Uchida Masayuki 内田雅之

… Alternative Names

UCHIDA Masayuki 内田雅之

内田雅之ウチダマサユキ

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Researcher Number	70280526
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Affiliation (Current)	2025: 大阪大学, 大学院基礎工学研究科, 教授
Affiliation (based on the past Project Information) *help	2024: 大阪大学, 大学院基礎工学研究科, 教授 2021 – 2022: 大阪大学, 大学院基礎工学研究科, 教授 2009 – 2020: Osaka University, 基礎工学研究科, 教授 2015: 大阪大学, 大学院基礎工学研究科, 教授 2012: 大阪大学, 大学院・基礎工学研究科, 教授 … More 2010: 大阪大学, 大学院・基礎工学研究科, 教授 2007 – 2008: Osaka University, 基礎工学研究科, 准教授 2007 – 2008: Osaka University, Graduate School of Engineering Science, Associate Professor 2006: 九州大学, 大学院数理学研究院, 助教授 2001 – 2005: 九州大学, 大学院・数理学研究院, 助教授 2003: 九州大学, 大学院・数理研究院, 助教授 1998 – 1999: 統計数理研究所, 調査実験解析研究系, 助手 1996: 統計数理研究所, 統計教育・情報センター, 助手 Less
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / 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 / Foundations of mathematics/Applied mathematics / Statistical science / General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator Statistical science / General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / Statistical science / Economic statistics
Keywords	Principal Investigator 統計数学 / 確率過程 / 確率微分方程式 / 高頻度データ / 拡散過程 / 計算統計 / 数理統計学 / 情報量規準 / runs / データ科学 … More / 統計的推測 / ジャンプ型確率過程 / 初期到達分布 / ジャンプ型拡散過程 / 確率微分方程式による死亡率予測モデリング / ある点過程の周辺尤度解析とモデル選択 / ウェーブレット解析 / 先行遅行分析 / 統計的機械学習 / 初期到達時刻分布 / セミマルチンゲールの期待値汎関数 / 流動性 / リード・ラグ関係 / 漸近統計 / ファクターモデル / 保険数理 / リード・ラグ分析 / 高次元共分散推定 / 漸近理論 / 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 / ボラティリティ / 非整数ブラウン運動 / セミマルチンゲール / 高頻度不規則観測 / 疑似尤度解析 / Levy過程駆動型SDE / 漸近混合正規性 / ベイズ型推定量 / 非エルゴード的統計 / 高瀕度データ / モーメント収束 / 統計科学 / 大偏差不等式 / 最尤型推定量 / 確率方程式 / ミススペシフィケーション / 離散観測 / パラメータ推定 / 統計的モデリング / 数理ファイナンス / 統計的漸近理論 / モデル選択 / マリアヴァン解析 / 漸近展開 / geometric distribution of order k / geometric distribution / rulls / binomial distribution of order k / binomial distribution / probability generating function / higher order Markov chain / generalized p.g.f. / discrete distribution of order k / r-th occurrence problems / sooner and later problems / sequence patterns … More Except Principal Investigator 拡散過程 / 統計的漸近理論 / 非線形モデリング / 漸近理論 / 繰り返し測定値 / ベイズ型モデル評価基準 / 関数データ解析 / 解析学 / 統計数学 / 擬似尤度解析 / 極限定理 / 漸近展開 / 確率微分方程式 / 繰り返し測定 / Diffusion process / Functional data analysis / 多重比較 / カオス的時系列 / グラフィカルモデリング / 基底関数展開法 / 統計的因果関係 / ノンパラメトリックグラフィカルモデリング / 正則化基底展開法 / 識別・判別 / モデル選択 / 学習理論 / 確率過程 / 機械学習 / 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 / 疑似尤度解析 / マルチンゲール展開 / ファイナンス / 確率論 / セミマルチンゲール / ボラティリティ / 非同期共分散推定 / 確率過程の統計学 / Malliavin解析 / Multiple decision problem / Dynamic programming / Non-linear modeling / Resampling method / Normalizing transformation / Asymptotic theory of inference / 二段階推測法 / リカーシブ / ノンパラメトリック / マルコフモデル / 漸近平均二乗誤差 / 繰返し測定データ / 非線型モデリング / 不変埋没原理 / スチューデント化統計量 / 漸近確率展開 / マルコフ過程 / 非線形混合モデル / 黄金双対 / 確率点推定 / カーネル型推定量 / 多段決定問題 / 動的計画法 / リサンプリング法 / 正規化変換 / diffusion process / negative binomial distribution / rank correlation / asymptotic theory / Bayes information criterion / nonlinear modeling / causal relationship / graphical modeling / 分割表 / 負の二項分布 / ベイズ型モデル評価規準 / 局所最尤法 / 変化点解析 / asymptotics / stochastic differential equation / nonlinear model / confidence interval / repeated measurements / 最良母集団 / 繰り返し測定データ / 非線形モデル / 同時信頼区間 / Regularized basis expansions / Nonlinear time series analysis / Classification and Discrimination / Radial basis function / Bayesian model selection criterion / Nonlinear modeling / ブートストラップ / 複雑非線形データ解析 / バイオ統計学 / 情報量規準 / 超過変動 / ニューラルネットワーク / 高次元データ解析 / 非線形判別 / L-統計量 / 非線形構造解析 / 非線形基底展開 / 非線形時系列解析 / 動径基底関数 / 市場流動性 / 高頻度データ / 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 / ARXモデル / 森林減少メカニズム推定 / 時空間現象モデリング / 多重分光画像 / 統計モデリング / 時空間現象 / パターン認識 / モデル評価基準 / 高次非線形モデリング / 非正則モデル / 統計的学習理論 / 空間データ解析 / 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 / 計算統計 / カーネル法 / ベイズ理論 Less

