×
Author ID: uchida.masayuki Recent zbMATH articles by "Uchida, Masayuki"
Published as: Uchida, Masayuki
Homepage: http://www.sigmath.es.osaka-u.ac.jp/~uchida/index-e.html
External Links: Google Scholar

Publications by Year

Citations contained in zbMATH Open

38 Publications have been cited 440 times in 163 Documents Cited by Year
Adaptive estimation of an ergodic diffusion process based on sampled data. Zbl 1243.62113
Uchida, Masayuki; Yoshida, Nakahiro
51
2012
Small-diffusion asymptotics for discretely sampled stochastic differential equations. Zbl 1043.60050
Sørensen, Michael; Uchida, Masayuki
38
2003
Hybrid multi-step estimators for stochastic differential equations based on sampled data. Zbl 1329.62110
Kamatani, Kengo; Uchida, Masayuki
29
2015
Information criteria in model selection for mixing processes. Zbl 1092.62595
Uchida, Masayuki; Yoshida, Nakahiro
26
2001
Estimation for discretely observed small diffusions based on approximate martingale estimating functions. Zbl 1062.62162
Uchida, Masayuki
26
2004
Contrast-based information criterion for ergodic diffusion processes from discrete observations. Zbl 1422.60135
Uchida, Masayuki
25
2010
Asymptotic expansion for small diffusions applied to option pricing. Zbl 1125.62311
Uchida, Masayuki; Yoshida, Nakahiro
23
2004
Information criteria for small diffusions via the theory of Malliavin-Watanabe. Zbl 1333.62032
Uchida, Masayuki; Yoshida, Nakahiro
23
2004
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. Zbl 1333.62200
Uchida, Masayuki; Yoshida, Nakahiro
21
2014
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field. Zbl 1284.62539
Uchida, Masayuki; Yoshida, Nakahiro
20
2013
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
18
2011
Approximate martingale estimating functions for stochastic differential equations with small noises. Zbl 1145.62065
Uchida, Masayuki
16
2008
Parametric estimation for a parabolic linear SPDE model based on discrete observations. Zbl 1455.62055
Kaino, Yusuke; Uchida, Masayuki
13
2021
Asymptotic expansion and information criteria. Zbl 1104.62015
Uchida, Masayuki; Yoshida, Nakahiro
9
2006
Hybrid estimators for stochastic differential equations from reduced data. Zbl 1450.62102
Kaino, Yusuke; Uchida, Masayuki
9
2018
On generating functions of waiting time problems for sequence patterns of discrete random variables. Zbl 0961.60028
Uchida, Masayuki
8
1998
Adaptive test statistics for ergodic diffusion processes sampled at discrete times. Zbl 1287.62016
Kitagawa, Hayato; Uchida, Masayuki
7
2014
Estimation for dynamical systems with small noise from discrete observations. Zbl 1063.62116
Uchida, Masayuki
7
2003
Hybrid estimators for small diffusion processes based on reduced data. Zbl 1401.62034
Kaino, Yusuke; Uchida, Masayuki
7
2018
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
Inference for ergodic diffusions plus noise. Zbl 1418.62343
Nakakita, Shogo H.; Uchida, Masayuki
6
2019
Hybrid multi-step estimation of the volatility for stochastic regression models. Zbl 1403.62150
Kamatani, Kengo; Nogita, Akihiro; Uchida, Masayuki
5
2016
Adaptive test for ergodic diffusions plus noise. Zbl 1422.62092
Nakakita, Shogo H.; Uchida, Masayuki
5
2019
Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data. Zbl 1422.62107
Nomura, Ryosuke; Uchida, Masayuki
5
2016
Adaptive estimator for a parabolic linear SPDE with a small noise. Zbl 1477.62223
Kaino, Yusuke; Uchida, Masayuki
5
2021
AIC type statistics for discretely observed ergodic diffusion processes. Zbl 1298.62042
Fujii, Takayuki; Uchida, Masayuki
4
2014
Sooner and later waiting time problems in a two-state Markov chain. Zbl 0841.60058
Uchida, Masayuki; Aki, Sigeo
4
1995
Hybrid estimation for an ergodic diffusion process based on reduced data. Zbl 1448.62073
Kaino, Yusuke; Uchida, Masayuki; Yoshida, Yuto
4
2017
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
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise. Zbl 1471.62377
Nakakita, Shogo H.; Kaino, Yusuke; Uchida, Masayuki
3
2021
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations. Zbl 07535468
Tonaki, Yozo; Kaino, Yusuke; Uchida, Masayuki
2
2022
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
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations. Zbl 1437.62099
Kaino, Yusuke; Nakakita, Shogo H.; Uchida, Masayuki
