On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process H Masuda Bernoulli 10 (1), 97-120, 2004 | 136 | 2004 |

Ergodicity and exponential β-mixing bounds for multidimensional diffusions with jumps H Masuda Stochastic processes and their applications 117 (1), 35-56, 2007 | 127 | 2007 |

On simulation of tempered stable random variates R Kawai, H Masuda Journal of Computational and Applied Mathematics 235 (8), 2873-2887, 2011 | 48 | 2011 |

The YUIMA project: A computational framework for simulation and inference of stochastic differential equations A Brouste, M Fukasawa, H Hino, SM Iacus, K Kamatani, Y Koike, ... American statistical association 57 (4), 1-51, 2014 | 45 | 2014 |

Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency H Masuda The Annals of Statistics 41 (3), 1593-1641, 2013 | 32 | 2013 |

Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling∗ R Kawai, H Masuda ESAIM: Probability and Statistics 17, 13-32, 2013 | 30 | 2013 |

Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes H Masuda Electronic Journal of Statistics 4, 525-565, 2010 | 30 | 2010 |

Joint estimation of discretely observed stable Lévy processes with symmetric Lévy density H Masuda Journal of the Japan Statistical Society 39 (1), 49-75, 2009 | 25 | 2009 |

Infinite variation tempered stable Ornstein–Uhlenbeck processes with discrete observations R Kawai, H Masuda Communications in Statistics-Simulation and Computation 41 (1), 125-139, 2012 | 20 | 2012 |

Lévy matters IV D Belomestny, F Comte, V Genon-Catalot, H Masuda, M Reiß Estimation for discretely observed Lévy processes 2128, 2015 | 18 | 2015 |

Simple estimators for parametric Markovian trend of ergodic processes based on sampled data H Masuda Journal of the Japan Statistical Society 35 (2), 147-170, 2005 | 17 | 2005 |

Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes R Kawai, H Masuda Monte Carlo Methods and Applications 17 (3), 279-300, 2011 | 16 | 2011 |

Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model H Masuda, N Yoshida Stochastic processes and their applications 115 (7), 1167-1186, 2005 | 16 | 2005 |

On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling R Kawai, H Masuda Statistics & probability letters 81 (4), 460-469, 2011 | 15 | 2011 |

Parametric estimation of Lévy processes H Masuda Lévy Matters IV, 179-286, 2015 | 14 | 2015 |

Erratum to:“Ergodicity and exponential β-mixing bound for multidimensional diffusions with jumps”[Stochastic Process. Appl. 117 (2007) 35–56] H Masuda Stochastic Processes and their Applications 119 (2), 676-678, 2009 | 13 | 2009 |

On stability of diffusions with compound-Poisson jumps H Masuda Bulletin of Informatics and Cybernetics 40, 61, 2008 | 13 | 2008 |

AIC for the non-concave penalized likelihood method Y Umezu, Y Shimizu, H Masuda, Y Ninomiya Annals of the Institute of Statistical Mathematics 71 (2), 247-274, 2019 | 11 | 2019 |

Uniform LAN property of locally stable L\'{e} vy process observed at high frequency D Ivanenko, AM Kulik, H Masuda arXiv preprint arXiv:1411.1516, 2014 | 10 | 2014 |

Schwarz type model comparison for LAQ models S Eguchi, H Masuda Bernoulli 24 (3), 2278-2327, 2018 | 9 | 2018 |