| Estimation of parameters for diffusion processes with jumps from discrete observations Y Shimizu, N Yoshida Statistical Inference for Stochastic Processes 9, 227-277, 2006 | 171 | 2006 |
| The yuima project: A computational framework for simulation and inference of stochastic differential equations A Brouste, M Fukasawa, H Hino, S Iacus, K Kamatani, Y Koike, H Masuda, ... Journal of statistical software 57, 1-51, 2014 | 105 | 2014 |
| M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps Y Shimizu Statistical Inference for Stochastic Processes 9, 179-225, 2006 | 65 | 2006 |
| Least squares estimators for discretely observed stochastic processes driven by small Lévy noises H Long, Y Shimizu, W Sun Journal of Multivariate Analysis 116, 422-439, 2013 | 60 | 2013 |
| Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model Y Shimizu Scandinavian Actuarial Journal 2012 (1), 56-69, 2012 | 49 | 2012 |
| Least squares estimators for stochastic differential equations driven by small Lévy noises H Long, C Ma, Y Shimizu Stochastic Processes and their Applications 127 (5), 1475-1495, 2017 | 41 | 2017 |
| Estimating Gerber–Shiu functions from discretely observed Lévy driven surplus Y Shimizu, Z Zhang Insurance: Mathematics and Economics 74, 84-98, 2017 | 35 | 2017 |
| Density estimation of Lévy measures for discretely observed diffusion processes with jumps Y Shimizu Journal of The Japan Statistical Society 36 (1), 37-62, 2006 | 35 | 2006 |
| Estimation of the expected discounted penalty function for Lévy insurance risks Y Shimizu Mathematical Methods of Statistics 20 (2), 125-149, 2011 | 34 | 2011 |
| A new aspect of a risk process and its statistical inference Y Shimizu Insurance: Mathematics and Economics 44 (1), 70-77, 2009 | 31 | 2009 |
| Potential measures for spectrally negative Markov additive processes with applications in ruin theory R Feng, Y Shimizu Insurance: Mathematics and Economics 59, 11-26, 2014 | 25 | 2014 |
| On a generalization from ruin to default in a Lévy insurance risk model R Feng, Y Shimizu Methodology and Computing in Applied Probability 15, 773-802, 2013 | 24 | 2013 |
| Functional estimation for Lévy measures of semimartingales with Poissonian jumps Y Shimizu Journal of Multivariate Analysis 100 (6), 1073-1092, 2009 | 24 | 2009 |
| Applications of central limit theorems for equity-linked insurance R Feng, Y Shimizu Insurance: Mathematics and Economics 69, 138-148, 2016 | 22 | 2016 |
| A practical inference for discretely observed jump-diffusions from finite samples Y Shimizu Journal of the Japan Statistical Society 38 (3), 391-413, 2009 | 21 | 2009 |
| Asymptotically normal estimators of the ruin probability for Lévy insurance surplus from discrete samples Y Shimizu, Z Zhang Risks 7 (2), 37, 2019 | 17 | 2019 |
| Local asymptotic mixed normality for discretely observed non-recurrent Ornstein–Uhlenbeck processes Y Shimizu Annals of the Institute of Statistical Mathematics 64, 193-211, 2012 | 16 | 2012 |
| Notes on drift estimation for certain non-recurrent diffusion processes from sampled data Y Shimizu Statistics & probability letters 79 (20), 2200-2207, 2009 | 15 | 2009 |
| Finite-time survival probability and credit default swaps pricing under geometric Lévy markets X Hao, X Li, Y Shimizu Insurance: Mathematics and Economics 53 (1), 14-23, 2013 | 14 | 2013 |
| The Gerber-Shiu discounted penalty function: A review from practical perspectives Y He, R Kawai, Y Shimizu, K Yamazaki Insurance: Mathematics and Economics 109, 1-28, 2023 | 13 | 2023 |
Nakahiro YoshidaProfessor of Mathematics, University of TokyoVerified email at ms.u-tokyo.ac.jp