Statistical modelling for stochastic differential equations based on high frequency dataPrincipal Investigator
- 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
Interdisciplinary research in mathematical/data science and simulation science for stochastic differential equation modelsPrincipal Investigator
- Principal Investigator
  
  Uchida Masayuki
- Project Period (FY)
  2017 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Osaka 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 and empirical analysis of high frequency market data
- Principal Investigator
  
  OYA KOSUKE
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
Statistical inference for stochastic differential equations and its applications to high frequency data analysisPrincipal Investigator
- 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
Sampling problems for diffusion processes and their applicationsPrincipal Investigator
- Principal Investigator
  
  UCHIDA Masayuki
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Challenging Exploratory Research
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- 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 inference for stochastic differential equations from discrete observation and its applicationsPrincipal Investigator
- Principal Investigator
  
  UCHIDA Masayuki
- Project Period (FY)
  2009 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka 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
Statistically asymptotic theory for stochastic differential equations and its applicationsPrincipal Investigator
- Principal Investigator
  
  UCHIDA Masayuki
- Project Period (FY)
  2007 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka 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
Improvement of the nonparametric statistical inference under complex statistical model and its application
- Principal Investigator
  
  MAESONO Yoshihiko
- Project Period (FY)
  2004 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University
Development and Application of Graphical Modeling techniques for Assesshrg the Joint Risks of Contaminants
- Principal Investigator
  
  YANAGAWA Takashi
- Project Period (FY)
  2003 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  Kurume University
  Kyushu University
マリアヴァン解析による統計的推測と数理ファイナンスへの応用の研究Principal Investigator
- Principal Investigator
  
  内田雅之
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University
Mathematical modeling for high-dimensional nonlinear data and its application to the analysis of complex phenomena
- Principal Investigator
  
  KONISHI Sadanori
- Project Period (FY)
  2001 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  KYUSHU UNIVERSITY
Studt on Simultaneous Estimation in Multivate Statistical Analysis
- Principal Investigator
  
  HYAKUTAKE Hiroto
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kyushu University
高次マルコフ連鎖における連続して起こる事象の分布論とその応用の研究Principal Investigator
- Principal Investigator
  
  内田雅之
- Project Period (FY)
  1998 – 1999
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics
あるパターンにおける待ち時間の分布とその応用についてPrincipal Investigator
- Principal Investigator
  
  内田雅之
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Statistical science
- Research Institution
  The Institute of Statistical Mathematics

[Book] 確率微分方程式の母数推定(21世紀の統計科学III)(北川源四郎・竹村彰通編)(分担執筆)2008
- Author(s)
  内田雅之
- Publisher
  東京大学出版会
- Data Source
  KAKENHI-PROJECT-19300096
[Journal Article] Estimation for change point of discretely observed ergodic diffusion processes2023
- Author(s)
  Yozo Tonaki, Yusuke Kaino and Masayuki Uchida
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: 50 Issue: 1 Pages: 142-183
- DOI
  10.1111/sjos.12567
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Change point inference in ergodic diffusion processes based on high frequency data.2023
- Author(s)
  Yozo Tonaki and Masayuki Uchida
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: 158 Pages: 1-39
- DOI
  10.1016/j.spa.2022.12.011
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Adaptive testing method for ergodic diffusion processes based on high frequency data2022
- Author(s)
  Tetsuya Kawai and Masayuki Uchida
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: 217 Pages: 241-278
- DOI
  10.1016/j.jspi.2021.08.004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations2022
- Author(s)
  Yozo Tonaki, Yusuke Kaino and Masayuki Uchida
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 25 Issue: 2 Pages: 397-430
- DOI
  10.1007/s11203-021-09249-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Statistical Inference for Stochastic Differential Equations from Discrete Observations2022
- Author(s)
  内田雅之
- Journal Title
  