2
2020
Adaptive inference for small diffusion processes based on sampled data. Zbl 07710915
Kawai, Tetsuya; Uchida, Masayuki
1
2023
Adaptive testing method for ergodic diffusion processes based on high frequency data. Zbl 1480.62169
Kawai, Tetsuya; Uchida, Masayuki
1
2022
Model selection for volatility prediction. Zbl 1359.62348
Uchida, Masayuki; Yoshida, Nakahiro
1
2016
Adaptive inference for small diffusion processes based on sampled data. Zbl 07710915
Kawai, Tetsuya; Uchida, Masayuki
1
2023
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations. Zbl 07535468
Tonaki, Yozo; Kaino, Yusuke; Uchida, Masayuki
2
2022
Adaptive testing method for ergodic diffusion processes based on high frequency data. Zbl 1480.62169
Kawai, Tetsuya; Uchida, Masayuki
1
2022
Parametric estimation for a parabolic linear SPDE model based on discrete observations. Zbl 1455.62055
Kaino, Yusuke; Uchida, Masayuki
13
2021
Adaptive estimator for a parabolic linear SPDE with a small noise. Zbl 1477.62223
Kaino, Yusuke; Uchida, Masayuki
5
2021
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise. Zbl 1471.62377
Nakakita, Shogo H.; Kaino, Yusuke; Uchida, Masayuki
3
2021
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations. Zbl 1437.62099
Kaino, Yusuke; Nakakita, Shogo H.; Uchida, Masayuki
2
2020
Inference for ergodic diffusions plus noise. Zbl 1418.62343
Nakakita, Shogo H.; Uchida, Masayuki
6
2019
Adaptive test for ergodic diffusions plus noise. Zbl 1422.62092
Nakakita, Shogo H.; Uchida, Masayuki
5
2019
Hybrid estimators for stochastic differential equations from reduced data. Zbl 1450.62102
Kaino, Yusuke; Uchida, Masayuki
9
2018
Hybrid estimators for small diffusion processes based on reduced data. Zbl 1401.62034
Kaino, Yusuke; Uchida, Masayuki
7
2018
Hybrid estimation for an ergodic diffusion process based on reduced data. Zbl 1448.62073
Kaino, Yusuke; Uchida, Masayuki; Yoshida, Yuto
4
2017
Hybrid multi-step estimation of the volatility for stochastic regression models. Zbl 1403.62150
Kamatani, Kengo; Nogita, Akihiro; Uchida, Masayuki
5
2016
Adaptive Bayes estimators and hybrid estimators for small diffusion processes based on sampled data. Zbl 1422.62107
Nomura, Ryosuke; Uchida, Masayuki
5
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
29
2015
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations. Zbl 1333.62200
Uchida, Masayuki; Yoshida, Nakahiro
21
2014
Adaptive test statistics for ergodic diffusion processes sampled at discrete times. Zbl 1287.62016
Kitagawa, Hayato; Uchida, Masayuki
7
2014
AIC type statistics for discretely observed ergodic diffusion processes. Zbl 1298.62042
Fujii, Takayuki; Uchida, Masayuki
4
2014
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field. Zbl 1284.62539
Uchida, Masayuki; Yoshida, Nakahiro
20
2013
Adaptive estimation of an ergodic diffusion process based on sampled data. Zbl 1243.62113
Uchida, Masayuki; Yoshida, Nakahiro
51
2012
Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258
Uchida, Masayuki; Yoshida, Nakahiro
18
2011
Contrast-based information criterion for ergodic diffusion processes from discrete observations. Zbl 1422.60135
Uchida, Masayuki
25
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
16
2008
Asymptotic expansion and information criteria. Zbl 1104.62015
Uchida, Masayuki; Yoshida, Nakahiro
9
2006
Martingale estimating functions based on eigenfunctions for discretely observed small diffusions. Zbl 1270.62117
Uchida, Masayuki
3
2006
Estimation for discretely observed small diffusions based on approximate martingale estimating functions. Zbl 1062.62162
Uchida, Masayuki
26
2004
Asymptotic expansion for small diffusions applied to option pricing. Zbl 1125.62311
Uchida, Masayuki; Yoshida, Nakahiro
23
2004
Information criteria for small diffusions via the theory of Malliavin-Watanabe. Zbl 1333.62032
Uchida, Masayuki; Yoshida, Nakahiro
23
2004
Small-diffusion asymptotics for discretely sampled stochastic differential equations. Zbl 1043.60050
Sørensen, Michael; Uchida, Masayuki
38
2003
Estimation for dynamical systems with small noise from discrete observations. Zbl 1063.62116
Uchida, Masayuki
7
2003
Information criteria in model selection for mixing processes. Zbl 1092.62595
Uchida, Masayuki; Yoshida, Nakahiro
26
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
all top 5

