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MASUDA Hiroki  増田 弘毅

… Alternative Names

増田 弘毅  マスダ ヒロキ

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Researcher Number 10380669
Other IDs
  • ORCIDhttps://orcid.org/0000-0002-5553-9201
Affiliation (Current) 2025: 東京大学, 大学院数理科学研究科, 教授
Affiliation (based on the past Project Information) *help 2023 – 2024: 東京大学, 大学院数理科学研究科, 教授
2022: 九州大学, 数理学研究院, 教授
2016 – 2019: 九州大学, 数理学研究院, 教授
2015: 九州大学, 大学院数理学研究院, 教授
2014 – 2015: 九州大学, 数理(科)学研究科(研究院), 教授 … More
2012 – 2014: 九州大学, 学内共同利用施設等, 准教授
2011 – 2014: 九州大学, マス・フォア・インダストリ研究所, 准教授
2013: 九州大学, MI 研究所, 准教授
2013: 九州大学, マス・フォア・インダストリ研究所, 准教授
2012: 九州大学, 数理科学研究院, 准教授
2010: Kyushu University, 大学院・数理学研究院, 准教授
2010: 九州大学, 数理学研究院, 准教授
2007 – 2009: Kyushu University, 大学院・数理学研究院, 助教
2007: 九州大学, 大学院・数理学研究院, 助手
2005 – 2006: 九州大学, 大学院数理学研究院, 助手 Less
Review Section/Research Field
Principal Investigator
General mathematics (including Probability theory/Statistical mathematics) / Foundations of mathematics/Applied mathematics / Medium-sized Section 12:Analysis, applied mathematics, and related fields / Basic Section 12040:Applied mathematics and statistics-related
Except Principal Investigator
Statistical science / Statistical science / Sections That Are Subject to Joint Review: Basic Section60030:Statistical science-related , Basic Section61030:Intelligent informatics-related / Basic Section 61030:Intelligent informatics-related / Basic Section 60030:Statistical science-related / General mathematics (including Probability theory/Statistical mathematics)
Keywords
Principal Investigator
統計的漸近理論 / 確率微分方程式 / 確率過程 / 確率過程モデル / 統計的漸近推測 / 統計数学 / 確率解析 / 確率過程論 / 統計的漸近推測理論 / モデル時間スケール … More / 非正規分布 / 極限定理 / レヴィノイズ / 確率過程の統計学 / 確率論 / 漸近最適推測 / 確率微分方程式の統計 / 確率過程の推測 / 非正規型疑似尤度解析 / 高頻度データ / 局所安定ノイズ過程 / 確率過程の統計推測 / 非正規型擬似安定尤度解析 / 擬似安定レヴィ過程 / 擬似安定過程モデル / 疑似安定過程モデル / 疑似安定過程 / 確率微分方程式モデル / ジャンプ過程 / レヴィ過程 / 漸近理論 / 高次分布論 / 漸近推測 / 無限分解可能性 … More
Except Principal Investigator
モデル選択 / 確率過程 / 統計数学 / スパースモデリング / 漸近理論 / 機械学習 / 非線形モデリング / 解析学 / 擬似尤度解析 / 極限定理 / ボラティリティ / セミマルチンゲール / 疑似尤度解析 / 森林減少 / 時空間モデリング / 時系列解析 / ARXモデル / 時空間現象モデリング / パターン認識 / モデル評価基準 / 高次非線形モデリング / 拡散過程 / 学習理論 / 計算統計 / ベイズ理論 / データ科学 / 統計的推測 / 確率解析 / リミットオーダーブック / リード・ラグ / 点過程 / 超高頻度データ / 倍数体 / 遺伝子発現 / 植物の表現型 / コンピュータビジョン / 遺伝子ネットワーク / 超高解像度画像 / 自己回帰型回帰モデル / 構造的SVM / マルチラベル判別 / 遺伝子間制御ネットワーク / 磁気嵐指数 / 太陽活動 / マルチンゲール展開 / ファイナンス / 確率論 / 非同期共分散推定 / 確率過程の統計学 / Malliavin解析 / 漸近展開 / 確率積分 / 漸近分布論 / 実現ボラティリティ / 統計的漸近推測 / ジャンプ過程 / 縮小推定 / 高頻度データ解析 / 疑似最尤法 / レヴィ過程駆動型モデル / 非整数ブラウン運動 / 高頻度不規則観測 / Levy過程駆動型SDE / 数理統計学 / 環境データの統計モデリング / 非線形回帰モデル / 密度推定 / 確率微分方程式モデル / 方向分布 / エッジワース展開 / モデル評価 / directional statistics / media science / lasso / non-parametric test / density estimation / stochastic process / spatial data / environmental statistics / 角度分布 / ノンパラメトリック統計 / 一般化線形モデル / 時空間統計解析 / 確率微分方程式 / 宇宙天気 / ノンパラメトリック解析 / 環境統計 / 非線形確率微分方程式 / 非正則統計モデル / 変化点解析 / 漸近推測 / 混合分布モデル / 空間データ / Lasso型正則化法 / ノンパラメトリック / 識別・判別法 / 構造方程式モデリング / L1タイプ正則化推定法 / 高次漸近理論 / L1型正則化法 / カーネル型推定量 / 時空間現象解析 / ベイズ型予測分布モデル / スパース回帰 / ベイズ型モデリング / ロバストモデリング / 高次情報量規準 / ベイズ型予測モデル評価基準 / ベイズモデリング / 正則化法 / 高次モデル評価基準 / spatial boosting / Bagging / AdaBoost / machine leaning / Markov random fields / ensemble learning / pattern recognition / maximal rank of tensors / contingency table / Baysian factor analysis / functional data analysis / unmixing / deforastation / semi-supervised classification / 階数決定問題 / ベイズ推論 / ICM method / contextual image classification / Markov random field / Unmixing / カテゴリ分解 / 分類・パターン認識 / テンソルデータ解析 / 高次元分割表 / 正則化推定法 / 非線形回帰モデリング / 森林減少メカニズム推定 / 多重分光画像 / 統計モデリング / 時空間現象 / 非正則モデル / 統計的学習理論 / 空間データ解析 / 識別・判別 / 統計的漸近理論 / 多変量確率過程 / プロフィールモデル / 因子分析モデル / 共分散構造分析 / カーネル法 / 関数データ解析 Less
  • Research Projects

    (16 results)
  • Research Products

    (251 results)
  • Co-Researchers

    (28 People)
  •  Statistical modelling for stochastic differential equations based on high frequency data

    • Principal Investigator
      内田 雅之
    • Project Period (FY)
      2024 – 2027
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 60030:Statistical science-related
      Basic Section 61030:Intelligent informatics-related
      Sections That Are Subject to Joint Review: Basic Section60030:Statistical science-related , Basic Section61030:Intelligent informatics-related
    • Research Institution
      Osaka University
  •  Modeling individual time scales and their application to large-scale population data analysisPrincipal Investigator

    • Principal Investigator
      増田 弘毅
    • Project Period (FY)
      2024 – 2026
    • Research Category
      Grant-in-Aid for Challenging Research (Exploratory)
    • Review Section
      Medium-sized Section 12:Analysis, applied mathematics, and related fields
    • Research Institution
      The University of Tokyo
  •  Deepening and developing statistical theory for dependent data based on Levy noisePrincipal Investigator

    • Principal Investigator
      増田 弘毅
    • Project Period (FY)
      2022 – 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
      Kyushu University
  •  Deepening statistical inference for stochastic processes via locally non-Gaussian quasi-likelihoodPrincipal Investigator

    • Principal Investigator
      Masuda Hiroki
    • Project Period (FY)
      2017 – 2019
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Foundations of mathematics/Applied mathematics
    • Research Institution
      Kyushu University
  •  Statistical modeling of spatio-temporal data on natural and social phenomena, and those understanding

    • Principal Investigator
      Nishii Ryuei
    • Project Period (FY)
      2015 – 2018
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Kyushu University
  •  New statistical inference for locally stable model and its implementationPrincipal Investigator

    • Principal Investigator
      Masuda Hiroki
    • Project Period (FY)
      2014 – 2016
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Foundations of mathematics/Applied mathematics
    • Research Institution
      Kyushu University
  •  Ultra high frequency data and lead-lag

    • Principal Investigator
      Yoshida Nakahiro
    • Project Period (FY)
      2014 – 2016
    • Research Category
      Grant-in-Aid for Challenging Exploratory Research
    • Research Field
      Statistical science
    • Research Institution
      The University of Tokyo
  •  Statistical inference for stochastic differential equations and its applications to high frequency data analysis

    • Principal Investigator
      UCHIDA Masayuki
    • Project Period (FY)
      2012 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Osaka University
  •  Theoretical statistics for stochastic processes and limit theorems

    • Principal Investigator
      Yoshida Nakahiro
    • Project Period (FY)
      2012 – 2015
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      The University of Tokyo
  •  Statistical modeling of spatio-temporal data and quantitative grasp of phenomena

