上原悠槙

Uehara Yuma

所属機関・部署：
職名：助教

研究分野 (1件)：統計科学

研究キーワード (2件)：統計的推測 , 確率過程

競争的資金等の研究課題 (2件)：

論文 (8件)：

Yuma Uehara. Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models. Annals of the Institute of Statistical Mathematics, to appear. 2022
Teppei Ogihara, Yuma Uehara. Local Asymptotic Normality for Ergodic Jump-Diffusion Processes via Transition Density Approximation. Bernoulli, to appear. 2022
Hiroki Masuda, Lorenzo Mercuri, Yuma Uehara. Noise inference for ergodic Levy driven SDE. ELECTRONIC JOURNAL OF STATISTICS. 2022. 16. 1. 2432-2474
Hiroki Masuda, Yuma Uehara. Estimating diffusion with compound Poisson jumps based on self-normalized residuals. Journal of Statistical Planning and Inference. 2021. 215. 158-183
Shoichi Eguchi, Yuma Uehara. Schwartz-type model selection for ergodic stochastic differential equation models. SCANDINAVIAN JOURNAL OF STATISTICS. 2021. 48. 3. 950-968

講演・口頭発表等 (12件)：

Consistent model selection for ergodic processes
(Stochastic Processes and Risk Analysis 2018)
非正規確率微分方程式モデルの係数誤特定下における推定理論
(統計関連学会連合大会 2018)
GAUSSIAN QUASI-LIKELIHOOD ESTIMATION FOR ERGODIC LEVY DRIVEN SDE UNDER MODEL MISSPECIFICATION
(The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting 2018)
Estimation of jump diffusion models by Jarque-Bera normality test
(The 2nd International Conference on Econometrics and Statistics 2018)
Statistical inference for Lévy driven SDE in YUIMA package
(Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project 2018)

学歴 (3件)：

経歴 (3件)：

受賞 (1件)：

所属学会 (1件)：

日本統計学会

※　J-GLOBALの研究者情報は、researchmapの登録情報に基づき表示しています。登録・更新については、こちらをご覧ください。

上原 悠槙