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Hiroki Masuda
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Cited by
Year
Ergodicity and exponential β-mixing bounds for multidimensional diffusions with jumps
H Masuda
Stochastic processes and their applications 117 (1), 35-56, 2007
1812007
On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
H Masuda
Bernoulli 10 (1), 97-120, 2004
1722004
The yuima project: A computational framework for simulation and inference of stochastic differential equations
A Brouste, M Fukasawa, H Hino, S Iacus, K Kamatani, Y Koike, H Masuda, ...
Journal of statistical software 57, 1-51, 2014
1052014
On simulation of tempered stable random variates
R Kawai, H Masuda
Journal of Computational and Applied Mathematics 235 (8), 2873-2887, 2011
762011
Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
H Masuda
642013
Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
H Masuda
402010
Lévy matters IV
D Belomestny, F Comte, V Genon-Catalot, H Masuda, M Reiß
Lecture Notes in Mathematics. Springer, 2015
352015
Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling
R Kawai, H Masuda
ESAIM: Probability and Statistics 17, 13-32, 2013
342013
Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process
H Masuda
Stochastic Processes and their Applications 129 (3), 1013-1059, 2019
322019
Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
H Masuda, Y Shimizu
Mathematical Methods of Statistics 26, 81-110, 2017
312017
Infinite variation tempered stable Ornstein–Uhlenbeck processes with discrete observations
R Kawai, H Masuda
Communications in Statistics-Simulation and Computation 41 (1), 125-139, 2012
302012
Joint estimation of discretely observed stable Lévy processes with symmetric Lévy density
H Masuda
Journal of the Japan Statistical Society 39 (1), 49-75, 2009
302009
Schwarz type model comparison for LAQ models
S Eguchi, H Masuda
292018
Parametric estimation of Lévy processes
D Belomestny, F Comte, V Genon-Catalot, H Masuda, M Reiß, H Masuda
Lévy Matters IV: Estimation for Discretely Observed Lévy Processes, 179-286, 2015
282015
AIC for the non-concave penalized likelihood method
Y Umezu, Y Shimizu, H Masuda, Y Ninomiya
Annals of the Institute of Statistical Mathematics 71 (2), 247-274, 2019
262019
Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes
R Kawai, H Masuda
Walter de Gruyter GmbH & Co. KG 17 (3), 279-300, 2011
262011
Simple estimators for parametric Markovian trend of ergodic processes based on sampled data
H Masuda
Journal of the Japan Statistical Society 35 (2), 147-170, 2005
232005
Efficient estimation of stable Lévy process with symmetric jumps
A Brouste, H Masuda
Statistical Inference for Stochastic Processes 21, 289-307, 2018
222018
Erratum to:“Ergodicity and exponential β-mixing bound for multidimensional diffusions with jumps”[Stochastic Process. Appl. 117 (2007) 35–56]
H Masuda
Stochastic Processes and their Applications 119 (2), 676-678, 2009
212009
Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model
H Masuda, N Yoshida
Stochastic processes and their applications 115 (7), 1167-1186, 2005
212005
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