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Uchida, Masayuki

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Author ID: uchida.masayuki Recent zbMATH articles by "Uchida, Masayuki"
Published as: Uchida, M.; Uchida, Masayuki
Documents Indexed: 39 Publications since 1989

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 260 times in 104 Documents Cited by Year
Adaptive estimation of an ergodic diffusion process based on sampled data. Zbl 1243.62113
Uchida, Masayuki; Yoshida, Nakahiro
32
2012
Information criteria in model selection for mixing processes. Zbl 1092.62595
Uchida, Masayuki; Yoshida, Nakahiro
21
2001
Small-diffusion asymptotics for discretely sampled stochastic differential equations. Zbl 1043.60050
Sørensen, Michael; Uchida, Masayuki
20
2003
Information criteria for small diffusions via the theory of Malliavin-Watanabe. Zbl 1333.62032
Uchida, Masayuki; Yoshida, Nakahiro
18
2004
Contrast-based information criterion for ergodic diffusion processes from discrete observations. Zbl 1422.60135
Uchida, Masayuki
17
2010
Hybrid multi-step estimators for stochastic differential equations based on sampled data. Zbl 1329.62110
Kamatani, Kengo; Uchida, Masayuki
16
2015
Asymptotic expansion for small diffusions applied to option pricing. Zbl 1125.62311
Uchida, Masayuki; Yoshida, Nakahiro
16
2004
Estimation for discretely observed small diffusions based on approximate martingale estimating functions. Zbl 1062.62162
Uchida, Masayuki
15
2004
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field. Zbl 1284.62539
Uchida, Masayuki; Yoshida, Nakahiro
14
2013
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. Zbl 1333.62200
Uchida, Masayuki; Yoshida, Nakahiro
12
2014
Approximate martingale estimating functions for stochastic differential equations with small noises. Zbl 1145.62065
Uchida, Masayuki
9
2008
On generating functions of waiting time problems for sequence patterns of discrete random variables. Zbl 0961.60028
Uchida, Masayuki
8
1998
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
7
2011
Asymptotic expansion and information criteria. Zbl 1104.62015
Uchida, Masayuki; Yoshida, Nakahiro
7
2006
On number of occurrences of success runs of specified length in a higher-order two-state Markov chain. Zbl 0919.60066
Uchida, Masayuki
6
1998
Hybrid estimators for stochastic differential equations from reduced data. Zbl 1450.62102
Kaino, Yusuke; Uchida, Masayuki
4
2018
Hybrid multi-step estimation of the volatility for stochastic regression models. Zbl 1403.62150
Kamatani, Kengo; Nogita, Akihiro; Uchida, Masayuki
4
2016
Estimation for dynamical systems with small noise from discrete observations. Zbl 1063.62116
Uchida, Masayuki
4
2003
Sooner and later waiting time problems in a two-state Markov chain. Zbl 0841.60058
Uchida, Masayuki; Aki, Sigeo
4
1995
Inference for ergodic diffusions plus noise. Zbl 1418.62343
Nakakita, Shogo H.; Uchida, Masayuki
3
2019
AIC type statistics for discretely observed ergodic diffusion processes. Zbl 1298.62042
Fujii, Takayuki; Uchida, Masayuki
3
2014
Adaptive test statistics for ergodic diffusion processes sampled at discrete times. Zbl 1287.62016
Kitagawa, Hayato; Uchida, Masayuki
3
2014
Martingale estimating functions based on eigenfunctions for discretely observed small diffusions. Zbl 1270.62117
Uchida, Masayuki
3
2006
Distributions of numbers of success-runs until the first consecutive \(k\) successes in higher order Markov dependent trials. Zbl 0894.60017
Hirano, Katuomi; Aki, Sigeo; Uchida, Masayuki
3
1997
Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data. Zbl 1422.62107
Nomura, Ryosuke; Uchida, Masayuki
2
2016
Parametric estimation for partially hidden diffusion processes sampled at discrete times. Zbl 1161.62049
Iacus, Stefano Maria; Uchida, Masayuki; Yoshida, Nakahiro
2
2009
Joint distributions of numbers of success-runs until the first consecutive \(k\) successes in a higher-order two-state Markov chain. Zbl 0923.60013
Uchida, Masayuki
2
1998
Etude microlocale de la diffraction par un coin. (Microlocal study of diffraction at a corner). Zbl 0711.35004
Uchida, M.
2
1990
Adaptive test for ergodic diffusions plus noise. Zbl 1422.62092
Nakakita, Shogo H.; Uchida, Masayuki
1
2019
