Hiroki Masuda

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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

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Frequent Coauthors

• Shoichi Eguchi 2 shared papers
• Yusuke Shimizu 2 shared papers
• Ajay Jasra 1 shared papers
• Alexey M. Kulik 1 shared papers
• Dmytro Ivanenko 1 shared papers
• Kei Hirose 1 shared papers
• Kengo Kamatani 1 shared papers
• nakahiro yoshida 1 shared papers
• Yoshiyuki Ninomiya 1 shared papers
• Yuma Uehara 1 shared papers
• Yuta Umezu 1 shared papers