  Journal of the Japan Statistical Society, Japanese Issue
  
  Volume: 51 Issue: 2 Pages: 245-273
- DOI
  10.11329/jjssj.51.245
- ISSN
  0389-5602, 2189-1478
- Year and Date
  2022-03-03
- Language
  Japanese
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Adaptive estimator for a parabolic linear SPDE with a small noise2021
- Author(s)
  Yusuke Kaino and Masayuki Uchida
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: 4 Issue: 1 Pages: 513-541
- DOI
  10.1007/s42081-021-00112-4
- NAID
  210000182098
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Parametric estimation for a parabolic linear SPDE model based on discrete observations2021
- Author(s)
  Kaino Yusuke、Uchida Masayuki
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: 211 Pages: 190-220
- DOI
  10.1016/j.jspi.2020.05.004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Hybrid estimation for ergodic diffusion processes based on noisy discrete observations2020
- Author(s)
  Kaino Yusuke、Nakakita Shogo H.、Uchida Masayuki
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 23 Issue: 1 Pages: 171-198
- DOI
  10.1007/s11203-019-09203-2
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Inference for convolutionally observed diffusion processes2020
- Author(s)
  Nakakita, S.H., Uchida, M.
- Journal Title
  
  Entropy
  
  Volume: 22 Issue: 9 Pages: 1031-1031
- DOI
  10.3390/e22091031
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20J10058, KAKENHI-PROJECT-17H01100
[Journal Article] Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise2020
- Author(s)
  Nakakita Shogo H.、Kaino Yusuke、Uchida Masayuki
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: 73 Issue: 1 Pages: 177-225
- DOI
  10.1007/s10463-020-00746-3
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Inference for ergodic diffusions plus noise.2019
- Author(s)
  Shogo H. Nakakita and Masayuki Uchida
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: - Issue: 2 Pages: 470-516
- DOI
  10.1111/sjos.12360
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Adaptive test for ergodic diffusions plus noise.2019
- Author(s)
  Shogo H. Nakakita and Masayuki Uchida
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: - Pages: 131-150
- DOI
  10.1016/j.jspi.2019.03.006
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Hybrid estimators for small diffusion processes based on reduced data2018
- Author(s)
  Yusuke Kaino and Masayuki Uchida
- Journal Title
  
  Metrika
  
  Volume: - Issue: 7 Pages: 745-773
- DOI
  10.1007/s00184-018-0657-0
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-17H01100
[Journal Article] Hybrid estimators for stochastic differential equations from reduced data2018
- Author(s)
  Yusuke Kaino and Masayuki Uchida
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 21 Issue: 2 Pages: 435-454
- DOI
  10.1007/s11203-018-9184-x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Hybrid estimation for an ergodic diffusion process based on reduced data2017
- Author(s)
  Yusuke Kaino, Masayuki Uchida and Yuto Yoshida
- Journal Title
  
  Bulletin of Informatics and Cybernetics
  
  Volume: 49 Pages: 89-118
- NAID
  120006620463
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Hybrid estimation for an ergodic diffusion process based on reduced data2017
- Author(s)
  Yusuke Kaino, Masayuki Uchida and Yuto Yoshida
- Journal Title
  
  Bulletin of Informatics and Cybernetics
  
  Volume: 49 Pages: 89-118
- NAID
  120006620463
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24300107
[Journal Article] 高頻度データに基づく確率微分方程式モデルのハイブリッド推定2017
- Author(s)
  内田雅之
- Journal Title
  
  統計数理
  
  Volume: 65 Pages: 39-69
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-24300107
[Journal Article] Adaptive Bayes Estimators and Hybrid Estimators for Small Diffusion Processes Based on Sampled Data2016
- Author(s)
  Ryosuke Nomura and Masayuki Uchida
- Journal Title
  
  JOURNAL OF THE JAPAN STATISTICAL SOCIETY
  
  Volume: 46 Issue: 2 Pages: 129-154
- DOI
  10.14490/jjss.46.129
- NAID
  130006899988
- ISSN
  1348-6365, 1882-2754
- Language
  English
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-24300107
[Journal Article] Hybrid multi-step estimation of the volatility for stochastic regression models.2016
- Author(s)
  Kengo Kamatani, Akihiro Nogita and Masayuki Uchida
- Journal Title
  
  Bulletin of Informatics and Cybernetics
  
  Volume: -
- NAID
  120006558898
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24300107
[Journal Article] Hybrid multi-step estimation of the volatility for stochastic regression models2016
- Author(s)
  Kengo Kamatani, Akihiro Nogita and Masayuki Uchida
- Journal Title
  