    • Principal Investigator
      NISHII Ryuei
    • Project Period (FY)
      2011 – 2014
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Kyushu University
  •  Developing statistical asymptotic theory for jump processes and its applicationsPrincipal Investigator

    • Principal Investigator
      MASUDA Hiroki
    • Project Period (FY)
      2011 – 2013
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University
  •  Nonlinear modeling based on high-dimensional data

    • Principal Investigator
      KONISHI Sadanori
    • Project Period (FY)
      2009 – 2013
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Chuo University
      Kyushu University
  •  Theory construction of asymptotic statistics for stochastic processes and its application to high-frequency data analysisPrincipal Investigator

    • Principal Investigator
      MASUDA Hiroki
    • Project Period (FY)
      2008 – 2010
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University
  •  Research of classification methods of hyper-spectral data, elucidation of the theoretical nature and applications to real data

    • Principal Investigator
      NISHII Ryuei
    • Project Period (FY)
      2007 – 2010
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Kyushu University
  •  Nonlinear multivariate analysis based on high-dimensional data and its application

    • Principal Investigator
      KONISHI Sadanori
    • Project Period (FY)
      2005 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Statistical science
    • Research Institution
      Kyushu University
  •  無限分解可能過程からの離散観測に基づく未知母数の推定および関連した高次理論Principal Investigator

    • Principal Investigator
      増田 弘毅
    • Project Period (FY)
      2005 – 2007
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      General mathematics (including Probability theory/Statistical mathematics)
    • Research Institution
      Kyushu University

All 2024 2023 2022 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2005 Other

All Journal Article Presentation Book

  • [Book] Stochastic process models. A Mathematical Approach to Research Problems of Science and Technology Mathematics for Industry 52014

    • Author(s)
      Masuda, H.
    • Publisher
      Springer Japan
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Journal Article] On local likelihood asymptotics for Gaussian mixed-effects model with system noise2024

    • Author(s)
      Imamura Takumi、Masuda Hiroki、Tajima Hayato
    • Journal Title

      Statistics & Probability Letters

      Volume: 208 Pages: 110074-110074

    • DOI

      10.1016/j.spl.2024.110074

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Journal Article] Gaussian quasi-information criteria for ergodic Levy driven SDE2023

    • Author(s)
      Eguchi Shoichi、Masuda Hiroki
    • Journal Title

      Annals of the Institute of Statistical Mathematics

      Volume: 76 Issue: 1 Pages: 111-157

    • DOI

      10.1007/s10463-023-00878-2

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Journal Article] Mixed-effects location-scale model based on generalized hyperbolic distribution2023

    • Author(s)
      Fujinaga Yuki、Masuda Hiroki
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 6 Issue: 2 Pages: 669-704

    • DOI

      10.1007/s42081-023-00207-0

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Journal Article] Optimal stable Ornstein-Uhlenbeck regression2023

    • Author(s)
      Masuda Hiroki
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: - Issue: 1 Pages: 573-605

    • DOI

      10.1007/s42081-023-00197-z

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Journal Article] Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Levy process.2019

    • Author(s)
      Hiroki Masuda
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 129:(3) Issue: 3 Pages: 1013-1059

    • DOI

      10.1016/j.spa.2018.04.004

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Journal Article] Data driven time scale in Gaussian quasi-likelihood inference2019

    • Author(s)
      Shoichi Eguchi、Hiroki Masuda
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 22 Issue: 3 Pages: 383-430

    • DOI

      10.1007/s11203-019-09197-x

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Journal Article] Bayesian inference for stable Levy-driven stochastic differential equations with high-frequency data2019

    • Author(s)
      Jasra Ajay、Kamatani Kengo、Masuda Hiroki
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: 46 Issue: 2 Pages: 545-574

    • DOI

      10.1111/sjos.12362

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-16K00046, KAKENHI-PROJECT-17K05367
  • [Journal Article] Bayesian inference for stable Levy driven stochastic differential equations with high-frequency data2019

    • Author(s)
      Ajay Jasra, Kengo Kamatani and Hiroki Masuda
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: 印刷中

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Journal Article] Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Levy proces2018

    • Author(s)
      Masuda Hiroki
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 印刷中

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Journal Article] Robust Relative Error Estimation2018

    • Author(s)
      Hirose Kei、Masuda Hiroki
    • Journal Title

      Entropy

      Volume: 20 Issue: 9 Pages: 632-632

    • DOI

      10.3390/e20090632

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-15H02670, KAKENHI-PROJECT-15K15949
  • [Journal Article] Efficient estimation of stable Levy process with symmetric jumps2018

    • Author(s)
      Alexandre Brouste and Hiroki Masuda
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 21:(2) Issue: 2 Pages: 289-307

    • DOI

      10.1007/s11203-018-9181-0

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Journal Article] On stepwise estimation of Levy driven stochastic differential equation2017

    • Author(s)
      Masuda Hiroki、Uehara Yuma
    • Journal Title

      Proceedings of the Institute of Statistical Mathematics

      Volume: 65 Pages: 21-38

    • NAID

      120006727358

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Journal Article] Two-step estimation of ergodic Levy driven SDE2017

    • Author(s)
      Hiroki Masuda and Yuma Uehara
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 20 Pages: 105-137

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Journal Article] Levy駆動型確率微分方程式の段階的推定について2017

    • Author(s)
      上原悠槙,増田弘毅
    • Journal Title

      統計数理

      Volume: 65

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Journal Article] Schwarz type model comparison for LAQ models2017

    • Author(s)
      Eguchi, S. and Masuda, H.
    • Journal Title

      Bernoulli

      Volume: 24 Issue: 3 Pages: 2278-2327

    • DOI

      10.3150/17-bej928

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15H02670
  • [Journal Article] Two-step estimation of ergodic Lévy driven SDE2016

    • Author(s)
      Hiroki Masuda and Yuma Uehara
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 未定 Issue: 1 Pages: 105-137

    • DOI

      10.1007/s11203-016-9133-5

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-26400204, KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-17K05367
  • [Journal Article] 非正規ノイズ型エルゴード過程の推定2015

    • Author(s)
      増田弘毅
    • Journal Title

      日本統計学会誌和文誌

      Volume: 44 Pages: 471-495

    • NAID

      110009930639

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Journal Article] Uniform LAN property of locally stable Levy process observed at high frequency2015

    • Author(s)
      Dmytro Ivanenko, Alexey M. Kulik, and Hiroki Masuda
    • Journal Title

      ALEA - Latin American Journal of Probability and Mathematical Statistics

      Volume: 12 Pages: 835-862

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Journal Article] Parametric estimation of Levy processes2015

    • Author(s)
      H. Masuda
    • Journal Title

      Lecture Notes in Mathematics

      Volume: 2128 Pages: 179-286

    • DOI

      10.1007/978-3-319-12373-8_3

    • ISBN
      9783319123721, 9783319123738
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23300106, KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-26400204, KAKENHI-PROJECT-15H02670
  • [Journal Article] Uniform LAN property of locally stable Lévy process observed at high frequency2015

    • Author(s)
      Dmytro Ivanenko, Alexey M. Kulik, and Hiroki Masuda
    • Journal Title

      ALEA - Latin American Journal of Probability and Mathematical Statistics

      Volume: 12

    • Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Journal Article] 非正規ノイズ型エルゴード過程の推定2015

    • Author(s)
      増田 弘毅
    • Journal Title

      日本統計学会誌和文誌

      Volume: 44 Pages: 471-495

    • NAID

      110009930639

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Journal Article] The yuima project: A computational framework for simulation and inference of stochastic differential equations2014

    • Author(s)
      Brouste, A., ,Fukasawa, M., Hino, H., Iacus, S., Kamatani, K., Koike, Y., Masuda, H., Nomura, R., Ogihara, T., Shimuzu, Y., Uchida M., and Yoshida, N.
    • Journal Title

      Journal of Statistical Software

      Volume: 57

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24340015
  • [Journal Article] The YUIMA project: A computational framework for simulation and inference of stochastic differential equations2014

    • Author(s)
      Brouste, A., Fukasawa, M., Hino, H., Iacus, S., Kamatani, K., Koike, Y., Masuda, H., Nomura, R., Ogihara, T., Shimuzu, Y., Uchida, M., and Yoshida, N.
    • Journal Title

      Journal of Statistical Software

      Volume: 57 Pages: 1-51

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Journal Article] Stochastic process models2014

    • Author(s)
      Masuda, H.
    • Journal Title

      A Mathematical Approach to Research Problems of Science and Technology Mathematics for Industry

      Volume: 5 Pages: 219-238

    • DOI

      10.1007/978-4-431-55060-0_17

    • ISBN
      9784431550594, 9784431550600
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Journal Article] The YUIMA project: A computational framework for simulation and inference of stochastic differential equations2014

    • Author(s)
      Brouste, A., Fukasawa, M., Hino, H., Iacus, S., Kamatani, K., Koike, Y., Masuda, H., Nomura, R., Ogihara, T., Shimuzu, Y., Uchida, M., and Yoshida, N.
    • Journal Title

