| Publication | Date of Publication | Type |
|---|
Sparse inference of structural equation modeling with latent variables for diffusion processes
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
Statistical Inference for Stochastic Processes | 2024-02-16 | Paper |
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
Scandinavian Journal of Statistics | 2024-01-02 | Paper |
Statistical inference in factor analysis for diffusion processes from discrete observations
Journal of Statistical Planning and Inference | 2023-10-17 | Paper |
Adaptive inference for small diffusion processes based on sampled data
Metrika | 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
Scandinavian Journal of Statistics | 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
Stochastic Processes and their Applications | 2023-03-14 | Paper |
| scientific article; zbMATH DE number 7660132 (Why is no real title available?) | 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
Statistical Inference for Stochastic Processes | 2022-06-01 | Paper |
Adaptive estimator for a parabolic linear SPDE with a small noise
Japanese Journal of Statistics and Data Science | 2021-12-17 | Paper |
Adaptive testing method for ergodic diffusion processes based on high frequency data
Journal of Statistical Planning and Inference | 2021-12-14 | Paper |
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
Annals of the Institute of Statistical Mathematics | 2021-08-18 | Paper |
Change point inference in ergodic diffusion processes based on high frequency data
(available as arXiv preprint) | 2021-04-23 | Paper |
Parametric estimation for a parabolic linear SPDE model based on discrete observations
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
Hybrid estimation for an ergodic diffusion process based on reduced data
Bulletin of informatics and cybernetics | 2020-09-14 | Paper |
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
(available as arXiv preprint) | 2020-04-29 | Paper |
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
Statistical Inference for Stochastic Processes | 2020-04-07 | Paper |
Adaptive test for ergodic diffusions plus noise
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
| Parametric estimation for convolutionally observed diffusion processes | 2019-06-24 | Paper |
Inference for ergodic diffusions plus noise
Scandinavian Journal of Statistics | 2019-06-07 | Paper |
| Hybrid multi-step estimation of the volatility for stochastic regression models | 2018-12-04 | Paper |
Hybrid estimators for small diffusion processes based on reduced data
Metrika | 2018-10-01 | Paper |
Hybrid estimators for stochastic differential equations from reduced data
Statistical Inference for Stochastic Processes | 2018-08-10 | Paper |
Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2017-07-26 | Paper |
Model selection for volatility prediction
The Fascination of Probability, Statistics and their Applications | 2017-01-16 | Paper |
Contrast-based information criterion for ergodic diffusion processes from discrete observations
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Hybrid multi-step estimators for stochastic differential equations based on sampled data
Statistical Inference for Stochastic Processes | 2015-06-25 | Paper |
Statistical modeling for stochastic differential equations
Journal of the Japan Statistical Society. Japanese Issue | 2014-11-18 | Paper |
AIC type statistics for discretely observed ergodic diffusion processes
Statistical Inference for Stochastic Processes | 2014-10-24 | Paper |
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
Statistical Inference for Stochastic Processes | 2014-08-15 | Paper |
Adaptive test statistics for ergodic diffusion processes sampled at discrete times
Journal of Statistical Planning and Inference | 2014-06-10 | Paper |
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter
Bulletin of Informatics and Cybernetics | 2013-08-28 | Paper |
Martingale estimating functions based on eigenfunctions for discretely observed small diffusions
Bulletin of Informatics and Cybernetics | 2013-08-28 | Paper |
Estimation for misspecified ergodic diffusion processes from discrete observations
ESAIM: Probability and Statistics | 2013-04-25 | Paper |
Adaptive estimation of an ergodic diffusion process based on sampled data
Stochastic Processes and their Applications | 2012-07-20 | Paper |
| scientific article; zbMATH DE number 5965737 (Why is no real title available?) | 2011-10-29 | Paper |
Parametric estimation for partially hidden diffusion processes sampled at discrete times
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Parametric estimation for partially hidden diffusion processes sampled at discrete times
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Approximate martingale estimating functions for stochastic differential equations with small noises
Stochastic Processes and their Applications | 2008-09-29 | Paper |
Information criteria for small diffusions via the theory of Malliavin-Watanabe
Statistical Inference for Stochastic Processes | 2008-04-15 | Paper |
| Asymptotic expansion and information criteria | 2007-02-01 | Paper |
Estimation for Dynamical Systems with Small Noise from Discrete Observations
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-05-23 | Paper |
Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
Scandinavian Journal of Statistics | 2005-05-20 | Paper |
Asymptotic expansion for small diffusions applied to option pricing
Statistical Inference for Stochastic Processes | 2005-04-07 | Paper |
Small-diffusion asymptotics for discretely sampled stochastic differential equations
Bernoulli | 2004-06-10 | Paper |
On generating functions of waiting time problems for sequence patterns of discrete random variables
Annals of the Institute of Statistical Mathematics | 2001-05-28 | Paper |
Information criteria in model selection for mixing processes
Statistical Inference for Stochastic Processes | 2001-01-01 | Paper |
On number of occurrences of success runs of specified length in a higher-order two-state Markov chain
Annals of the Institute of Statistical Mathematics | 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
Annals of the Institute of Statistical Mathematics | 1999-04-08 | Paper |
| scientific article; zbMATH DE number 1058065 (Why is no real title available?) | 1998-08-30 | Paper |
Sooner and later waiting time problems in a two-state Markov chain
Annals of the Institute of Statistical Mathematics | 1996-07-18 | Paper |
ORDER STATISTICS WITH DISCRETE DISTRIBUTIONS AND PROBABILITY THAT TIES OCCUR SOMEWHERE
Journal of the Japanese Society of Computational Statistics | 1995-07-03 | Paper |
Quasi-Akaike information criterion of structural equation modeling with latent variables for diffusion processes
(available as arXiv preprint) | N/A | Paper |
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
(available as arXiv preprint) | N/A | Paper |