  Bulletin of Informatics and Cybernetics
  
  Volume: 48 Pages: 19-35
- NAID
  120006558898
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24300107
[Journal Article] Hybrid multi-step estimators for stochastic differential equations based on sampled data2015
- Author(s)
  Kengo Kamatani and Masayuki Uchida
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 未定 Issue: 2 Pages: 0-0
- DOI
  10.1007/s11203-014-9107-4
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24654024, KAKENHI-PROJECT-24740062, KAKENHI-PROJECT-25245034, KAKENHI-PROJECT-24300107
[Journal Article] Model selection for volatility prediction2015
- Author(s)
  Uchida, M. and Yoshida, N.
- Journal Title
  
  The Fascination of Probability, Statistics and their Applications. In Honour of Ole E. Barndorff-Nielsen
  
  Volume: 0 Pages: 343-360
- DOI
  10.1007/978-3-319-25826-3_16
- ISBN
  9783319258249, 9783319258263
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24340015, KAKENHI-PROJECT-24300107
[Journal Article] AIC type statistics for discretely observed ergodic diffusion processes2015
- Author(s)
  Takayuki Fujii and Masayuki Uchida
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 17 Issue: 3 Pages: 267-282
- DOI
  10.1007/s11203-014-9101-x
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24654024, KAKENHI-PROJECT-25245034, KAKENHI-PROJECT-25730016
[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] Adaptive test statistics for ergodic diffusion processes sampled at discrete times2014
- Author(s)
  Hayato Kitagawa and Masayuki Uchida
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: 150 Pages: 84-110
- DOI
  10.1016/j.jspi.2014.03.003
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24654024, KAKENHI-PROJECT-25245034
[Journal Article] AIC type statistics for discretely observed ergodic diffusion processes2014
- Author(s)
  Takayuki Fujii and Masayuki Uchida
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 印刷中
- 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 Pages: 1-51
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24300107
[Journal Article] Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations2014
- Author(s)
  Masayuki Uchida and Nakahiro Yoshida
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 17 Issue: 2 Pages: 181-219
- DOI
  10.1007/s11203-014-9095-4
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24654024, KAKENHI-PROJECT-25245034
[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] Quasi likelihood analysis of volatility and nondegeneracy of statistical random field2013
- Author(s)
  Masayuki Uchida and Nakahiro Yoshida
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: 123 Issue: 7 Pages: 2851-2876
- DOI
  10.1016/j.spa.2013.04.008
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24340015, KAKENHI-PROJECT-24650148, KAKENHI-PROJECT-24654024
[Journal Article] 確率微分方程式の統計的モデリング2013
- Author(s)
  内田雅之
- Journal Title
  
  日本統計学会誌
  
  Volume: 43 Pages: 335-358
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24654024
[Journal Article] 確率微分方程式の統計的モデリング2013
- Author(s)
  内田雅之
- Journal Title
  
  日本統計学会誌
  
  Volume: 43 Pages: 335-358
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24300107
[Journal Article] Adaptive estimation of an ergodic diffusion process based on sampled data2012
- Author(s)
  M. Uchida and N. Yoshida
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: 122 Pages: 2885-2924
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24340015
[Journal Article] Adaptive estimation of an ergodic diffusion process based on sampled data2012
- Author(s)
  Masayuki Uchida and Nakahiro Yoshida
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: 122 Issue: 8 Pages: 2885-2924
- DOI
  10.1016/j.spa.2012.04.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24300107, KAKENHI-PROJECT-24654024
[Journal Article] Estimation for misspecified ergodic diffusion processes from discrete observations2011
- Author(s)
  Uchida M., and Yoshida N.
- Journal Title
  
  European Series in Applied and Industrial Mathematics: Probability and Statistics
  
  Volume: 15 Pages: 270-290
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540126
[Journal Article] Estimation for misspecified ergodic diffusion processes fromdiscrete observations2011
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  European Series in Applied and Industrial Mathematics : Probability and Statistics.
  
  Volume: (印刷中)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540126
[Journal Article] Statistical inference for diffusion processes from discrete observations2011
- Author(s)
  Uchida M.
- Journal Title
  
  Sugaku Expositions
  
  Volume: 24 Pages: 169-181
- NAID
  130004558871
- Data Source
  KAKENHI-PROJECT-21540126
[Journal Article] Contrast-based information criterion for ergodic diffusion processes from discrete observations2010
- Author(s)
  Uchida M.
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: 62, no.1 Pages: 161-187
- NAID
  40016969857
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540126
[Journal Article] Contrast-based information criterion for ergodic diffusion processes from discrete observations2010
- Author(s)
  Uchida, M.
- Journal Title
  
  Annals of the Institute of Statistical Mathematics 62(1)
  