      Journal of Statistical Software

      Volume: 57 Pages: 1-51

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Journal Article] The YUIMA project : A computational framework for simulation and inference of stochastic differential equations2014

    • Author(s)
      Brouste, A., Fukasawa, M., Hino, H., Iacus, S, Kamatani, K., Koike, Y., Masuda, H., Nomura, R., Ogihara, T., Shimuzu, Y., Uchida, M., and Yoshida, N
    • Journal Title

      Journal of Statistical Software

      Volume: 57, no.4 Pages: 1-51

    • URL

      http://www.jstatsoft.org/v57/i04

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Journal Article] The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations2014

    • Author(s)
      A. Brouste, M. Fukasawa, H. Hino, S. M. Iacus, K. Kamatani, Y. Koike, H. Masuda, R. Nomura, T. Ogihara, Y. Shimizu, M. Uchida, N. Yoshida
    • Journal Title

      Journal of Statistical Software

      Volume: 57, no. 4 Pages: 1-51

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-26540011
  • [Journal Article] Convergence of Gaussian quasi-likelihood random fields for ergodic Levy driven SDE observed at high frequency2013

    • Author(s)
      H. Masuda
    • Journal Title

      Annals of Statistics

      Volume: 41 Issue: 3 Pages: 1593-1641

    • DOI

      10.1214/13-aos1121

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23300106, KAKENHI-PROJECT-23740082, KAKENHI-PROJECT-24300107
  • [Journal Article] Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes2013

    • Author(s)
      H. Masuda
    • Journal Title

      Stochastic Processes and their Applications

      Volume: 123 Issue: 7 Pages: 2752-2778

    • DOI

      10.1016/j.spa.2013.03.013

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23300106, KAKENHI-PROJECT-23740082, KAKENHI-PROJECT-24300107
  • [Journal Article] Edgeworth expansion for the integrated Levy driven Ornstein-Uhlenbeck process2013

    • Author(s)
      H. Masuda and N. Yoshida
    • Journal Title

      Electronic Communications in Probability

      Volume: 18 Issue: none Pages: 1-10

    • DOI

      10.1214/ecp.v18-2726

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23300106, KAKENHI-PROJECT-23740082, KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24340015
  • [Journal Article] Local asymptotic normality for normal inverse Gaussian Levy processes with high-frequency sampling2012

    • Author(s)
      Reichiro Kawai, H.Masuda
    • Journal Title

      ESAIM : Probability and Statistics

      Volume: (to appear) Pages: 13-32

    • DOI

      10.1051/ps/2011101

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024, KAKENHI-PROJECT-23300106, KAKENHI-PROJECT-23740082, KAKENHI-PROJECT-24300107
  • [Journal Article] An optimal weight for realized variance based on intermittent high-frequency data2012

    • Author(s)
      Masuda, H. and Morimoto, T
    • Journal Title

      Japanese Economic Review

      Volume: 63 Issue: 4 Pages: 497-527

    • DOI

      10.1111/j.1468-5876.2011.00552.x

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23740082, KAKENHI-PROJECT-24300107
  • [Journal Article] Infinite variation tempered stable Ornstein-Uhlenbeck processes with discrete observations2012

    • Author(s)
      Reichiro Kawai, H.Masuda
    • Journal Title

      Communications in Statistics-Simulation and Computation

      Volume: 41(1) Issue: 1 Pages: 125-139

    • DOI

      10.1080/03610918.2011.582561

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024, KAKENHI-PROJECT-23300106, KAKENHI-PROJECT-23740082
  • [Journal Article] On simulation of tempered stable random variates2011

    • Author(s)
      Reiichiro Kawai, Hiroki Masuda
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 235 Pages: 2873-2887

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Local asymptotic normality for normal inverse Gaussian Levy processes with high-frequency sampling2011

    • Author(s)
      Reiichiro Kawai, Hiroki Masuda
    • Journal Title

      ESAIM.Probability and Statistics

      Volume: (掲載決定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] On the local asymptotic behavior of the likelihood function for Meixner Levy processes under high-frequency sampling2011

    • Author(s)
      Reichiro Kawai, H.Masuda
    • Journal Title

      Statistics and Probability Letters

      Volume: 81(4) Issue: 4 Pages: 460-469

    • DOI

      10.1016/j.spl.2010.12.011

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024, KAKENHI-PROJECT-23740082
  • [Journal Article] On simulation of tempered stable random variates2011

    • Author(s)
      Reichiro Kawai, H.Masuda
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 235(8) Issue: 8 Pages: 2873-2887

    • DOI

      10.1016/j.cam.2010.12.014

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024, KAKENHI-PROJECT-23740082
  • [Journal Article] Goodness of fit test for ergodic diffusions by discrete time observations : an innovation martingale approach2011

    • Author(s)
      Masuda, H., Negri, I., Nishiyama, Y.
    • Journal Title

      Journal of Nonparametric Statistics

      Volume: 23 Issue: 2 Pages: 237-254

    • DOI

      10.1080/10485252.2010.510186

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23300106, KAKENHI-PROJECT-23740082
  • [Journal Article] On the local asymptotic behavior of the likelihood function for Meixner Levy processes under high-frequency sampling.2011

    • Author(s)
      Kawai, R., Masuda, H.
    • Journal Title

      Statistics and Probability Letters 81

      Pages: 460-469

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes2011

    • Author(s)
      Reichiro Kawai, H.Masuda
    • Journal Title

      Monte Carlo Methods and Applications

      Volume: 17(3) Issue: 3 Pages: 279-300

    • DOI

      10.1515/mcma.2011.012

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21340024, KAKENHI-PROJECT-23300106, KAKENHI-PROJECT-23740082
  • [Journal Article] On the local asymptotic behavior of the likelihood function for Meixner Levy processes under high-frequency sampling2011

    • Author(s)
      Reiichiro Kawai, Hiroki Masuda
    • Journal Title

      Statistics and Probability Letters

      Volume: (掲載決定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] On simulation of tempered stable random variates.2011

    • Author(s)
      Kawai, R., Masuda, H.
    • Journal Title

      Journal of Computational and Applied Mathematics 235

      Pages: 2873-2887

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Goodness of fit test for ergodic diffusions by discrete time observations : an innovation martingale approach2011

    • Author(s)
      Hiroki Masuda, Ilia Negri, Yoichi Nishiyama
    • Journal Title

      Journal of Nonparametric Statistics

      Volume: (掲載決定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] On statistical aspects in calibrating a geometric skewed stable asset price model2010

    • Author(s)
      Hiroki Masuda
    • Journal Title

      The Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009, World Scientific Publishing Co. Pte. Ltd. ((掲載決定))

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes2010

    • Author(s)
      H.Masuda
    • Journal Title

      Electronic Journal of Statistics Vol.4

      Pages: 525-565

    • Data Source
      KAKENHI-PROJECT-19300096
  • [Journal Article] On statistical aspects in calibrating a geometric skewed stable asset price model2010

    • Author(s)
      Hiroki Masuda
    • Journal Title

      Recent Advances in Financial Engineering 2009 : Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009

      Pages: 181-202

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] On statistical aspects in calibrating a geometric skewed stable asset price model.2010

    • Author(s)
      Masuda, H.
    • Journal Title

      In "Recent Advances in Financial Engineering 2009 : Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009" World Scientific Pub Co Inc

      Pages: 181-202

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes2010

    • Author(s)
      Hiroki Masuda
    • Journal Title

      Electronic Journal of Statistics

      Volume: 4 Pages: 525-565

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Approximate selfweighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes.2010

    • Author(s)
      Masuda, H.
    • Journal Title

      Electronic Journal of Statistics 4

      Pages: 525-565

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Approximate quadratic estimating function for discretely observed Levy driven SDEs with application to a noise normality test.2010

    • Author(s)
      Masuda, H.
    • Journal Title

      MI Preprint Series, Kyushu University

      Pages: 2010-2021

    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Approximate quadratic estimating function for discretely observed Levydriven SDEs with application to a noise normality test2010

    • Author(s)
      Hiroki Masuda
    • Journal Title

      MI Preprint Series, Kyushu University

      Volume: 2010-21

    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Jarque-Bera normality test for the driving Levy process of a discretely observed univariate SDE2010

    • Author(s)
      Sangyeol Lee, Hiroki Masuda
    • Journal Title

      Statistical Inference for Stochastic Processes

      Volume: 13 Pages: 147-161

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Jarque- Bera normality test for the driving Levy process of a discretely observed univariate SDE.2010

    • Author(s)
      Lee, S., Masuda, H.
    • Journal Title

      Statistical Inference for Stochastic Processes 13

      Pages: 147-161

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling.2009

    • Author(s)
      Masuda, H.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 61

      Pages: 181-195

    • NAID

      40016463119

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] 実現多重指数変動に基づく第二特性量行列の推定2009

    • Author(s)
      増田弘毅
    • Journal Title

      統計数理 57(未定)(掲載決定)

    • NAID

      120006018989

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Joint estimation of discretely observed stable Levy processes with symmetric Levy density2009