Hybrid estimators for small diffusion processes based on reduced data. Zbl 1401.62034
Kaino, Yusuke; Uchida, Masayuki
1
2018
Model selection for volatility prediction. Zbl 1359.62348
Uchida, Masayuki; Yoshida, Nakahiro
1
2016
Inference for ergodic diffusions plus noise. Zbl 1418.62343
Nakakita, Shogo H.; Uchida, Masayuki
3
2019
Adaptive test for ergodic diffusions plus noise. Zbl 1422.62092
Nakakita, Shogo H.; Uchida, Masayuki
1
2019
Hybrid estimators for stochastic differential equations from reduced data. Zbl 1450.62102
Kaino, Yusuke; Uchida, Masayuki
4
2018
Hybrid estimators for small diffusion processes based on reduced data. Zbl 1401.62034
Kaino, Yusuke; Uchida, Masayuki
1
2018
Hybrid multi-step estimation of the volatility for stochastic regression models. Zbl 1403.62150
Kamatani, Kengo; Nogita, Akihiro; Uchida, Masayuki
4
2016
Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data. Zbl 1422.62107
Nomura, Ryosuke; Uchida, Masayuki
2
2016
Model selection for volatility prediction. Zbl 1359.62348
Uchida, Masayuki; Yoshida, Nakahiro
1
2016
Hybrid multi-step estimators for stochastic differential equations based on sampled data. Zbl 1329.62110
Kamatani, Kengo; Uchida, Masayuki
16
2015
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. Zbl 1333.62200
Uchida, Masayuki; Yoshida, Nakahiro
12
2014
AIC type statistics for discretely observed ergodic diffusion processes. Zbl 1298.62042
Fujii, Takayuki; Uchida, Masayuki
3
2014
Adaptive test statistics for ergodic diffusion processes sampled at discrete times. Zbl 1287.62016
Kitagawa, Hayato; Uchida, Masayuki
3
2014
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field. Zbl 1284.62539
Uchida, Masayuki; Yoshida, Nakahiro
14
2013
Adaptive estimation of an ergodic diffusion process based on sampled data. Zbl 1243.62113
Uchida, Masayuki; Yoshida, Nakahiro
32
2012
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
7
2011
Contrast-based information criterion for ergodic diffusion processes from discrete observations. Zbl 1422.60135
Uchida, Masayuki
17
2010
Parametric estimation for partially hidden diffusion processes sampled at discrete times. Zbl 1161.62049
Iacus, Stefano Maria; Uchida, Masayuki; Yoshida, Nakahiro
2
2009
Approximate martingale estimating functions for stochastic differential equations with small noises. Zbl 1145.62065
Uchida, Masayuki
9
2008
Asymptotic expansion and information criteria. Zbl 1104.62015
Uchida, Masayuki; Yoshida, Nakahiro
7
2006
Martingale estimating functions based on eigenfunctions for discretely observed small diffusions. Zbl 1270.62117
Uchida, Masayuki
3
2006
Information criteria for small diffusions via the theory of Malliavin-Watanabe. Zbl 1333.62032
Uchida, Masayuki; Yoshida, Nakahiro
18
2004
Asymptotic expansion for small diffusions applied to option pricing. Zbl 1125.62311
Uchida, Masayuki; Yoshida, Nakahiro
16
2004
Estimation for discretely observed small diffusions based on approximate martingale estimating functions. Zbl 1062.62162
Uchida, Masayuki
15
2004
Small-diffusion asymptotics for discretely sampled stochastic differential equations. Zbl 1043.60050
Sørensen, Michael; Uchida, Masayuki
20
2003
Estimation for dynamical systems with small noise from discrete observations. Zbl 1063.62116
Uchida, Masayuki
4
2003
Information criteria in model selection for mixing processes. Zbl 1092.62595
Uchida, Masayuki; Yoshida, Nakahiro
21
2001
On generating functions of waiting time problems for sequence patterns of discrete random variables. Zbl 0961.60028
Uchida, Masayuki
8
1998
On number of occurrences of success runs of specified length in a higher-order two-state Markov chain. Zbl 0919.60066
Uchida, Masayuki
6
1998
Joint distributions of numbers of success-runs until the first consecutive \(k\) successes in a higher-order two-state Markov chain. Zbl 0923.60013
Uchida, Masayuki
2
1998
Distributions of numbers of success-runs until the first consecutive \(k\) successes in higher order Markov dependent trials. Zbl 0894.60017
Hirano, Katuomi; Aki, Sigeo; Uchida, Masayuki
3
1997
Sooner and later waiting time problems in a two-state Markov chain. Zbl 0841.60058
Uchida, Masayuki; Aki, Sigeo
4
1995
Etude microlocale de la diffraction par un coin. (Microlocal study of diffraction at a corner). Zbl 0711.35004
Uchida, M.
2
1990
all top 5