  Pages: 161-187
- NAID
  40016969857
- Data Source
  KAKENHI-PROJECT-19300096
[Journal Article] Contrast-based information criterion for ergodic diffusion processes from discrete observations2010
- Author(s)
  内田雅之
- Journal Title
  
  Annals of the Institute of Statistical Mathematics 62
  
  Pages: 161-187
- NAID
  40016969857
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540126
[Journal Article] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009
- Author(s)
  S.Iacus, M.Uchida, N.Yoshida
- Journal Title
  
  Stochastic Processes and their Applications Vol.119, No.5
  
  Pages: 1580-1600
- Data Source
  KAKENHI-PROJECT-19300096
[Journal Article] Estimation of a drift parameter for a small diffusion process(in Japanese)2009
- Author(s)
  Uchida, M.
- Journal Title
  
  Proceedings of the Institute of Statistical Mathematics (In press)
  
  Pages: 15-15
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540137
[Journal Article] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009
- Author(s)
  Iacus S. M., Uchida M., and Yoshida N.
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: 119 Pages: 1580-1600
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540126
[Journal Article] 小さな拡散過程のドリフトパラメータの推定2009
- Author(s)
  内田雅之
- Journal Title
  
  統計数理
  
  Volume: 第57巻 Pages: 67-81
- NAID
  120006018984
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540126
[Journal Article] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009
- Author(s)
  Iacus, S.M., Uchida, M., Yoshida, N.
- Journal Title
  
  Stochastic Processes and their Applications 119
  
  Pages: 1580-1600
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540126
[Journal Article] 小さな拡散過程のドリフトパラメータの推定2009
- Author(s)
  内田雅之
- Journal Title
  
  統計数理 57
  
  Pages: 67-81
- NAID
  120006018984
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540126
[Journal Article] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009
- Author(s)
  Iacus, S. M., Uchida, M. and Yoshida, N.
- Journal Title
  
  Stochastic Processes and their Applications 119
  
  Pages: 1580-1600
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540137
[Journal Article] Approximate martingale estimating functions for stochastic differential equations with small noises.2008
- Author(s)
  Uchida, M.
- Journal Title
  
  Stochastic Processes and their Applications 118
  
  Pages: 1706-1721
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540137
[Journal Article] Approximate martingale estimating functions for stochastic differential equations with small noises2008
- Author(s)
  Uchida, M,
- Journal Title
  
  Stochastic Process.Appl. (In press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17300089
[Journal Article] Approximate martingale estimating functions for stochastic differential equations with small noises2008
- Author(s)
  Masayuki UCHIDA
- Journal Title
  
  Stochastic Process and its Applications 118
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Parametric estimation for stochastic differential equations. (in Japanese)2008
- Author(s)
  Uchida, M.
- Journal Title
  
  Statistical Sciences in the 21st Century III, (eds. G. Kitagawa and A. Takemura). University of Tokyo Press, Tokyo
  
  Pages: 179-206
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540137
[Journal Article] Approximate martingale estimating functions for stochastic differential equations with small noises2008
- Author(s)
  Uchida, M.
- Journal Title
  
  Stochastic Processes and their Applications 118
  
  Pages: 1706-1721
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540137
[Journal Article] Approximate martingale estimating functions for stochastic differential equations with small noises2008
- Author(s)
  Uchida, M.
- Journal Title
  
  Stochastic Process.Appl. (To appear)(印刷中)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19300096
[Journal Article] Approximate martingale estimating functions for stochastic differential equations with small noises2008
- Author(s)
  M.Uchida
- Journal Title
  
  Stochastic Processes and their Applications Vol.118, No.9
  
  Pages: 1706-1721
- Data Source
  KAKENHI-PROJECT-19300096
[Journal Article] Sstatistical inference for diffusion processes from discrete observations. (in Japanese).2008
- Author(s)
  Uchida, M.
- Journal Title
  
  Sugaku 60
  
  Pages: 368-379
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540137
[Journal Article] Statistical inference for diffusion processes from discrete observations. (in Japanese)2008
- Author(s)
  Uchida, M.
- Journal Title
  
  Sugaku 60
  
  Pages: 368-379
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540137
[Journal Article] Martingale estimating functions based on eigenfunctions for discretely observed small diffusions2006
- Author(s)
  Masayuki UCHIDA
- Journal Title
  
  Bulletin of Informatics and Cybernetics 38
  
  Pages: 1-13
- NAID
  120001014493
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Asymptotic expansion and information criteria2006
- Author(s)
  UCHIDA, Masayuki, et. al.
- Journal Title
  
  SUT, Journal of Mathematics Vol.42
  
  Pages: 31-58
- NAID
  120006398038
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Asymptotic expansion and information criteria2006
- Author(s)
  M.UCHIDA, N.YOSHIDA
- Journal Title
  
