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論文
Masuda, H. (2005), Simple estimators for parametric Markovian trend of ergodic processes based on sampled data. J. Japan Statist. Soc. 35, No.2, 147-170.
Masuda, H., Yoshida, N. (2005), Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model. Stochastic Processes Appl. 115, 1167-1186.
Masuda, H. (2005), Classical method of moments for partially and discretely observed ergodic models. Stat. Inference Stoch. Process 8, 25-50.
Shimizu, Y., Yoshida, N. (2006) Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations, to appear in Stat. Infer. Stoch. Proc.
Lee, S., Nishiyama Y., Yoshida, N. (2006). Test for parameter change in diffusion processes by cusum statistics based on one-step estimators, to appear in Ann. Inst. Stat. Math.
Uchida, M.(2006), Martingale estimating functions based on eigenfunctions for discretely observed small diffusions, to appear in Bull. Inform. Cybernet.
学会発表
Masuda, H. (2005). Stability results concerning multidimensional diffusions with jumps, Groupe de travail "Probabilités Numériques, Statistique des Processus et Finance", Universite Pierre & Marie Curie (Paris VI).
Uchida,M.(2005).AICdifference for ergodic diffusion processes from discrete observations.Seminars in Statistics and Mathematics at University of Milan.
Nishiyama, Y. (2005). Tightness of infinite dimensional local martingales with infinitely many jumps, with application to nonparametric inference for Levy processes. Seminar on Probability Theory and Statistics at Moscow State University.
プレプリント
Masuda, H. (2005). Ergodicity and exponential $eta$-mixing bound for multidimensional diffusions with jumps. preprint.
Masuda, H. (2006). Likelihood estimation of stable L'evy processes from discrete data. preprint.
Uchida,M.(2005).A note on AIC for ergodic diffusion processes from discrete observations. preprint.
Yoshida, N. (2005). Polynomial type large deviation inequality and its applications. Preprint.
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