Cited by 104 Authors

14 Uchida, Masayuki
12 Yoshida, Nakahiro
7 Masuda, Hiroki
6 Kutoyants, Yury A.
5 Aki, Sigeo
5 De Gregorio, Alessandro
5 Iacus, Stefano Maria
4 Kaino, Yusuke
4 Ogihara, Teppei
3 Inoue, Kiyoshi
3 Kamatani, Kengo
3 Li, Chenxu
3 Long, Hongwei
3 Pozdnyakov, Vladimir
3 Shimizu, Yasutaka
2 Albeverio, Sergio A.
2 Antzoulakos, Demetrios L.
2 Boutsikas, Michael V.
2 Chang, Yung-Ming
2 Fu, James C.
2 Glaz, Joseph
2 Guy, Romain
2 Hirano, Katuomi
2 Kulldorff, Martin
2 Laredo, Catherine F.
2 Li, Jingjie
2 Ma, Chunhua
2 Martin, Donald E. K.
2 Nakakita, Shogo H.
2 Negri, Ilia
2 Nishiyama, Yoichi
2 Sakamoto, Yuji
2 Shen, Guangjun
2 Shinde, Ramkrishna Lahu
2 Sorensen, Michael
2 Steele, J. Michael
2 Vergu, Elisabeta
2 Wu, Jianglun
2 Yang, Xu
1 An, Yu
1 Anuradha, Rohatgi
1 Balakin, S. V.
1 Baldi, Paolo
1 Cai, Ning
1 Chen, Nan
1 Clinet, Simon
1 Cordoni, Francesco Giuseppe
1 Dabye, Ali Souleyman
1 Di Persio, Luca
1 Eguchi, Shoichi
1 Fujii, Takayuki
1 Fujimori, Kou
1 Fukasawa, Masaaki
1 Gailus, Siragan
1 Gloter, Arnaud
1 Gobet, Emmanuel
1 Gounoung, A. A.
1 Han, Sung-Il
1 Hubalek, Friedrich
1 Jacod, Jean
1 Jakobsen, Nina Munkholt
1 Kamalja, Kirtee K.
1 Kerkyacharian, Gérard
1 Kitagawa, Hayato
1 Kotwal, Kirtee Shaligram
1 Koutras, Markos V.
1 Lebeau, Gilles
1 Lee, Sangyeol
1 Lin, Han-Ying
1 Marinucci, Domenico
1 Mariucci, Ester
1 Masuda, Hiroyuki
1 Matulewicz, Gustaw
1 Motrunich, A.
1 Pandhare, S. C.
1 Pellegrini, Gregorio
1 Picard, Dominique B.
1 Posedel, Petra
1 Rakitzis, Athanasios C.
1 Ramanathan, T. V.
1 Sarkar, Anish
1 Savel’ev, L. Ya.
1 Sen, Kanwar
1 Shen, Liang
1 Shi, Chao
1 Shimizu, Yoshinori
1 Shimizu, Yusuke
1 Smii, Boubaker
1 Sorensen, Michael E.
1 Spiliopoulos, Konstantinos V.
1 Sun, Wei
1 Suzuki, Takumi
1 Uchida, Motoo
1 Uehara, Yuma
1 Vidoni, Paolo
1 Wan, Xiangwei
1 Wang, Qingbo
1 Wei, Chao
1 Xu, Qingsong
1 Yang, Nian
...and 4 more Authors

Citations by Year