    • Author(s)
      Masuda, H
    • Journal Title

      J. Japan Statist

      Volume: 39, No.1 Pages: 49-75

    • NAID

      10025991891

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21300106
  • [Journal Article] Joint estimation of discretely observed stable Levy processes with symmetric Levy density2009

    • Author(s)
      Hiroki Masuda
    • Journal Title

      Journal of The Japan Statistical Society 39

      Pages: 49-15

    • NAID

      10025991891

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] 実現多重指数変動に基づく第二特性量行列の推定2009

    • Author(s)
      増田弘毅
    • Journal Title

      統計数理 57

      Pages: 17-38

    • NAID

      120006018989

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] 高頻度データ系列におけるジャンプ検出の実証分析2009

    • Author(s)
      増田弘毅, 森本孝之
    • Journal Title

      日本統計学会誌 和文論文誌 39

      Pages: 33-63

    • NAID

      110007482353

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling2009

    • Author(s)
      Masuda, H
    • Journal Title

      Ann. Inst. Statist

      Volume: 61, No.1 Pages: 181-195

    • NAID

      40016463119

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21300106
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling2009

    • Author(s)
      Masuda, H.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 61

      Pages: 181-195

    • NAID

      40016463119

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Joint estimation of discretely observed stable Levy processes with symmetric Levy density2009

    • Author(s)
      Masuda, H.
    • Journal Title

      Journal of Japan Statistical Society (掲載決定)(To appear)

    • NAID

      10025991891

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Empirical analysis on jump detection in high-frequency data.2009

    • Author(s)
      Masuda, H., Morimoto, T.
    • Journal Title

      (in Japanese) Journal of the Japan Statistical Society (Japanese Issue) 39

      Pages: 33-63

    • NAID

      110007482353

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Empirical analysis on jump detection in high-frequency data. (in Japanese)2009

    • Author(s)
      Masuda, H. and Morimoto, T
    • Journal Title

      J. Japan Statist

      Volume: 39, No.1 Pages: 33-63

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21300106
  • [Journal Article] Estimation of second characteristic matrix based on realized multipower variations.2009

    • Author(s)
      Masuda, H.
    • Journal Title

      (in Japanese) Proceedings of the Institute of Statistical Mathematics 57

      Pages: 17-38

    • NAID

      40016690298

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling2009

    • Author(s)
      Masuda, H.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 61

      Pages: 181-195

    • NAID

      40016463119

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21300106
  • [Journal Article] Joint estimation of discretely observed stable Levy processes with symmetric Levy density2009

    • Author(s)
      Masuda, H.
    • Journal Title

      Journal of Japan Statistical Society 39

      Pages: 49-75

    • NAID

      10025991891

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21300106
  • [Journal Article] Joint estimation of discretely observed stable Levy processes with symmetric Levy density.2009

    • Author(s)
      Masuda, H.
    • Journal Title

      Journal of the Japan Statistical Society 39

      Pages: 49-75

    • NAID

      10025991891

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling2009

    • Author(s)
      増田弘毅
    • Journal Title

      Annals of the Institute of Statistical Mathematics 61

      Pages: 181-195

    • NAID

      40016463119

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators under highfrequency sampling2008

    • Author(s)
      Masuda, H.
    • Journal Title

      Ann.Inst.Statist.Math. (In press)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators underhigh-frequency sampling2008

    • Author(s)
      増田 弘毅
    • Journal Title

      Annals of the Institute of Statistical Mathematics(掲載決定) (in press)

    • NAID

      40016463119

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17740061
  • [Journal Article] On stability of diffusions with compound-Poisson jumps2008

    • Author(s)
      Masuda, H.
    • Journal Title

      Bulletin of Informatics and Cybernetics 40

      Pages: 61-74

    • NAID

      120002795254

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] On stability of diffusions with compound-Poisson jumps.2008

    • Author(s)
      Masuda, H.
    • Journal Title

      Bulletin of Informatics and Cybernetics 40

      Pages: 61-74

    • NAID

      120002795254

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] On stability of diffusions with compound-Poisson jumps2008

    • Author(s)
      増田弘毅
    • Journal Title

      Bulletin of Informatics and Cybernetics 40

      Pages: 61-74

    • NAID

      120002795254

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling2008

    • Author(s)
      Masuda, H.
    • Journal Title

      Annals of the Institute of Statistical Mathematics (掲載決定)

    • NAID

      40016463119

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Ergodicity and exponential β-mixing bound for multidimensional diffusions with jumps2007

    • Author(s)
      増田 弘毅
    • Journal Title

      Stochastic processes and their applications Vol. 117, no. 1

      Pages: 35-56

    • NAID

      120000981478

    • Data Source
      KAKENHI-PROJECT-17740061
  • [Journal Article] Ergodicity and exponential beta-mixing bound for multidimensional diffusions with jumps2007

    • Author(s)
      増田 弘毅
    • Journal Title

      Stochastic processes and their applications 117

      Pages: 35-56

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17740061
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling2007

    • Author(s)
      Masuda, H.
    • Journal Title

      Annals of the Institute of Statistical Mathematics (発表予定)

    • NAID

      40016463119

    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling2007

    • Author(s)
      増田 弘毅
    • Journal Title

      Annals of the Institute of Statistical Mathematics (掲載决定)

    • NAID

      40016463119

    • Data Source
      KAKENHI-PROJECT-17740061
  • [Journal Article] Ergodicity and exponential$\beta$-mixing bound for multidimensional diffusions with jumps2007

    • Author(s)
      Masuda, H.
    • Journal Title

      Stochastic Processes Appl. 117

      Pages: 35-56

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19300096
  • [Journal Article] Ergodicity and exponential $\beta$-mixing bound for multidimensional diffusions with jumps2007

    • Author(s)
      H.Masuda
    • Journal Title

      Stochastic Processes Appl. Vol.117

      Pages: 35-56

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19300096
  • [Journal Article] Ergodicity and exponential β-mixing bound for multidimensional diffusions with jumps2007

    • Author(s)
      Masuda, H.
    • Journal Title

      Stochastic Processes Appl. 117

      Pages: 35-56

    • NAID

      120000981478

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Ergodicity and exponential β-mixing bound for multidimensional diffusions with jumps2007

    • Author(s)
      Masuda, H.
    • Journal Title

      Stochastic Processes Application 117

      Pages: 35-56

    • NAID

      120000981478

    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Simple estimators for parametric Markovian trend of ergodic processes based on sampled data2005

    • Author(s)
      Masuda, H.
    • Journal Title

      J. Japan Statist. Soc. 35

      Pages: 147-170

    • NAID

      110003495321

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model2005

    • Author(s)
      Masuda, H. and Yoshida, N.
    • Journal Title

      Stochastic Processes Appl. 115

      Pages: 1167-1186

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Simple estimators for parametric Markovian trend of ergodic processes based on sampled data2005

    • Author(s)
      増田弘毅
    • Journal Title

      Journal of the Japan Statistical Society 35巻2号

      Pages: 147-170

    • NAID

      110003495321

    • Data Source
      KAKENHI-PROJECT-17740061
  • [Journal Article] Classical method of moments for partially and discretely observed ergodic models2005

    • Author(s)
      Masuda, H.
    • Journal Title

      Statistical Inference and Stochastic. Process 8

      Pages: 25-50

    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model2005

    • Author(s)
      増田弘毅
    • Journal Title

      Stochastic Processes and their Applications 115巻7号

      Pages: 1167-1186

    • Data Source
      KAKENHI-PROJECT-17740061
  • [Journal Article] Classical method of moments for partially and discretely observed ergodic models2005

    • Author(s)
      Masuda, H.
    • Journal Title

      Stat. Inference Stoch. Process 8

      Pages: 25-50

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model2005

    • Author(s)
      Masuda, H., Yoshida, N.
    • Journal Title

      Stochastic Processes Appl. 115-7

      Pages: 1167-1186

    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Simple estimators for parametric Markovian trend of ergodic processes based on sampled data.2005

    • Author(s)
      Masuda, H.
    • Journal Title

      Journal of the Japan Statistical Society 35-2

      Pages: 147-170

    • NAID

      110003495321

    • Data Source
      KAKENHI-PROJECT-17300089
  • [Journal Article] Classical method of moments for partially and discretely observed ergodic models2005

    • Author(s)
      増田弘毅
    • Journal Title

      Statistical Inference for Stochastic Processes 8巻1号

      Pages: 25-50

    • Data Source
      KAKENHI-PROJECT-17740061
  • [Journal Article] 高頻度データ系列におけるジャンプ検出の実証分析

    • Author(s)
      増田弘毅, 森本孝之
    • Journal Title

      日本統計学会誌和文論文誌 (掲載決定)(未定)

    • NAID

      110007482353

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Local asymptotic normality for normal inverse Gaussian Levy processes with highfrequency sampling.

