entity/Q4559871	2018-12-04	Paper
Hybrid estimators for small diffusion processes based on reduced data	2018-10-01	Paper
Hybrid estimators for stochastic differential equations from reduced data	2018-08-10	Paper
Adaptive Bayes Estimators and Hybrid Estimators for Small Diffusion Processes Based on Sampled Data	2017-07-26	Paper
Model Selection for Volatility Prediction	2017-01-16	Paper
Contrast-based information criterion for ergodic diffusion processes from discrete observations	2016-01-15	Paper
Hybrid multi-step estimators for stochastic differential equations based on sampled data	2015-06-25	Paper
Statistical modeling for stochastic differential equations	2014-11-18	Paper
AIC type statistics for discretely observed ergodic diffusion processes	2014-10-24	Paper
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations	2014-08-15	Paper
Adaptive test statistics for ergodic diffusion processes sampled at discrete times	2014-06-10	Paper
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field	2014-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q2844166	2013-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q2844178	2013-08-28	Paper
Estimation for misspecified ergodic diffusion processes from discrete observations	2013-04-25	Paper
Adaptive estimation of an ergodic diffusion process based on sampled data	2012-07-20	Paper
https://portal.mardi4nfdi.de/entity/Q3095353	2011-10-29	Paper
Parametric estimation for partially hidden diffusion processes sampled at discrete times	2009-05-06	Paper
Approximate martingale estimating functions for stochastic differential equations with small noises	2008-09-29	Paper
Information criteria for small diffusions via the theory of Malliavin-Watanabe	2008-04-15	Paper
https://portal.mardi4nfdi.de/entity/Q3420148	2007-02-01	Paper
Estimation for Dynamical Systems with Small Noise from Discrete Observations	2005-05-23	Paper
Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions	2005-05-20	Paper
Asymptotic expansion for small diffusions applied to option pricing	2005-04-07	Paper
Small-diffusion asymptotics for discretely sampled stochastic differential equations	2004-06-10	Paper
On generating functions of waiting time problems for sequence patterns of discrete random variables	2001-05-28	Paper
Information criteria in model selection for mixing processes	2001-01-01	Paper
On number of occurrences of success runs of specified length in a higher-order two-state Markov chain	1999-08-31	Paper
Joint distributions of numbers of success-runs until the first consecutive \(k\) successes in a higher-order two-state Markov chain	1999-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q4353173	1998-08-30	Paper
Sooner and later waiting time problems in a two-state Markov chain	1996-07-18	Paper
ORDER STATISTICS WITH DISCRETE DISTRIBUTIONS AND PROBABILITY THAT TIES OCCUR SOMEWHERE	1995-07-03	Paper

Research outcomes over time

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This page was built for person: Masayuki Uchida