Cited by 157 Authors

24 Uchida, Masayuki
19 Yoshida, Nakahiro
11 Masuda, Hiroki
9 Kaino, Yusuke
7 Shimizu, Yasutaka
6 De Gregorio, Alessandro
6 Kutoyants, Yury A.
6 Ogihara, Teppei
5 Aki, Sigeo
5 Iacus, Stefano Maria
5 Shen, Guangjun
4 Laredo, Catherine F.
4 Tonaki, Yozo
4 Wu, Jianglun
3 Inoue, Kiyoshi
3 Kamatani, Kengo
3 Long, Hongwei
3 Nakakita, Shogo H.
3 Pozdnyakov, Vladimir
3 Shu, Huisheng
3 Uehara, Yuma
3 Zhang, Xuekang
2 Albeverio, Sergio A.
2 Antzoulakos, Demetrios L.
2 Boutsikas, Michael V.
2 Brouste, Alexandre
2 Chang, Yung-Ming
2 Cialenco, Igor
2 Cordoni, Francesco Giuseppe
2 Di Persio, Luca
2 Eguchi, Shoichi
2 Fu, James C.
2 Gailus, Siragan
2 Gao, Zhenlong
2 Genon-Catalot, Valentine
2 Glaz, Joseph
2 Gloter, Arnaud
2 Guy, Romain
2 Hildebrandt, Florian
2 Hirano, Katuomi
2 Kawai, Tetsuya
2 Kobayashi, Mitsuki
2 Kulldorff, Martin
2 Li, Chenxu
2 Li, Jingjie
2 Ma, Chunhua
2 Martin, Donald E. K.
2 Nakajima, Shohei
2 Negri, Ilia
2 Nishiyama, Yoichi
2 Pasemann, Gregor
2 Ren, Panpan
2 Sakamoto, Yuji
2 Shimizu, Yusuke
2 Shinde, Ramkrishna Lahu
2 Spiliopoulos, Konstantinos V.
2 Steele, J. Michael
2 Trabs, Mathias
2 Tudor, Ciprian A.
2 Vergu, Elisabeta
2 Wang, Qingbo
2 Wei, Chao
2 Yang, Xu
2 Yu, Qian
1 Alonso, Sergio
1 Altmeyer, Randolf
1 An, Yu
1 Avetisian, D. A.
1 Balakin, S. V.
1 Baldi, Paolo
1 Bertozzi, Andrea Louise
1 Beta, Carsten
1 Bibinger, Markus
1 Bossert, Patrick
1 Bourguin, Solesne
1 Cai, Ning
1 Casini, Alessandro
1 Chen, Nan
1 Clinet, Simon
1 Cuong, Tran Manh
1 Dabye, Ali Souleymane
1 Dehay, Dominique
1 Nguyen Tien Dung
1 Dutang, Christophe
1 El Waled, Khalil
1 Farinetto, Christian
1 Flemming, Sven
1 Fujii, Takayuki
1 Fujimori, Kou
1 Fukasawa, Masaaki
1 Gamain, Julie
1 Gobet, Emmanuel
1 Gounoung, A. A.
1 Han, Sung-Il
1 Hang, Nguyen Thu
1 Hovsepyan, Lilit
1 Hubalek, Friedrich
1 Iafrate, Francesco
1 Inatsugu, Haruhiko
1 Jacod, Jean
...and 57 more Authors
all top 5

Cited in 50 Serials

24 Stochastic Processes and their Applications
20 Statistical Inference for Stochastic Processes
19 Annals of the Institute of Statistical Mathematics
11 Japanese Journal of Statistics and Data Science
10 Journal of Statistical Planning and Inference
8 Electronic Journal of Statistics
6 Statistics & Probability Letters
5 Journal of Applied Probability
5 Communications in Statistics. Theory and Methods
4 Bernoulli
3 Metrika
3 Journal of Multivariate Analysis
2 The Annals of Statistics
2 Journal of Econometrics
2 Multiscale Modeling & Simulation
2 Advances in Difference Equations
2 Journal of the Japan Statistical Society. Japanese Issue
1 Journal of Mathematical Biology
1 Journal of Statistical Physics
1 Scandinavian Journal of Statistics
1 Applied Mathematics and Computation
1 Mathematics of Operations Research
1 Stochastic Analysis and Applications
1 Statistics
1 Probability Theory and Related Fields
1 Computers & Operations Research
1 Journal of Theoretical Probability
1 Economics Letters
1 Discrete Mathematics and Applications
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 Computational Statistics and Data Analysis
1 Journal of Nonlinear Science
1 Theory of Probability and Mathematical Statistics
1 Mathematical Methods of Statistics
1 Statistical Papers
1 Abstract and Applied Analysis
1 Journal of Inequalities and Applications
1 International Journal of Theoretical and Applied Finance
1 Acta Mathematica Sinica. English Series
1 Probability in the Engineering and Informational Sciences
1 Econometric Theory
1 Brazilian Journal of Probability and Statistics
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Decisions in Economics and Finance
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Stochastics and Dynamics
1 Networks and Heterogeneous Media
1 Statistics and Computing
1 Probability, Uncertainty and Quantitative Risk

Citations by Year