Uehara Yuma 上原悠槙

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

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

Uehara Yuma 上原 悠槙

Research Projects

Research Products

Co-Researchers

非正規連続時間モデルの統計理論構築Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

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

Project Period (FY)

Research Category

Review Section

Research Institution

Development and implementation of generic statistical methods for non-Gaussian stochastic differential equation models.Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

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

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Local asymptotic normality for ergodic jump-diffusion processes via transition density appproximation2022

Author(s)

Journal Title

Data Source

[Journal Article] Bootstrap method for misspecified ergodic Levy driven stochastic differential equation models2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Schwartz‐type model selection for ergodic stochastic differential equation models2020

Author(s)

Journal Title

DOI

Data Source

[Presentation] 飛躍型拡散過程モデルの統計理論2024

Author(s)

Organizer

Data Source

[Presentation] Local asymptotic normality for discretely observed jump-diffusion processes2024

Author(s)

Organizer

Data Source

[Presentation] 飛躍型拡散過程モデルの統計理論2024

Author(s)

Organizer

Data Source

[Presentation] YUIMAにおけるstudent-Levy回帰2023

Author(s)

Organizer

Data Source

[Presentation] Asymptotically efficient parameter estimation for jump-diffusion processes2023

Author(s)

Organizer

Data Source

[Presentation] Local asymptotic normality for discretely observed jump-diffusion processes2023

Author(s)

Organizer

Data Source

[Presentation] Quasi-likelihood analysis for Student-Levy regression2023

Author(s)

Organizer

Data Source

[Presentation] Weighted block bootstrap for misspecified ergodic Levy driven SDE models2023

Author(s)

Organizer

Data Source

[Presentation] Local asymptotic normality for ergodic jump diffusion processes2021

Author(s)

Organizer

Data Source

[Presentation] Bootstrap method for misspecified ergodic stochastic differential equation models2019

Author(s)

Organizer

Uehara Yuma 上原悠槙