Hiroki Masuda

Available identifiers

zbMath Open masuda.hirokiMaRDI QIDQ367000

List of research outcomes

Publication	Date of Publication	Type
Gaussian quasi-information criteria for ergodic Lévy driven SDE	2024-01-16	Paper
Optimal stable Ornstein-Uhlenbeck regression	2023-07-25	Paper
Noise inference for ergodic Lévy driven SDE	2022-05-11	Paper
Estimating diffusion with compound Poisson jumps based on self-normalized residuals	2021-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q5011285	2021-08-27	Paper
Data driven time scale in Gaussian quasi-likelihood inference	2019-10-23	Paper
Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data	2019-06-07	Paper
AIC for the non-concave penalized likelihood method	2019-05-17	Paper
Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process	2019-03-06	Paper
Efficient estimation of stable Lévy process with symmetric jumps	2018-08-10	Paper
Schwarz type model comparison for LAQ models	2018-02-15	Paper
Moment convergence in regularized estimation under multiple and mixed-rates asymptotics	2017-11-17	Paper
Two-step estimation of ergodic Lévy driven SDE	2017-04-21	Paper
Parametric Estimation of Lévy Processes	2016-02-24	Paper
Uniform LAN property of locally stable L\'{e}vy process observed at high frequency	2016-01-21	Paper
Lévy matters IV. Estimation for discretely observed Lévy processes	2014-12-02	Paper
Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process	2014-09-22	Paper
Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes	2014-04-28	Paper
Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling	2014-04-10	Paper
Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency	2013-09-25	Paper
https://portal.mardi4nfdi.de/entity/Q2844152	2013-08-28	Paper
Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes	2013-05-27	Paper
Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations	2012-08-28	Paper
Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes	2011-10-21	Paper
Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach	2011-07-22	Paper
Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE	2011-04-08	Paper
On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling	2011-03-14	Paper
On simulation of tempered stable random variates	2011-03-09	Paper
On simulation of tempered stable random variates	2011-02-01	Paper
Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling	2009-10-13	Paper
Erratum to: ``Ergodicity and exponential \(\beta \)-mixing bound for multidimensional diffusions with jumps	2009-03-10	Paper
Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps	2007-03-29	Paper
An application of the double Edgeworth expansion to a filtering model with Gaussian limit	2007-03-02	Paper
Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model	2005-08-05	Paper
Classical method of moments for partially and discretely observed ergodic models	2005-06-20	Paper
On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process	2004-06-10	Paper

Research outcomes over time

Doctoral students

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