内田雅之

Uchida Masayuki

所属機関・部署：
論文 (58件)：

Shogo Kusano, Masayuki Uchida. Quasi-Akaike information criterion of SEM with latent variables for diffusion processes. Japanese Journal of Statistics and Data Science. 2024. (Version of Record)
Shogo Kusano, Masayuki Uchida. Sparse inference of structural equation modeling with latent variables for diffusion processes. Japanese Journal of Statistics and Data Science. 2024. 7. 1. 101-150
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida. Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments. Metrika. 2024. (Version of Record)
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida. Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise. Statistical Inference for Stochastic Processes. 2024. 27. 1. 123-179
Shogo Kusano, Masayuki Uchida. Statistical inference in factor analysis for diffusion processes from discrete observations. Journal of Statistical Planning and Inference. 2024. 229. 106095

MISC (4件)：

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida. Small dispersion asymptotics for an SPDE in two space dimensions using triple increments. arXiv:2408.02224. 2024
Shogo Kusano, Masayuki Uchida. QBIC of SEM for diffusion processes from discrete observations. arXiv:2407.01040. 2024
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida. Estimation for the damping factor of the driving process of an SPDE in two space dimensions. arXiv:2407.00953. 2024
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida. Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions. arXiv:2404.02513. 2024

講演・口頭発表等 (30件)：

空間 2 次元線形放物型 SPDE モデルのパラメータ推定
(日本数学会2024年度秋季総合分科会 2024)
Estimation for a discretely observed linear parabolic SPDE in two space dimensions based on triple increments
(EcoSta 2024 2024)
Statistical parametric estimation for a linear parabolic SPDE in two space dimensions based on temporal and spatial increments
(Dynstoch 2024 2024)
Parameter estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
(Stochastic Analysis and Statistics 2024 2024)
Parameter estimation for discretely observed linear parabolic SPDEs in two space dimensions with small noises
(IMS-APRM 2024 2024)

受賞 (7件)：

全件表示

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内田 雅之