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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.

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Research Output

  • 354 Citations
  • 10 h-Index
  • 29 Article
  • 1 Comment/debate

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 journalArticle

  • 1 Citation (Scopus)

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

    Jasra, A., Kamatani, K. & Masuda, H., Jun 2019, In : Scandinavian Journal of Statistics. 46, 2, p. 545-574 30 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    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 journalArticle

  • 1 Citation (Scopus)

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

    Masuda, H., Mar 2019, In : Stochastic Processes and their Applications. 129, 3, p. 1013-1059 47 p.

    Research output: Contribution to journalArticle

  • 3 Citations (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 journalArticle

  • 1 Citation (Scopus)