    • Author(s)
      Kawai, R., Masuda, H.
    • Journal Title

      ESAIM.Probability and Statistics (掲載決定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Journal Article] Joint estimation of discretely observed stable Levy processes with symmetric Levy density

    • Author(s)
      増田弘毅
    • Journal Title

      Journal of The Japan Statistical Society (掲載決定)(未定)

    • NAID

      10025991891

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Asymptotics and computation of robust Gaussian quasi-likelihood inference2024

    • Author(s)
      Hiroki Masuda
    • Organizer
      IMS-APRM 2024
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Asymptotics for a dynamic mixed-effects model with low-frequency and unbalanced data2024

    • Author(s)
      Hiroki Masuda
    • Organizer
      Stochastic Analysis and Statistics 2024
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Student-Levy regression with high-frequency sampling2024

    • Author(s)
      増田 弘毅
    • Organizer
      無限分解可能過程に関連する諸問題
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Consistent model selection for locally stable trend-scale regression2023

    • Author(s)
      Hiroki Masuda
    • Organizer
      EFFI Japan-French statistics seminar (online)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Robustifying Gaussian quasi-likelihood inference for volatility2023

    • Author(s)
      増田 弘毅
    • Organizer
      データサイエンスにおける統計的理論・方法論の新展開
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Expanding quasi-likelihood inference for Levy driven models2023

    • Author(s)
      Hiroki Masuda
    • Organizer
      64th ISI Statistics Congress
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Asymptotics for Student-Levy regression2023

    • Author(s)
      Hiroki Masuda
    • Organizer
      10th ICIAM
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Robustifying Gaussian quasi-likelihood inference2023

    • Author(s)
      Hiroki Masuda
    • Organizer
      CMStatistics 2023
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Mixed-effects location-scale model based on generalized hyperbolic distribution2023

    • Author(s)
      増田弘毅
    • Organizer
      研究集会「確率過程の統計推測の最近の展開2023」
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Non-Gaussian Ornstein-Uhlenbeck regression2023

    • Author(s)
      Hiroki Masuda
    • Organizer
      4th ICoSMEE (online)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Asymptotic inference for a non-Gaussian location-scale mixed-effects model2023

    • Author(s)
      増田 弘毅
    • Organizer
      日本数学会秋季総合分科会
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] 合計値回帰モデルにおけるクラスタリングによる二重降下現象と電力需要量予測への応用2023

    • Author(s)
      廣瀬 慧, 増田 弘毅, 松井 秀俊
    • Organizer
      統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Continuous non-Gaussian mixed-effects modeling2022

    • Author(s)
      増田弘毅
    • Organizer
      統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] BIC-type model selection for locally stable regression2022

    • Author(s)
      増田弘毅
    • Organizer
      日本数学会秋季総合分科会
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Quasi-likelihood inference for Student-Levy regression2022

    • Author(s)
      Masuda Hiroki
    • Organizer
      CMStatistics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Formulae for comparing ergodic SDE models2022

    • Author(s)
      Masuda Hiroki
    • Organizer
      Dynstoch meeting 2022
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] On noise inference for ergodic Levy driven SDE2022

    • Author(s)
      増田弘毅
    • Organizer
      研究集会「無限分解可能過程に関連する諸問題」
    • Data Source
      KAKENHI-PROJECT-23K22410
  • [Presentation] Nonlinear locally stable regression2019

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch 2019
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] On Levy driven models in YUIMA2019

    • Author(s)
      Hiroki Masuda
    • Organizer
      The 3rd YUIMA conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] Noise estimation for ergodic Levy driven SDE in YUIMA package2019

    • Author(s)
      Hiroki Masuda
    • Organizer
      CMStatistics 2019
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] Locally stable regression with unknown activity index2018

    • Author(s)
      Hiroki Masuda
    • Organizer
      CMStatistics 2018
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02670
  • [Presentation] Ornstein-Uhlenbeck regression2018

    • Author(s)
      増田弘毅
    • Organizer
      統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] Efficient estimation of stable Levy process2018

    • Author(s)
      Hiroki Masuda
    • Organizer
      Asymptotic Statistics and Computations 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] Locally stable regression with unknown activity index2018

    • Author(s)
      Hiroki Masuda
    • Organizer
      CMStatistics 2018
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] On stable regression2018

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] Optimal stable regression2018

    • Author(s)
      Hiroki Masuda
    • Organizer
      The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting (APRM)
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] Optimal stable regression2018

    • Author(s)
      Hiroki Masuda
    • Organizer
      APRM 2018
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H02670
  • [Presentation] Local limit theorem in non-Gaussian quasi-likelihood inference2017

    • Author(s)
      Hiroki Masuda
    • Organizer
      Asymptotic Statistics of Stochastic Processes and Applications XI
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] Stable quasi-likelihood regression2017

    • Author(s)
      Hiroki Masuda
    • Organizer
      EcoSta 2017
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] Efficient estimation of stable Levy process from high-frequency data2017

    • Author(s)
      Hiroki Masuda
    • Organizer
      Infinitely divisible processes and related topics
    • Data Source
      KAKENHI-PROJECT-17K05367
  • [Presentation] On Asymptotics of multivariate non-Gaussian quasi-likelihood2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      World Congress in Probability and Statistics
    • Place of Presentation
      The Fields Institute, Toronto
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Levy in quasi-likelihood estimation of SDE2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      Statistics for Stochastic Processes and Analysis of High Frequency Data V
    • Place of Presentation
      University Pierre and Marie Curie, Paris, France
    • Year and Date
      2016-03-26
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Levy in quasi-likelihood estimation of SDE2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      Statistics for Stochastic Processes and Analysis of High Frequency Data V
    • Place of Presentation
      University Pierre and Marie Curie
    • Year and Date
      2016-03-23
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Stepwise estimation and assessment of Levy driven SDE2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      CMStatistics 2016
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Levy駆動型回帰モデル2016

    • Author(s)
      増田弘毅
    • Organizer
      日本統計学会春季大会
    • Place of Presentation
      東北大学、宮城県・仙台市
    • Year and Date
      2016-03-05
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On Asymptotics of multivariate non-Gaussian quasi-likelihood2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      World Congress in Probability and Statistics
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Levy driven regression model2016

    • Author(s)
      増田弘毅
    • Organizer
      日本統計学会春季大会
    • Place of Presentation
      東北大学
    • Year and Date
      2016-03-05
    • Invited
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Stepwise estimation of ergodic Levy driven SDE2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      ASC2016, Asymptotic Statistics and Computations
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2016-02-15
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Stepwise estimation and assessment of Levy driven SDE2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      CMStatistics 2016
    • Place of Presentation
      Seville, Spain
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] On regularized estimation of ergodic diffusion process2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      Advances in Statistics of Random Processes, Workshop in honor of Yury Kutoyants' 70th birthday
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On Asymptotics of multivariate non-Gaussian quasi-likelihood2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      The Chinese University of Hong Kong
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] On Schwarz type model comparison2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting 2016
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Locally stable regression without ergodicity and finite moments2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      Hokkaido International Symposium ”Recent Developments of Statistical Theory in Statistical Science”
    • Place of Presentation
      北海道大学
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] On Asymptotics of multivariate non-Gaussian quasi-likelihood2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Stepwise estimation of ergodic Levy driven SDE2016

    • Author(s)
      Hiroki Masuda
    • Organizer
      ASC2016, Asymptotic Statistics and Computations
    • Place of Presentation
      University of Tokyo, Tokyo, Japan
    • Year and Date
      2016-02-15
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Locally Cauchy SDE model with high-frequency data2015

    • Author(s)
      増田弘毅
    • Organizer
      大規模統計モデリングと計算統計 II
    • Place of Presentation
      東京大学、東京都・目黒区
    • Year and Date
      2015-09-27
    • Invited
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Quasi-Bayesian model comparison for LAQ model2015

    • Author(s)
      江口翔一,増田弘毅*
    • Organizer
      Workshop ``Large-scale statistical modeling and computational statistics''
    • Place of Presentation
      University of Tokyo
    • Year and Date
      2015-02-06
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Quasi likelihood and Schwarz-type model assessment2015

    • Author(s)
      増田弘毅
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学津島キャンパス、岡山県・岡山市
    • Year and Date
      2015-12-07
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On approximate self-normalized residuals in heteroskedastic model2015

    • Author(s)
      増田弘毅
    • Organizer
      ファイナンスリスクのモデリングと制御III
    • Place of Presentation
      学術総合センタービル
    • Year and Date
      2015-12-08
    • Invited
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Quasi likelihood and Schwarz-type model assessment2015

    • Author(s)
      増田弘毅
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学
    • Year and Date
      2015-09-07
    • Invited
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Explicit bias correction in functional estimation of Levy driven ergodic SDE2015

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting 2015
    • Place of Presentation
      Centre for Mathematical Sciences at Lund University, Lund, Sweden
    • Year and Date
      2015-05-27
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Locally Cauchy SDE model with high-frequency data2015

    • Author(s)
      増田弘毅
    • Organizer
      大規模統計モデリングと計算統計II
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2015-09-27
    • Invited
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Computational aspects of estimating Levy driven models2015

