Tonaki, Yozo; Kaino, Yusuke; Uchida, Masayuki Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise. (English) Zbl 07806018 Stat. Inference Stoch. Process. 27, No. 1, 123-179 (2024). MSC: 62Mxx PDFBibTeX XMLCite \textit{Y. Tonaki} et al., Stat. Inference Stoch. Process. 27, No. 1, 123--179 (2024; Zbl 07806018) Full Text: DOI arXiv
Tonaki, Yozo; Kaino, Yusuke; Uchida, Masayuki Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations. (English) Zbl 07535468 Stat. Inference Stoch. Process. 25, No. 2, 397-430 (2022). MSC: 62Mxx PDFBibTeX XMLCite \textit{Y. Tonaki} et al., Stat. Inference Stoch. Process. 25, No. 2, 397--430 (2022; Zbl 07535468) Full Text: DOI arXiv
Kaino, Yusuke; Nakakita, Shogo H.; Uchida, Masayuki Hybrid estimation for ergodic diffusion processes based on noisy discrete observations. (English) Zbl 1437.62099 Stat. Inference Stoch. Process. 23, No. 1, 171-198 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62F10 62M10 60J60 60H15 PDFBibTeX XMLCite \textit{Y. Kaino} et al., Stat. Inference Stoch. Process. 23, No. 1, 171--198 (2020; Zbl 1437.62099) Full Text: DOI arXiv
Kaino, Yusuke; Uchida, Masayuki Hybrid estimators for stochastic differential equations from reduced data. (English) Zbl 1450.62102 Stat. Inference Stoch. Process. 21, No. 2, 435-454 (2018). MSC: 62M05 62F03 62-08 60J60 60H15 PDFBibTeX XMLCite \textit{Y. Kaino} and \textit{M. Uchida}, Stat. Inference Stoch. Process. 21, No. 2, 435--454 (2018; Zbl 1450.62102) Full Text: DOI
Kamatani, Kengo; Uchida, Masayuki Hybrid multi-step estimators for stochastic differential equations based on sampled data. (English) Zbl 1329.62110 Stat. Inference Stoch. Process. 18, No. 2, 177-204 (2015). MSC: 62F12 62M05 60J60 PDFBibTeX XMLCite \textit{K. Kamatani} and \textit{M. Uchida}, Stat. Inference Stoch. Process. 18, No. 2, 177--204 (2015; Zbl 1329.62110) Full Text: DOI
Fujii, Takayuki; Uchida, Masayuki AIC type statistics for discretely observed ergodic diffusion processes. (English) Zbl 1298.62042 Stat. Inference Stoch. Process. 17, No. 3, 267-282 (2014). MSC: 62F12 62M05 60J60 PDFBibTeX XMLCite \textit{T. Fujii} and \textit{M. Uchida}, Stat. Inference Stoch. Process. 17, No. 3, 267--282 (2014; Zbl 1298.62042) Full Text: DOI
Uchida, Masayuki; Yoshida, Nakahiro Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. (English) Zbl 1333.62200 Stat. Inference Stoch. Process. 17, No. 2, 181-219 (2014). MSC: 62M05 62F12 62F15 60J60 PDFBibTeX XMLCite \textit{M. Uchida} and \textit{N. Yoshida}, Stat. Inference Stoch. Process. 17, No. 2, 181--219 (2014; Zbl 1333.62200) Full Text: DOI
Uchida, Masayuki; Yoshida, Nakahiro Information criteria for small diffusions via the theory of Malliavin-Watanabe. (English) Zbl 1333.62032 Stat. Inference Stoch. Process. 7, No. 1, 35-67 (2004). MSC: 62B10 62E20 62M05 60H07 PDFBibTeX XMLCite \textit{M. Uchida} and \textit{N. Yoshida}, Stat. Inference Stoch. Process. 7, No. 1, 35--67 (2004; Zbl 1333.62032) Full Text: DOI
Uchida, Masayuki; Yoshida, Nakahiro Asymptotic expansion for small diffusions applied to option pricing. (English) Zbl 1125.62311 Stat. Inference Stoch. Process. 7, No. 3, 189-223 (2004). MSC: 62E20 60H30 62P05 62M05 60H07 91G20 PDFBibTeX XMLCite \textit{M. Uchida} and \textit{N. Yoshida}, Stat. Inference Stoch. Process. 7, No. 3, 189--223 (2004; Zbl 1125.62311) Full Text: DOI
Uchida, Masayuki; Yoshida, Nakahiro Information criteria in model selection for mixing processes. (English) Zbl 1092.62595 Stat. Inference Stoch. Process. 4, No. 1, 73-98 (2001). MSC: 62M99 62E20 62M05 60H07 PDFBibTeX XMLCite \textit{M. Uchida} and \textit{N. Yoshida}, Stat. Inference Stoch. Process. 4, No. 1, 73--98 (2001; Zbl 1092.62595) Full Text: DOI