  SUT Journal of Mathematics 42
  
  Pages: 31-58
- NAID
  120006398038
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Asymptotic expansion and information criteria.2006
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  SUT Journal of Mathematics 42
  
  Pages: 31-58
- NAID
  120006398038
- Data Source
  KAKENHI-PROJECT-17300089
[Journal Article] Martingale estimating functins based on eigenfunctions for discretely observed small diffusions.2006
- Author(s)
  Uchida, M.
- Journal Title
  
  Bulletin of. Informatics and. Cybernetics. 38
  
  Pages: 1-13
- Data Source
  KAKENHI-PROJECT-17300089
[Journal Article] Martingale estimating functions based on eigenfuncitions for discretely observed small diffusions.2006
- Author(s)
  Uchida, M.
- Journal Title
  
  Bulletin of. Informatics and. Cybernetics. (掲載決定)
- Data Source
  KAKENHI-PROJECT-17300089
[Journal Article] Information criteria for small diffusions via the theory of Malliavin-Watanabe2004
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  Statist.Infer.Stochast.Process. 7
  
  Pages: 35-67
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Bull.Inform.Cybernet. 36
  
  Pages: 35-49
- NAID
  120001014473
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter2004
- Author(s)
  Masayuki UCHIDA
- Journal Title
  
  Bulletin of Informatics and Cybernetics vol.36
  
  Pages: 35-49
- NAID
  120001014473
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Estimation for discretely observed small diffusions based on approximate martingale estimating functions2004
- Author(s)
  Masayuki UCHIDA
- Journal Title
  
  Scandinavian Journal of Statistics vol.31
  
  Pages: 553-566
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Estimation for discretely observed small diffusions based on approximate martingale estimating functions2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Scand.J.Statist. 31
  
  Pages: 553-566
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15300093
[Journal Article] Estimation for discretely observed small diffusions based on approximate martingale estimating functions2004
- Author(s)
  M., Uchida
- Journal Title
  
  Scandinavian Journal of Statistics 31
  
  Pages: 553-566
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Asymptotic expansion for small diffusions applied to option pricing2004
- Author(s)
  Uchida, M.et al.
- Journal Title
  
  Statist.Infer.Stochast.Process. 7
  
  Pages: 189-223
- Data Source
  KAKENHI-PROJECT-14740078
[Journal Article] Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Bull.Inform.Cybernet. 36
  
  Pages: 35-49
- NAID
  120001014473
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15300093
[Journal Article] Estimation for discretely observed small diffusions based on approximate martingale estimating functions2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Scand.J.Statist. 31
  
  Pages: 553-566
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Information criteria for small diffusions via the theory of Malliavin-Watanabe2004
- Author(s)
  UCHIDA, Masayuki, et. al.
- Journal Title
  
  Statistical Inference for Stochastic Processes vol.7
  
  Pages: 35-67
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Bulletin of Informatics and Cybernetics 36
  
  Pages: 35-49
- NAID
  120001014473
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Information criteria for small diffusions via the theory of Malliavin-Watanabe2004
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  Statist.Infer.Stochast.Process. 7
  
  Pages: 35-67
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15300093
[Journal Article] Information criteria for small diffusions via the theory of Malliavin-Watanabe2004
- Author(s)
  Uchida, M.et al.
- Journal Title
  
  Statist.Infer.Stochast.Process. 7
  
  Pages: 35-67
- Data Source
  KAKENHI-PROJECT-14740078
[Journal Article] Information criteria for small diffusions via the theory of Malliavin-Watanabe2004
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  Statist.Infer.Stochast.Process 7
  
  Pages: 35-67
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Asymptotic expansion for small diffusions applied to option pricing2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Statist.Infer.Stochast.Process. 7
  
  Pages: 189-223
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15300093
[Journal Article] Information criteria for small diffusions via the theory of Malliavin-Watanabe2004
- Author(s)
  M., Uchida
- Journal Title
  
  Statistical Inference for Stochastic Processes 7
  
  Pages: 35-67
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Asymptotic expansion for small diffusions applied to option pricing.2004
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  Statist.Infer.Stochast.Process. 7
  
  Pages: 189-223
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Asymptotic expansion for small diffusions applied to option pricing2004
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  Statist.Infer.Stochast.Process 7
  
  Pages: 189-223
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15300093
[Journal Article] Information criteria for small diffusions via the theory of Malliavin-Watanabe2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Statist.Infer.Stochast.Process. 7
  
  Pages: 35-67
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15300093
[Journal Article] Minimum contrast estimation for discretely observed diffusion processes with small dispersion parameter2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Bull.Inform.Cybernet. 36
  