    • Author(s)
      Hiroki Masuda
    • Organizer
      IASC-ARS conference
    • Place of Presentation
      Stephen Riady Centre in University Town of National University of Singapore
    • Year and Date
      2015-12-19
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Explicit bias correction in functional estimation of Levy driven ergodic SDE2015

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting 2015
    • Place of Presentation
      University of Lund, Sweden
    • Year and Date
      2015-05-27
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Approximate Bayesian model comparison of LAQ models2015

    • Author(s)
      Hiroki Masuda
    • Organizer
      60th World Statistical Congress -- ISI2015
    • Place of Presentation
      Riocentro, Rio de Janeiro
    • Year and Date
      2015-07-30
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Approximate Bayesian model comparison of LAQ models2015

    • Author(s)
      Hiroki Masuda
    • Organizer
      60th World Statistical Congress -- ISI2015
    • Place of Presentation
      Riocentro, Barra da Tijuca, Rio de Janeiro, Brazil
    • Year and Date
      2015-07-30
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On variants of stable quasi-likelihood for L\'evy driven SDE2015

    • Author(s)
      Masuda, H.
    • Organizer
      Asymptotical Statistics of Stochastic Processes X
    • Place of Presentation
      Universite du Maine, France
    • Year and Date
      2015-03-19
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Computational aspects of estimating Levy driven models2015

    • Author(s)
      Hiroki Masuda
    • Organizer
      9th Conference of the Asian Regional Section of the IASC (IASC-ARS 2015)
    • Place of Presentation
      Department of Statistics and Applied Probability, National University of Singapore, Singapore
    • Year and Date
      2015-12-09
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On approximate self-normalized residuals in heteroskedastic model2015

    • Author(s)
      増田弘毅
    • Organizer
      ファイナンスリスクのモデリングと制御 III
    • Place of Presentation
      学術総合センター、東京都・千代田区
    • Year and Date
      2015-12-08
    • Invited
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Remark on the large deviation inequality in mixed-rates asymptotics2014

    • Author(s)
      Hiroki Masuda
    • Organizer
      Asymptotic Statistics and Computations 2014
    • Place of Presentation
      東京大学
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On quasi-BIC for general LAQ model2014

    • Author(s)
      Eguchi, S. and Masuda, H.*
    • Organizer
      ERCIM 2014
    • Place of Presentation
      Pisa
    • Year and Date
      2014-12-08
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Jump process and non-Gaussian quasi-likelihood2014

    • Author(s)
      Masuda, H.
    • Organizer
      Japanese Joint Statistical Meeting 2014
    • Place of Presentation
      Tokyo
    • Year and Date
      2014-09-15
    • Invited
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On sampling problem for pure-jump SDE2014

    • Author(s)
      Masuda, H.
    • Organizer
      3rd APRM
    • Place of Presentation
      Taipei
    • Year and Date
      2014-07-02
    • Invited
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] LAD-based estimation of locally stable Ornstein-Uhlenbeck processes2014

    • Author(s)
      Hiroki Masuda
    • Organizer
      Waseda International Symposium on "Stable Process, Semimartingale, Finance & Pension Mathematics"
    • Place of Presentation
      早稲田大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] Remark on the large deviation inequality in mixed-rates asymptotics2014

    • Author(s)
      Hiroki Masuda
    • Organizer
      ASC2014
    • Place of Presentation
      University of Tokyo
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Estimation of stable-like stochastic differential equations2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      29th European Meeting of Statisticians
    • Place of Presentation
      Eotvos Lorand University
    • Invited
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] Stable quasi-likelihood: Methodology and computational aspects2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      ERCIM
    • Place of Presentation
      London
    • Invited
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On estimating stable Ornstein-Uhlenbeck processes2013

    • Author(s)
      増田弘毅
    • Organizer
      Workshop ASC2013 Asymptotic Statistics and Computations
    • Place of Presentation
      東京大学
    • Year and Date
      2013-03-28
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Toward numerical computation of conditional expectations involving Levy integrals2013

    • Author(s)
      増田弘毅
    • Organizer
      Workshop ASC2013 Asymptotic Statistics and Computations
    • Place of Presentation
      東京大学
    • Year and Date
      2013-03-27
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Estimation of stable-like stochastic differential equations2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      29th European Meeting of Statisticians
    • Place of Presentation
      Eotvos Lorand University, Budapest
    • Invited
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Multi-step estimation procedure for stable Ornstein-Uhlenbeck processes2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      Stochastic processes and their statistics in Finance
    • Place of Presentation
      沖縄青年会館
    • Invited
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On statistical inference for Levy-driven models2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      International Statistical Institute 2013 Hong Kong
    • Place of Presentation
      the Hong Kong Convention and Exhibition Centre
    • Invited
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] Stable quasi-likelihood: Methodology and computational aspects2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      ERCIM 2013
    • Place of Presentation
      Senate House, University of London
    • Invited
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On optimal estimation of stable Ornstein-Uhlenbeck processes2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting
    • Place of Presentation
      University of Copenhagen
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] 局所安定近似による推定方式2013

    • Author(s)
      増田弘毅
    • Organizer
      日本統計関連学会連合大会
    • Place of Presentation
      大阪大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] Stable quasi-likelihood: Methodology and computational aspects2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      ERCIM 2013
    • Place of Presentation
      University of London
    • Data Source
      KAKENHI-PROJECT-23300106
  • [Presentation] Estimation of jump SDE via local stable approximation2013

    • Author(s)
      増田弘毅
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      大阪大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On statistical inference for Levy-driven models2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      ISI
    • Place of Presentation
      Hong Kong
    • Invited
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Multi-step estimation procedure for stable Ornstein-Uhlenbeck processes2013

    • Author(s)
      Hiroki Masuda
    • Organizer
      Stochastic processes and their statistics in Finance
    • Place of Presentation
      Okinawa
    • Invited
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] 局所安定分布近似と高頻度データ2013

    • Author(s)
      増田弘毅
    • Organizer
      統計数学セミナー
    • Place of Presentation
      大阪大学
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] Asymptotic mixed normality in estimation of jump SDE2012

    • Author(s)
      Hiroki Masuda
    • Organizer
      "Statistics for Stochastic Processes: Inference, Limit Theorems, Finance and Data Analysis"
    • Place of Presentation
      Institut Louis Bachelier (France)
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On asymptotic behavior of self-normalized residual sequence2012

    • Author(s)
      増田弘毅
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      北海道大学
    • Year and Date
      2012-09-10
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Non-Gaussian quasi likelihood in estimating jump SDE2012

    • Author(s)
      Hiroki Masuda
    • Organizer
      The 2nd Institute of Mathematical Statistics Asian Pacific Rim Meeting (Invited talk)
    • Place of Presentation
      エポカルつくば
    • Year and Date
      2012-07-03
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On self-normalized residuals of stochastic processes2012

    • Author(s)
      増田弘毅
    • Organizer
      応用統計学会
    • Place of Presentation
      統計数理研究所
    • Year and Date
      2012-05-24
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Non-Gaussian quasi-likelihoods for estimating jump SDE2012

    • Author(s)
      Hiroki Masuda
    • Organizer
      8th World Congress in Probability and Statistics
    • Place of Presentation
      Istanbul(Turkey)
    • Year and Date
      2012-07-13
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] Local-stable contrast function2012

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting 2012
    • Place of Presentation
      Institut Henri Poincare(Paris, France)
    • Year and Date
      2012-06-09
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On self-normalized residual sequence of SDE2012

    • Author(s)
      増田弘毅
    • Organizer
      日本数学会秋季総合分科会2012
    • Place of Presentation
      九州大学
    • Year and Date
      2012-09-20
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] On simulation of Levy processes and stochastic differential equation models2012

    • Author(s)
      増田弘毅
    • Organizer
      Workshop SART2012 : Statistical Analysis and Related Topics : Theory, Methodology and Data Analysis
    • Place of Presentation
      東京大学
    • Year and Date
      2012-12-20
    • Data Source
      KAKENHI-PROJECT-24300107
  • [Presentation] LAD type estimation of OU processes with activity index less than 22011

    • Author(s)
      Masuda, H.
    • Organizer
      Statistical inference and numericalanalysis for stochastic processes and financial econometrics
    • Place of Presentation
      Florence, Italy
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] LAD estimation of Levy-OU processes with possibly small activity index2011

    • Author(s)
      Masuda, H.
    • Organizer
      Statistics for Stochastic Processes : Inference, Asymptotic Methods, Finance and Data Analysis
    • Place of Presentation
      Graduate School of Mathematical Sciences, University of Tokyo
    • Year and Date
      2011-02-22
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Cauchy quasi-likelihood in SDE estimation2011

    • Author(s)
      Masuda, H.
    • Organizer
      Asymptotical Statistics of Stochastic Processes VIII
    • Place of Presentation
      University of Maine, Le Mans, France
    • Year and Date
      2011-03-21
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Statistical inference for jump processes2011

    • Author(s)
      Hiroki Masuda
    • Organizer
      Workshop "Infinitely divisible processes and related topics"(招待講演)
    • Place of Presentation
      The Institute of Statistical Mathematics (Japan), Tokyo
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] LAD estimation of Levy-OU processes with possibly small activity index2011

