• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Uehara Yuma  上原 悠槙

ORCIDConnect your ORCID iD *help
Researcher Number 00822545
Other IDs
Affiliation (Current) 2025: 関西大学, システム理工学部, 准教授
2025: 大学共同利用機関法人情報・システム研究機構(機構本部施設等), データサイエンス共同利用基盤施設, 特任研究員
Affiliation (based on the past Project Information) *help 2023 – 2024: 関西大学, システム理工学部, 准教授
2020 – 2022: 関西大学, システム理工学部, 助教
2019: 統計数理研究所, リスク解析戦略研究センター, 特任助教
Review Section/Research Field
Principal Investigator
Basic Section 12040:Applied mathematics and statistics-related / Basic Section 60030:Statistical science-related
Except Principal Investigator
Basic Section 12040:Applied mathematics and statistics-related
Keywords
Principal Investigator
確率過程の統計 / 統計数学 / モデル選択理論 / ブートストラップ / 正規型疑似尤度 / モデル選択 / 情報量規準 / ブートストラップ法 / 確率微分方程式 / 統計学 / 高頻度データ … More
Except Principal Investigator
… More リスク予測 / 漸近正規性 / レヴィ過程 / 非同期観測モデル / 推定量の最適性 / ジャンプ型拡散過程 / 最尤型推定量 / 局所漸近正規性 / 拡散モデル / モデル選択 / 高頻度観測 / 機械学習 / 統計推測 / 確率過程 Less
  • Research Projects

    (3 results)
  • Research Products

    (16 results)
  • Co-Researchers

    (3 People)
  •  非正規連続時間モデルの統計理論構築Principal Investigator

    • Principal Investigator
      上原 悠槙
    • Project Period (FY)
      2023 – 2025
    • Research Category
      Grant-in-Aid for Early-Career Scientists
    • Review Section
      Basic Section 12040:Applied mathematics and statistics-related
    • Research Institution
      Kansai University
  •  ジャンプを含む確率過程の複雑な観測データに対する統計解析と新しい学習理論への応用

    • Principal Investigator
      荻原 哲平
    • Project Period (FY)
      2021 – 2025
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 12040:Applied mathematics and statistics-related
    • Research Institution
      The University of Tokyo
  •  Development and implementation of generic statistical methods for non-Gaussian stochastic differential equation models.Principal Investigator

    • Principal Investigator
      Uehara Yuma
    • Project Period (FY)
      2019 – 2023
    • Research Category
      Grant-in-Aid for Early-Career Scientists
    • Review Section
      Basic Section 60030:Statistical science-related
    • Research Institution
      Kansai University
      The Institute of Statistical Mathematics

All 2024 2023 2022 2021 2020 2019

All Journal Article Presentation

  • [Journal Article] Local Asymptotic Normality for Ergodic Jump-Diffusion Processes via Transition Density Approximation2023

    • Author(s)
      Teppei Ogihara; Yuma Uehara
    • Journal Title

      Bernoulli

      Volume: 29(3) Issue: 3 Pages: 2342-2366

    • DOI

      10.3150/22-bej1544

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-23K20809
  • [Journal Article] Local asymptotic normality for ergodic jump-diffusion processes via transition density appproximation2022

    • Author(s)
      Ogihara Teppei and Yuma Uehara
    • Journal Title

      Bernoulli, to appear

      Volume: -

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-23K20809
  • [Journal Article] Bootstrap method for misspecified ergodic Levy driven stochastic differential equation models2022

    • Author(s)
      Yuma Uehara
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: - Issue: 4 Pages: 1-33

    • DOI

      10.1007/s10463-022-00854-2

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19K20230
  • [Journal Article] Schwartz‐type model selection for ergodic stochastic differential equation models2020

    • Author(s)
      Eguchi Shoichi、Uehara Yuma
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: - Issue: 3 Pages: 950-968

    • DOI

      10.1111/sjos.12474

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19K20230
  • [Presentation] 飛躍型拡散過程モデルの統計理論2024

    • Author(s)
      上原悠槙
    • Organizer
      佐賀大学ワークショップ
    • Data Source
      KAKENHI-PROJECT-23K20809
  • [Presentation] Local asymptotic normality for discretely observed jump-diffusion processes2024

    • Author(s)
      Teppei Ogihara; Yuma Uehara
    • Organizer
      Stochastic Analysis and Statistics 2024
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20809
  • [Presentation] 飛躍型拡散過程モデルの統計理論2024

    • Author(s)
      上原悠槙
    • Organizer
      佐賀大学シンポジウム
    • Data Source
      KAKENHI-PROJECT-19K20230
  • [Presentation] YUIMAにおけるstudent-Levy回帰2023

    • Author(s)
      上原悠槙
    • Organizer
      2023年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-23K13023
  • [Presentation] Asymptotically efficient parameter estimation for jump-diffusion processes2023

    • Author(s)
      Teppei Ogihara; Yuma Uehara
    • Organizer
      JAFEE-ISM International Symposium on Quantative Finance 2023
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20809
  • [Presentation] Local asymptotic normality for discretely observed jump-diffusion processes2023

    • Author(s)
      Teppei Ogihara; Yuma Uehara
    • Organizer
      ANR EFFI Japan-France seminar
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20809
  • [Presentation] Quasi-likelihood analysis for Student-Levy regression2023

    • Author(s)
      Yuma Uehara
    • Organizer
      6th International Conference on Econometrics and Statistics
    • Data Source
      KAKENHI-PROJECT-23K13023
  • [Presentation] Weighted block bootstrap for misspecified ergodic Levy driven SDE models2023

    • Author(s)
      Yuma Uehara
    • Organizer
      10th International Congress on Industrial and Applied Mathematics
    • Data Source
      KAKENHI-PROJECT-19K20230
  • [Presentation] Local asymptotic normality for ergodic jump diffusion processes2021

    • Author(s)
      Yuma Uehara
    • Organizer
      15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K20809
  • [Presentation] Bootstrap method for misspecified ergodic stochastic differential equation models2019

    • Author(s)
      Yuma Uehara
    • Organizer
      CMStatistics 2019
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-19K20230
  • [Presentation] Bootstrap method for misspecified stochastic differential equation models2019

    • Author(s)
      Yuma Uehara
    • Organizer
      Risk and Statistics - 2nd ISM-UUlm Joint Workshop
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-19K20230
  • [Presentation] 誤特定連続時間モデルのためのブートストラップ理論2019

    • Author(s)
      上原悠槙
    • Organizer
      統計関連学会連合大会2019
    • Data Source
      KAKENHI-PROJECT-19K20230
  • 1.  荻原 哲平 (40746426)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 5 results
  • 2.  清水 泰隆 (70423085)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  深澤 正彰 (70506451)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

URL: 

Are you sure that you want to link your ORCID iD to your KAKEN Researcher profile?
* This action can be performed only by the researcher himself/herself who is listed on the KAKEN Researcher’s page. Are you sure that this KAKEN Researcher’s page is your page?

この研究者とORCID iDの連携を行いますか?
※ この処理は、研究者本人だけが実行できます。

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi