| Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models Y Uehara Stochastic Processes and their Applications 129 (10), 4051-4081, 2019 | 12 | 2019 |
| On stepwise estimation of Lévy driven stochastic differential equation 増田弘毅 Proceedings of the institute of statistical mathematics 65, 21-38, 2017 | 10 | 2017 |
| Two-step estimation of ergodic Lévy driven SDE H Masuda, Y Uehara Statistical Inference for Stochastic Processes 20, 105-137, 2017 | 7 | 2017 |
| Schwartz‐type model selection for ergodic stochastic differential equation models S Eguchi, Y Uehara Scandinavian Journal of Statistics 48 (3), 950-968, 2021 | 5 | 2021 |
| Noise inference for ergodic Lévy driven SDE H Masuda, L Mercuri, Y Uehara Electronic Journal of Statistics 16 (1), 2432-2474, 2022 | 3 | 2022 |
| Quasi-Likelihood Analysis for Student-L\'evy Regression H Masuda, L Mercuri, Y Uehara arXiv preprint arXiv:2306.16790, 2023 | 2 | 2023 |
| Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation T Ogihara, Y Uehara Bernoulli 29 (3), 2342-2366, 2023 | 1 | 2023 |
| Estimating diffusion with compound Poisson jumps based on self-normalized residuals H Masuda, Y Uehara Journal of Statistical Planning and Inference 215, 158-183, 2021 | 1 | 2021 |
| Local asymptotic mixed Normality via transition density approximation and an application to ergodic jump-diffusion processes T Ogihara, Y Uehara arXiv preprint arXiv:2105.00284, 2021 | 1 | 2021 |
| Student tL\'evy regression model in YUIMA H Masuda, L Mercuri, Y Uehara arXiv preprint arXiv:2403.12078, 2024 | | 2024 |
| Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models Y Uehara Annals of the Institute of Statistical Mathematics 75 (4), 533-565, 2023 | | 2023 |
| Supplementary material for the manuscript “Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models” Y Uehara | | |
Hiroki MasudaUniversity of TokyoVerified email at ms.u-tokyo.ac.jp