    • Author(s)
      Hiroki Masuda
    • Organizer
      Statistics for Stochastic Processes : Inference, Asymptotic Methods, Finance and Data Analysis
    • Place of Presentation
      University of Tokyo
    • Year and Date
      2011-02-22
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Cauchy quasi-likelihood in SDE estimation2011

    • Author(s)
      Hiroki Masuda
    • Organizer
      Asymptotical Statistics of Stochastic Processes VIII
    • Place of Presentation
      Universite du Maine (France)(Invited talk)
    • Year and Date
      2011-03-21
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On self-normalized residuals of SDE2011

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting 2011(招待講演)
    • Place of Presentation
      University of Heiderberg (Germany)
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On quasi-likelihood analyses for stochastic differential equations with jumps2011

    • Author(s)
      Hiroki Masuda
    • Organizer
      ISI 2011(招待講演)
    • Place of Presentation
      Convention Centre Dublin (Ireland)
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] LAD type estimation of OU processes with activity index less than 22011

    • Author(s)
      Hiroki Masuda
    • Organizer
      Statistical inference and numerical analysis for stochastic processes and financial econometrics
    • Place of Presentation
      Universita' Degli Studi Di Firenze-Fac.Di Economia (Italy)
    • Year and Date
      2011-03-18
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Gaussian quasi likelihood analysis for Levy driven SDE and YUIMA package2011

    • Author(s)
      Hiroki Masuda
    • Organizer
      Joint Statistical Meeting
    • Place of Presentation
      Kyushu University
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] An overview of recent progress in estimating SDE with jumps2010

    • Author(s)
      Hiroki Masuda
    • Organizer
      諸分野との協働による数理科学のフロンティア
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2010-11-19
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On estimating SDE with jumps2010

    • Author(s)
      Masuda, H.
    • Organizer
      SPA OSAKA 2010
    • Place of Presentation
      Senri Life Science Center Building
    • Year and Date
      2010-12-07
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Tempered stable OU過程の離散観測尤度2010

    • Author(s)
      増田弘毅
    • Organizer
      日本数学会2010年度年会
    • Place of Presentation
      慶應大学理工学部
    • Year and Date
      2010-03-26
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Mighty convergence in Gaussian quasi-likelihood estimation of discretely observed SDE with jumps2010

    • Author(s)
      Hiroki Masuda
    • Organizer
      金融工学・数理計量:ファイナンスの諸問題2010
    • Place of Presentation
      大阪市中央公会堂(招待講演)
    • Year and Date
      2010-12-04
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Approximate LAD type estimation of discretely observed processes2010

    • Author(s)
      Hiroki Masuda
    • Organizer
      EMS2010 : 28th European Meeting of Statisticians
    • Place of Presentation
      University of Piraeus (Greece)(Invited talk)
    • Year and Date
      2010-08-22
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Mighty convergence in Gaussian quasi-likelihood estimation of discretely observed SDE with jumps2010

    • Author(s)
      増田弘毅
    • Organizer
      金融工学・数理・計量ファイナンスの諸問題2010
    • Place of Presentation
      大阪市中央公会堂
    • Year and Date
      2010-12-04
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On estimation of discretely observed Levy-driven SDEs2010

    • Author(s)
      Masuda, H.
    • Organizer
      Stochastic Analysis and Statistical Inference V
    • Place of Presentation
      University of Tokyo
    • Year and Date
      2010-02-22
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On parametric estimation of discretely observed SDE2010

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting 2010
    • Place of Presentation
      Universite d'Angers (France)(Invited talk)
    • Year and Date
      2010-06-17
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On parametric estimation of a Markovian SDE2010

    • Author(s)
      Hiroki Masuda
    • Organizer
      Seminar at Department of Mathematical Stochastics
    • Place of Presentation
      University of Freiburg
    • Year and Date
      2010-02-18
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On likelihood function for discretely observed tempered stable OU processes2010

    • Author(s)
      増田弘毅
    • Organizer
      日本数学会
    • Place of Presentation
      慶應大学
    • Year and Date
      2010-03-26
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On estimating SDE with jumps2010

    • Author(s)
      Hiroki Masuda
    • Organizer
      SPA OSAKA 2010
    • Place of Presentation
      千里ライフサイエンスセンタービル
    • Year and Date
      2010-09-07
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On parametric estimation of discretely observed SDE2010

    • Author(s)
      Masuda, H.
    • Organizer
      Dynstoch meeting 2010
    • Place of Presentation
      Universite d'Angers, France
    • Year and Date
      2010-06-17
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Approximate LAD type estimation of discretely observed processes2010

    • Author(s)
      Masuda, H.
    • Organizer
      EMS2010 : 28th European Meeting of Statisticians
    • Place of Presentation
      University of Piraeus, Greece
    • Year and Date
      2010-08-22
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Non-Gaussian quasi-likelihood estimation of jump processes2010

    • Author(s)
      Hiroki Masuda
    • Organizer
      CREST and Sakigake International Symposium Asymptotic Statistics, Risk and Computation in Finlance and Insurance
    • Place of Presentation
      東京工業大学 百年記念館(Invited talk)
    • Year and Date
      2010-12-15
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Non-Gaussian quasilikelihood estimation of jump processes2010

    • Author(s)
      Masuda, H
    • Organizer
      CREST and Sakigake International Symposium Asymptotic Statistics, Risk and Computation in Finance and Insurance 2010
    • Place of Presentation
      Tokyo Institute of Technology University
    • Year and Date
      2010-12-15
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Quasi-likelihood estimation of a Levy-driven SDE and its application2009

    • Author(s)
      Masuda, H.
    • Organizer
      Asymptotical Statistics of Stochastic Processes VII
    • Place of Presentation
      University of Maine, Le Mans, France
    • Year and Date
      2009-03-16
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Some recent developments of estimating volatility in the presence of jumps2009

    • Author(s)
      増田弘毅
    • Organizer
      Recent developments in Finance and Econometrics
    • Place of Presentation
      琉球大学
    • Year and Date
      2009-02-14
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On simulating increments of Levy processes2009

    • Author(s)
      増田弘毅
    • Organizer
      日本数学会
    • Place of Presentation
      東京大学
    • Year and Date
      2009-03-27
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Explicit estimators of a skewed stable model based on high-frequency data (Invited talk)2009

    • Author(s)
      Hiroki Masuda
    • Organizer
      KIER-TMU International Workshop on Financial Engineering 2009
    • Place of Presentation
      Otemachi SANKEI Plaza
    • Year and Date
      2009-08-04
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On explicit estimation of Levy-driven SDEs2009

    • Author(s)
      Masuda, H.
    • Organizer
      Seminars in Statistics and Mathematics
    • Place of Presentation
      University of Milan, Italy
    • Year and Date
      2009-07-03
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Explicit estimators of a skewed stable model based on high frequency data2009

    • Author(s)
      Masuda, H.
    • Organizer
      KIERTMU International Workshop on Financial Engineering 2009
    • Place of Presentation
      Otemachi SANKEI Plaza
    • Year and Date
      2009-08-04
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] 最少絶対偏差推定における強固収束2009

    • Author(s)
      増田弘毅
    • Organizer
      統計的推測・確率解析とその周辺の話題の理論と応用
    • Place of Presentation
      秋田カレッジプラザ
    • Year and Date
      2009-12-13
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On calibrating a skewedstable model with finite mean2009

    • Author(s)
      増田弘毅
    • Organizer
      金融工学・数理・計量ファイナンスの諸問題2009
    • Place of Presentation
      大阪大学中之島センター
    • Year and Date
      2009-12-05
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On calibrating a skewed-stable model with finite mean2009

    • Author(s)
      増田弘毅
    • Organizer
      金融工学・数理計量ファイナンスの諸問題2009
    • Place of Presentation
      大阪大学 中之島センター
    • Year and Date
      2009-12-05
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Self-weighted LAD estimation of Levy-driven OU processes2009

    • Author(s)
      Masuda, H.
    • Organizer
      Dynstoch meeting 2009
    • Place of Presentation
      Humboldt University of Berlin, Germany
    • Year and Date
      2009-10-10
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On explicit estimation of Levy-driven SDEs (Invited talk)2009

    • Author(s)
      Hiroki Masuda
    • Organizer
      Seminars in Statistics and Mathematics
    • Place of Presentation
      University of Milan
    • Year and Date
      2009-07-03
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Self-weighted LAD estimation of Levy-driven OU processes2009

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting 2009
    • Place of Presentation
      Humboldt University of Berlin
    • Year and Date
      2009-10-10
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Quasi-likelihood estimation of a Levy-driven SDE and its application2009

    • Author(s)
      増田弘毅
    • Organizer
      Statistique Asymptotique des Processus Stochastiques VII
    • Place of Presentation
      University of Maine (France)
    • Year and Date
      2009-03-16
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On estimation of the second characteristic2009

    • Author(s)
      増田弘毅
    • Organizer
      数理ファイナンスとその周辺
    • Place of Presentation
      九州大学西新プラザ
    • Year and Date
      2009-01-22
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Covariation estimation using realized multipower variations : synchronous-sampling case2008

