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1. Hiroki Masuda,Joint estimation of discretely observed stable L\'evy processes with symmetric L\'evy density, The Journal of The Japan Statistical Society,Vol.39, no.1, pp.49-75 ...
My researches concern asymptotic statistical inference for stochastic processes, especially, of Levy driven models with/without jumps. I have interest in: asymptotic distributional ...
Statistics for stochastic processes stands on a field that integrates theory of stochastic processes, stochastic analysis, and mathematical statistics.
Hiroki Masuda Associate professor, Faculty of Mathematics, Kyushu University, Japan
Hiroki Masuda Abstract. Let X be a stochastic process obeying a stochastic differential equation of the form dX t = b (X t,θ) dt + dY t, where Y is an adapted driving process possibly ...
1. Hiroki Masuda,Joint estimation of discretely observed stable L\'evy processes with symmetric L\'evy density, The Journal of The Japan Statistical Society,Vol.39, no.1 ...
My researches concern asymptotic statistical inference for stochastic processes, especially, of Levy driven models with/without jumps. I have interest in: asymptotic ...
Statistics for stochastic processes stands on a field that integrates theory of stochastic processes, stochastic analysis, and mathematical statistics.
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