Rchr
J-GLOBAL ID：201801003509983434
Update date: Feb. 01, 2024
Uehara Yuma
Uehara Yuma
Affiliation and department：
Job title：
Assistant Professor
Research field (1)：
Statistical science
Research keywords (2)：
統計的推測
, 確率過程
Research theme for competitive and other funds (2)：
- 2021 - 2026 ジャンプを含む確率過程の複雑な観測データに対する統計解析と新しい学習理論への応用
- 2019 - 2023 非正規確率微分方程式モデルの汎用的統計手法の開発とその実装
Papers (8)：
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Yuma Uehara. Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models. Annals of the Institute of Statistical Mathematics, to appear. 2022
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Teppei Ogihara, Yuma Uehara. Local Asymptotic Normality for Ergodic Jump-Diffusion Processes via Transition Density Approximation. Bernoulli, to appear. 2022
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Hiroki Masuda, Lorenzo Mercuri, Yuma Uehara. Noise inference for ergodic Levy driven SDE. ELECTRONIC JOURNAL OF STATISTICS. 2022. 16. 1. 2432-2474
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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
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Shoichi Eguchi, Yuma Uehara. Schwartz-type model selection for ergodic stochastic differential equation models. SCANDINAVIAN JOURNAL OF STATISTICS. 2021. 48. 3. 950-968
ｍore...
Lectures and oral presentations (12)：
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Consistent model selection for ergodic processes
(Stochastic Processes and Risk Analysis 2018)
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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)
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GAUSSIAN QUASI-LIKELIHOOD ESTIMATION FOR ERGODIC LEVY DRIVEN SDE UNDER MODEL MISSPECIFICATION
(The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting 2018)
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Estimation of jump diffusion models by Jarque-Bera normality test
(The 2nd International Conference on Econometrics and Statistics 2018)
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Statistical inference for Lévy driven SDE in YUIMA package
(Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project 2018)
ｍore...
Education (3)：
- 2016 - 2018 九州大学大学院 数理学府数理学専攻 博士後期課程
- 2014 - 2016 九州大学大学院 数理学府数理学専攻 修士課程
- 2010 - 2014 Kyushu University School of Sciences Department of Mathematics
Work history (3)：
- 2020/04 - 現在 Kansai University Faculty of Engineering Science Department of Mathematics Assistant Professor
- 2019/04 - 2020/03 The Institute of Statistical Mathematics
- 2018/03 - 2019/03 The Institute of Statistical Mathematics Risk Analysis Research Center
Awards (1)：
- 2017/09 - 日本統計学会連合大会 優秀報告賞
Association Membership(s) (1)：
THE JAPAN STATISTICAL SOCIETY
