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Hiroki Masuda

Identifiers

  • name variant Hiroki Masuda 0.60 · backfill

Papers (12)

  1. Robust relative error estimation stat.ME · 2018 · author #2
  2. Data driven time scale in Gaussian quasi-likelihood inference math.ST · 2018 · author #2
  3. Bayesian inference for Stable Levy driven Stochastic Differential Equations with high-frequency data math.ST · 2017 · author #3
  4. Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable L\'evy process math.ST · 2016 · author #1
  5. Schwarz type model comparison for LAQ models math.ST · 2016 · author #2
  6. AIC for Non-concave Penalized Likelihood Method stat.ME · 2015 · author #3
  7. Two-step estimation of ergodic L\'evy driven SDE math.ST · 2015 · author #1
  8. Uniform LAN property of locally stable L\'{e}vy process observed at high frequency math.PR · 2014 · author #3
  9. Parametric estimation of L\'evy processes math.ST · 2014 · author #1
  10. Moment convergence in regularized estimation under multiple and mixed-rates asymptotics math.ST · 2014 · author #1
  11. Convergence of Gaussian quasi-likelihood random fields for ergodic L\'{e}vy driven SDE observed at high frequency math.ST · 2013 · author #1
  12. Edgeworth expansion for the integrated Levy driven Ornstein-Uhlenbeck process math.PR · 2013 · author #1

Mentions

  • 1509.01688 #3 · backfill · confidence 0.70 Hiroki Masuda
  • 1505.01922 #1 · backfill · confidence 0.70 Hiroki Masuda
  • 1411.1516 #3 · backfill · confidence 0.70 Hiroki Masuda
  • 1409.0292 #1 · backfill · confidence 0.70 Hiroki Masuda
  • 1406.6751 #1 · backfill · confidence 0.70 Hiroki Masuda
  • 1308.2830 #1 · backfill · confidence 0.70 Hiroki Masuda
  • 1304.2456 #1 · backfill · confidence 0.70 Hiroki Masuda

Frequent Coauthors