Research field (3)：
Statistical science
, Applied mathematics and statistics
, Basic mathematics
Research keywords (5)：
Lévy process
, Stochastic process
, Probability and statistics
, Asymptotic statistics
, Applications to dynamical biostatistics and life sciences
Research theme for competitive and other funds (15)：
2022 - 2026 レヴィノイズに基づく従属性統計理論の深化と展開
2017 - 2020 Deepening statistical inference for stochastic processes via locally non-Gaussian quasi-likelihood
2015 - 2019 Statistical modeling of spatio-temporal data on natural and social phenomena, and those understanding
2012 - 2018 Statistical inference for stochastic differential equations and its applications to high frequency data analysis
2014 - 2017 New statistical inference for locally stable model and its implementation
2014 - 2017 Ultra high frequency data and lead-lag
2012 - 2016 Theoretical statistics for stochastic processes and limit theorems
2011 - 2015 Statistical modeling of spatio-temporal data and quantitative grasp of phenomena
2009 - 2014 Nonlinear modeling based on high-dimensional data
2011 - 2013 Developing statistical asymptotic theory for jump processes and its applications
2008 - 2010 Theory construction of asymptotic statistics for stochastic processes and its application to high-frequency data analysis
2007 - 2010 Research of classification methods of hyper-spectral data, elucidation of the theoretical nature and applications to real data
2005 - 2008 Nonlinear multivariate analysis based on high-dimensional data and its application
2005 - 2007 無限分解可能過程からの離散観測に基づく未知母数の推定および関連した高次理論
統計数学
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Papers (44)：
Yuzhong Cheng, Nicole Hufnagel, Hiroki Masuda. Estimation of ergodic square-root diffusion under high-frequency sampling. Econometrics and Statistics. 2024
Takumi Imamura, Hiroki Masuda, Hayato Tajima. On local likelihood asymptotics for Gaussian mixed-effects model with system noise. Statistics & Probability Letters. 2024
Yuki Fujinaga, Hiroki Masuda. Mixed-effects location-scale model based on generalized hyperbolic distribution. Japanese Journal of Statistics and Data Science. 2023
Hiroki Masuda. Optimal stable Ornstein-Uhlenbeck regression. Japanese Journal of Statistics and Data Science. 2023
Shoichi Eguchi, Hiroki Masuda. Gaussian quasi-information criteria for ergodic Lévy driven SDE. Annals of the Institute of Statistical Mathematics. 2023