  Pages: 35-49
- NAID
  120001014473
- Data Source
  KAKENHI-PROJECT-14740078
[Journal Article] Estimation for discretely observed small diffusions based on approximate martingale estimating functions2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Scand.J.Statist. 31
  
  Pages: 553-566
- Data Source
  KAKENHI-PROJECT-14740078
[Journal Article] Estimation for discretely observed small diffusions based on approximate martingale estimating functions2004
- Author(s)
  Uchida, M.
- Journal Title
  
  Scand.J Statist. 31
  
  Pages: 553-566
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Asymptotic expansion for small diffusions applied to option pricing2004
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  Statist.Infer.Stochast.Process 7
  
  Pages: 189-223
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Asymptotic expansion for small diffusions applied to option pricing2004
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  Statist.Infer.Stochast.Process. 7
  
  Pages: 189-223
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Estimation for dynamical systems with small noise from discrete observations2003
- Author(s)
  Uchida, M.
- Journal Title
  
  J.Japan Statist.Soc. 33
  
  Pages: 157-167
- NAID
  110003144461
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Estimation for dynamical systems with small noise from discrete observations2003
- Author(s)
  Uchida, M.
- Journal Title
  
  J Japan Statist.Soc. 33
  
  Pages: 157-167
- NAID
  110003144461
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Small-diffusion asymptotics for discretely sampled stochastic differential equations2003
- Author(s)
  Srensen, M., Uchida, M.
- Journal Title
  
  Bernoulli 9
  
  Pages: 1051-1069
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Small-diffusion asymptotics for discretely sampled stochastic differential equations2003
- Author(s)
  Sφprensen, M., Uchida, M.
- Journal Title
  
  Bernoulli 9
  
  Pages: 1051-1069
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15300093
[Journal Article] Estimation for dynamical systems with small noise from discrete observations2003
- Author(s)
  Uchida, M.
- Journal Title
  
  J.Japan Statist.Soc. 33
  
  Pages: 157-167
- NAID
  110003144461
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15300093
[Journal Article] Information criteria in model selection for mixing processes2001
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  Statist.Infer.Stochast.Process. 4
  
  Pages: 73-98
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Information criteria in model selection for mixing processes2001
- Author(s)
  Uchida, M., Yoshida, N.
- Journal Title
  
  Statist.Infer.Stochast.Process 4
  
  Pages: 73-98
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13440034
[Journal Article] Martingale estimating functions based on eigenfunctions for discretely observed small diffusions
- Author(s)
  Masayuki UCHIDA
- Journal Title
  
  Bulletin of Informatics and Cybernetics (掲載決定)
- NAID
  120001014493
- Data Source
  KAKENHI-PROJECT-16340026
[Journal Article] Approximate martingale estimating functions for stochastic differential equations with small noises
- Author(s)
  Uchida, M.
- Journal Title
  
