Rchr
J-GLOBAL ID:202001001498414004
Update date: Apr. 05, 2024
Uchida Masayuki
Uchida Masayuki
Affiliation and department:
Papers (56):
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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
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Shogo Kusano, Masayuki Uchida. Statistical inference in factor analysis for diffusion processes from discrete observations. Journal of Statistical Planning and Inference. 2024. 229. 106095
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Shogo Kusano, Masayuki Uchida. Sparse inference of structural equation modeling with latent variables for diffusion processes. Japanese Journal of Statistics and Data Science. 2023. (Version of Record)
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Yozo Tonaki, Yusuke Kaino, Masayuki Uchida. Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data. Scandinavian Journal of Statistics. 2023. 50. 4. 1568-1589
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Tetsuya Kawai, Masayuki Uchida. Adaptive inference for small diffusion processes based on sampled data. Metrika. 2023. 86. 6. 643-696
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MISC (3):
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Yozo Tonaki, Yusuke Kaino, Masayuki Uchida. Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions. arXiv:2404.02513. 2024
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Shogo Kusano, Masayuki Uchida. Quasi-Akaike information criterion of structural equation modeling with latent variables for diffusion processes. arXiv:2402.08959. 2024
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Yozo Tonaki, Yusuke Kaino, Masayuki Uchida. Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments. arXiv:2206.10363. 2023
Lectures and oral presentations (27):
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Parameter estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
(Stochastic Analysis and Statistics 2024 2024)
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Parameter estimation for discretely observed linear parabolic SPDEs in two space dimensions with small noises
(IMS-APRM 2024 2024)
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Estimation for a linear parabolic SPDE in two space dimensions with a small noise based on high-frequency data
(CMStatistics 2023 2023)
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Statistical parametric estimation for a linear parabolic SPDE in two space dimensions
(JST CREST Yoshida-Khan Teans Joint workshop 2023)
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Parametric estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
(APSPS 2023)
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Awards (7):
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