    • Author(s)
      増田弘毅
    • Organizer
      応用統計ワークショップ
    • Place of Presentation
      東京大学大学院経済学研究科
    • Year and Date
      2008-05-09
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] A normality test for the driving noise of a SDE2008

    • Author(s)
      増田弘毅
    • Organizer
      Stochastic Analysis of the Advanced Statistical Models
    • Place of Presentation
      広島大学
    • Year and Date
      2008-11-04
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] A normality test for the driving noise of a SDE2008

    • Author(s)
      増田弘毅
    • Organizer
      Stochastic Analysis and Statistical Inference III
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2008-11-27
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] A normality test for the driving noise of a SDE2008

    • Author(s)
      Masuda, H.
    • Organizer
      Stochastic Analysis and Statistical Inference III
    • Place of Presentation
      University of Tokyo
    • Year and Date
      2008-11-27
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Simple test for the variation of a discretely observed process : long-term asymptotics2008

    • Author(s)
      増田弘毅
    • Organizer
      金融工学・数理計量ファイナンスの諸問題2008
    • Place of Presentation
      大阪大学中之島センター
    • Year and Date
      2008-12-07
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] Simple test for the variation of a discretely observed process : long-term asymptotics2008

    • Author(s)
      増田弘毅
    • Organizer
      金融工学・数理・計量ファイナンスの諸問題2008
    • Place of Presentation
      大阪大学中之島センター
    • Year and Date
      2008-12-07
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On estimation of the second characteristic2008

    • Author(s)
      Masuda, H.
    • Organizer
      DYNSTOCH meeting 2008
    • Place of Presentation
      University of Padova, Italy
    • Year and Date
      2008-06-26
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On estimation of the second characteristic2008

    • Author(s)
      増田弘毅
    • Organizer
      DYNSTOCH meeting 2008
    • Place of Presentation
      University of Padova (Italy)
    • Year and Date
      2008-06-26
    • Data Source
      KAKENHI-PROJECT-20740061
  • [Presentation] On independent estimation of the diffusion component2007

    • Author(s)
      増田 弘毅
    • Organizer
      シンポジウム「統計的モデリングの方法と理論」
    • Place of Presentation
      一橋大学
    • Year and Date
      2007-11-27
    • Data Source
      KAKENHI-PROJECT-17740061
  • [Presentation] On computing an asymptotic edpansion for Wiener-Poisson functional2007

    • Author(s)
      増田 弘毅
    • Organizer
      研究集会「確率解析と統計的推測」
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2007-11-29
    • Data Source
      KAKENHI-PROJECT-17740061
  • [Presentation] On the Use of Long-term Multipower Variations in Estimation Problem2007

    • Author(s)
      増田 弘毅
    • Organizer
      研究集会「統計推測理論の諸問題について」
    • Place of Presentation
      北海道大学
    • Year and Date
      2007-12-06
    • Data Source
      KAKENHI-PROJECT-17740061
  • [Presentation] On the Use of Long-term Multipower Variations in Estimation Problem2007

    • Author(s)
      増田 弘毅
    • Organizer
      ワークショップ「金融工学, 数理0計量ファイナンスの諸問題」
    • Place of Presentation
      大阪大学中之島センタービル
    • Year and Date
      2007-12-02
    • Data Source
      KAKENHI-PROJECT-17740061
  • [Presentation] On asymptotic expansion for a perturbed Levy driven SDE: computation al aspects2007

    • Author(s)
      増田 弘毅
    • Organizer
      研究集会「確率的複雑系に対する漸近理論とその応用の研究」
    • Place of Presentation
      大阪大学
    • Year and Date
      2007-08-08
    • Data Source
      KAKENHI-PROJECT-17740061
  • [Presentation] A Joint estimator of stable Levy processes, avoiding the singular problem2007

    • Author(s)
      増田 弘毅
    • Organizer
      2008年度統計関連学会連合大会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Data Source
      KAKENHI-PROJECT-17740061
  • [Presentation] On sampling problem for pure-jump SDE

    • Author(s)
      Masuda, H.
    • Organizer
      The 3rd Asia Pacific Rim Meeting
    • Place of Presentation
      Howard International House, Taipei
    • Year and Date
      2014-06-29 – 2014-07-03
    • Invited
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Non-Gaussian quasi likelihood in estimating jump SDE

    • Author(s)
      Hiroki Masuda
    • Organizer
      The 2nd Institute of Mathematical Statistics Asian Pacific Rim Meeting
    • Place of Presentation
      エポカルつくば
    • Invited
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] Non-Gaussian quasi-likelihoods for estimating jump SDE

    • Author(s)
      Hiroki Masuda
    • Organizer
      8th World Congress in Probability and Statistics
    • Place of Presentation
      Grand Cevahir Hotel and Convention Center (Turkey)
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On asymptotic behavior of self-normalized residual sequence

    • Author(s)
      増田 弘毅
    • Organizer
      日本統計関連連合大会
    • Place of Presentation
      北海道大学
    • Invited
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On simulation of Levy processes and stochastic differential equation models

    • Author(s)
      増田 弘毅
    • Organizer
      SART2012: Statistical Analysis and Related Topics: Theory, Methodology and Data Analysis
    • Place of Presentation
      東京大学
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] Quasi-Bayesian model comparison for LAQ model

    • Author(s)
      増田 弘毅
    • Organizer
      大規模統計モデリングと計算統計
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2015-02-06 – 2015-02-07
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] On self-normalized residuals of stochastic processes

    • Author(s)
      増田 弘毅
    • Organizer
      応用統計学会
    • Place of Presentation
      統計数理研究所
    • Invited
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On estimating stable Ornstein-Uhlenbeck processes

    • Author(s)
      増田 弘毅
    • Organizer
      ASC2013: Asymptotic Statistics and Computations
    • Place of Presentation
      東京大学
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On quasi-BIC for general LAQ model

    • Author(s)
      Eguchi, S. and Masuda, H.
    • Organizer
      The 7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014)
    • Place of Presentation
      University of Pisa, Italy
    • Year and Date
      2014-12-06 – 2014-12-08
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] Toward numerical computation of conditional expectations involving Levy integrals

    • Author(s)
      増田 弘毅
    • Organizer
      ASC2013: Asymptotic Statistics and Computations
    • Place of Presentation
      東京大学
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] Local-stable contrast function

    • Author(s)
      Hiroki Masuda
    • Organizer
      Dynstoch meeting
    • Place of Presentation
      Institut Henri Poincare (France)
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] ジャンプ過程と非正規型擬似尤度

    • Author(s)
      増田 弘毅
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      東京大学
    • Year and Date
      2014-09-13 – 2014-09-16
    • Invited
    • Data Source
      KAKENHI-PROJECT-26400204
  • [Presentation] On self-normalized residual sequence of SDE

    • Author(s)
      増田 弘毅
    • Organizer
      日本数学会秋季総合分科会
    • Place of Presentation
      九州大学
    • Data Source
      KAKENHI-PROJECT-23740082
  • [Presentation] On variants of stable quasi-likelihood for Levy driven SDE

    • Author(s)
      Masuda, H.
    • Organizer
      Statistique Asymptotique des Processus Stochastiques X
    • Place of Presentation
      University of Maine, France
    • Year and Date
      2015-03-17 – 2015-03-20
    • Data Source
      KAKENHI-PROJECT-26400204
  • 1.  NINOMIYA Yoshiyuki (50343330)
    # of Collaborated Projects: 7 results
    # of Collaborated Products: 0 results
  • 2.  UCHIDA Masayuki (70280526)
    # of Collaborated Projects: 7 results
    # of Collaborated Products: 3 results
  • 3.  NISHII Ryuei (40127684)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 1 results
  • 4.  KONISHI Sadanori (40090550)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 5.  MAESONO Yoshihiko (30173701)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 6.  TANAKA Shojiro (00197427)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 7.  Yoshida Nakahiro (90210707)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 3 results
  • 8.  SHIMIZU Yasutaka (70423085)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 1 results
  • 9.  SAKATA Toshio (20117352)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 10.  QIN Pan (40532718)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 11.  SHIMIZU Kunio (60110946)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 12.  FUKASAWA Masaaki (70506451)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 2 results
  • 13.  KAMATANI Kengo (00569767)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 3 results
  • 14.  HYAKUTAKE Hiroto (70181120)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  EGUCHI Shinto (10168776)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  MURATA Noboru (60242038)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  HAYASHI Takaki (80420826)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  酒折 文武 (90386475)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  持田 恵一 (90387960)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  恩田 義彦 (50547073)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  松田 安昌 (10301590)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  松井 秀俊 (90633305)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 23.  廣瀬 慧 (40609806)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 1 results
  • 24.  小池 祐太 (80745290)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  江口 翔一 (50814018)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 1 results
  • 26.  Koda Satoru
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 27.  KOHATSU-HIGA Arturo
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 5 results
  • 28.  河合 玲一郎
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 5 results

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