Research Output per year

## Fingerprint Dive into the research topics where Hiroki Masuda is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Stable Process
Mathematics

Ornstein-Uhlenbeck Process
Mathematics

Quasi-likelihood
Mathematics

Jump
Mathematics

Stochastic Equations
Mathematics

Estimator
Mathematics

Differential equation
Mathematics

Edgeworth Expansion
Mathematics

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## Research Output 2004 2019

1
Citation
(Scopus)

### AIC for the non-concave penalized likelihood method

Umezu, Y., Shimizu, Y., Masuda, H. & Ninomiya, Y., Apr 1 2019, In : Annals of the Institute of Statistical Mathematics. 71, 2, p. 247-274 28 p.Research output: Contribution to journal › Article

Penalized Likelihood

Information Criterion

Likelihood Methods

Penalized Maximum Likelihood

Model Selection

### Data driven time scale in Gaussian quasi-likelihood inference

Eguchi, S. & Masuda, H., Oct 15 2019, In : Statistical Inference for Stochastic Processes. 22, 3, p. 383-430 48 p.Research output: Contribution to journal › Article

Likelihood Inference

Quasi-likelihood

Data-driven

Model Selection

Time Scales

1
Citation
(Scopus)

### Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process

Masuda, H., Mar 1 2019, In : Stochastic Processes and their Applications. 129, 3, p. 1013-1059 47 p.Research output: Contribution to journal › Article

Quasi-likelihood

Stable Process

Maximum likelihood

Stochastic Equations

Quasi-maximum Likelihood

### Bayesian inference for stable Lévy–driven stochastic differential equations with high-frequency data

Jasra, A., Kamatani, K. & Masuda, H., Jan 1 2018, (Accepted/In press) In : Scandinavian Journal of Statistics.Research output: Contribution to journal › Article

High-frequency Data

Bayesian inference

Stochastic Equations

Differential equation

Metropolis-Hastings

1
Citation
(Scopus)

### Efficient estimation of stable Lévy process with symmetric jumps

Brouste, A. & Masuda, H., Jul 1 2018, In : Statistical Inference for Stochastic Processes. 21, 2, p. 289-307 19 p.Research output: Contribution to journal › Article

Efficient Estimation

Stable Process

Likelihood

Jump

Local Asymptotic Normality