Rchr
J-GLOBAL ID：202001001498414004
Update date: Oct. 29, 2024
Uchida Masayuki
Uchida Masayuki
Affiliation and department：
Papers (58)：
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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)
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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. 2024. 7. 1. 101-150
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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. Metrika. 2024. (Version of Record)
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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
ｍore...
MISC (4)：
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Yozo Tonaki, Yusuke Kaino, Masayuki Uchida. Small dispersion asymptotics for an SPDE in two space dimensions using triple increments. arXiv:2408.02224. 2024
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Shogo Kusano, Masayuki Uchida. QBIC of SEM for diffusion processes from discrete observations. arXiv:2407.01040. 2024
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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
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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
Lectures and oral presentations (30)：
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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)
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Estimation for a discretely observed linear parabolic SPDE in two space dimensions based on triple increments
(EcoSta 2024 2024)
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Statistical parametric estimation for a linear parabolic SPDE in two space dimensions based on temporal and spatial increments
(Dynstoch 2024 2024)
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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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Awards (7)：
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