  Stochastic Process. Appl. (印刷中)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540137
[Presentation] Adaptive maximum likelihood type estimators for discretely observed small diffusion processes2021
- Author(s)
  Masayuki Uchida
- Organizer
  CMStatistics 2021 (The 14th International Conference of the ERCIM WG on Computational and Methodological Statistics)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] 確率微分方程式モデルの統計的推測の発展を目指して2021
- Author(s)
  内田雅之
- Organizer
  2021年度統計関連学会連合大会
- Invited
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Estimation of a discretely observed parabolic SPDE with small noise2021
- Author(s)
  Masayuki Uchida
- Organizer
  ISI2021 (63rd ISI World Statistics Congress 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Adaptive estimation of a parabolic SPDE with a small noise2020
- Author(s)
  Masayuki Uchida
- Organizer
  CMStatistics 2020
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Parametric inference for a discretely observed SPDE2019
- Author(s)
  Masayuki Uchida
- Organizer
  The European Meeting of Statisticians (EMS) 2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Estimation of a parabolic SPDE model based on ultra high frequency data2019
- Author(s)
  Masayuki Uchida
- Organizer
  DYNSTOCH Meeting 2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Parametric inference for a parabolic SPDE from discrete observations2019
- Author(s)
  Masayuki Uchida
- Organizer
  CMStatistics 2019
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Estimation of a parabolic stochastic partial differential equation based on ultra high frequency data2019
- Author(s)
  Masayuki Uchida
- Organizer
  ASC2019: Asymptotic Statistics and Computations
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Adaptive estimation of parabolic stochastic partial differential equations2019
- Author(s)
  Masayuki Uchida
- Organizer
  ISI World Statistics Congress 2019
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Hybrid multi-step estimators for non-ergodic diffusion type processes from reduced data2018
- Author(s)
  Masayuki Uchida
- Organizer
  The 5th IMS-APRM
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Hybrid estimators for ergodic diffusion processes from thinned data2018
- Author(s)
  Masayuki Uchida
- Organizer
  DYNSTOCH Meeting 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Hybrid estimation for an ergodic diffusion plus noise based on ultra high frequency data2018
- Author(s)
  Masayuki Uchida
- Organizer
  CMStatistics 2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Hybrid estimators with initial Bayes estimators for small diffusion processes based on reduced data2017
- Author(s)
  Masayuki Uchida
- Organizer
  Asymptotical Statistics of Stochastic Processes XI (SAPS XI)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid type estimation for ergodic diffusion processes based on reduced data2017
- Author(s)
  Masayuki Uchida
- Organizer
  The 1st International Conference on Econometrics and Statistics (EcoSta 2017)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid estimators with the initial Bayes estimators for ergodic diffusion processes based on reduced data2017
- Author(s)
  Masayuki Uchida
- Organizer
  ASC2017: Asymptotic Statistics and Computations
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid estimators with initial Bayes estimators for small diffusion processes based on reduced data2017
- Author(s)
  Masayuki Uchida
- Organizer
  Asymptotical Statistics of Stochastic Processes XI (SAPS XI)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Hybrid type adaptive inference method based on dependent data2017
- Author(s)
  Masayuki Uchida
- Organizer
  2017年度統計関連学会連合大会(英語セッション)
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Hybrid type adaptive inference method based on dependent data2017
- Author(s)
  Masayuki Uchida
- Organizer
  2017年度統計関連学会連合大会(英語セッション)
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid type estimation for ergodic diffusion processes based on reduced data2017
- Author(s)
  Masayuki Uchida
- Organizer
  The 1st International Conference on Econometrics and Statistics (EcoSta 2017)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Hybrid estimators for ergodic diffusion processes based on thinned data2017
- Author(s)
  Masayuki Uchida
- Organizer
  CMStatistics 2017 (10th International Conference of the ERCIM Working Group on Computational and Methodological Statistics)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Hybrid estimators for ergodic diffusion processes based on thinned data2017
- Author(s)
  Masayuki Uchida
- Organizer
  CMStatistics 2017 (10th International Conference of the ERCIM Working Group on Computational and Methodological Statistics)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Bayes type estimators and hybrid estimators for diffusion processes based on reduced data2016
- Author(s)
  Masayuki Uchida
- Organizer
  Advances in Statistics of Random Processes
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Adaptive estimation for small diffusion processes2016
- Author(s)
  Masayuki Uchida
- Organizer
  DYNSTOCH Meeting 2016
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid estimators for discretely observed small diffusion processes2016
- Author(s)
  Masayuki Uchida
- Organizer
  CMStatistics 2016
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid type estimation for diffusion type processes based on high frequency data2016
- Author(s)
  Masayuki Uchida
- Organizer
  The 4th IMS-APRM
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Adaptive Bayes estimators for small diffusion processes based on sampled data2016
- Author(s)
  Masayuki Uchida
- Organizer
  9th World Congress of Probability and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid multi-step estimation of the volatility for stochastic regression models2015
- Author(s)
  Masayuki Uchida
- Organizer
  Asymptotical Statistics of Stochastic Processes X
- Place of Presentation
  Universite du Maine, France
- Year and Date
  2015-03-20
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Hybrid multi-step estimation of the volatility for stochastic regression models2015
- Author(s)
  Masayuki Uchida
- Organizer
  Asymptotical Statistics of Stochastic Processes X
- Place of Presentation
  Universite　du Maine, France
- Year and Date
  2015-03-20
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] Hybrid multi-step estimators of the volatility for stochastic regression models2015
- Author(s)
  Masayuki Uchida
- Organizer
  9th Conference of the Asian Regional Section of the IASC (IASC-ARS 2015)
- Place of Presentation
  National University of Singapore (Singapore)
- Year and Date
  2015-12-19
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Hybrid type estimation for stochastic differential equations based on sampled data2015
- Author(s)
  Masayuki Uchida
- Organizer
  CMStatistics 2015 (ERCIM 2015)
- Place of Presentation
  The Senate House, University of London, London, UK
- Year and Date
  2015-12-13
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid multi-step estimation for non-ergodic diffusion processes2015
- Author(s)
  Masayuki Uchida
- Organizer
  60th World Statistics Congress – ISI2015
- Place of Presentation
  Riocentro, Barra da Tijuca, Rio de Janeiro, Brazil
- Year and Date
  2015-07-30
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] 確率微分方程式のハイブリッド型推定法とモデル選択への応用2015
- Author(s)
  内田雅之
- Organizer
  2015年度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
  2015-09-06
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] 拡散過程の適応的推測法と高頻度データ解析への応用2015
- Author(s)
  内田雅之
- Organizer
  第9回日本統計学会春季集会
- Place of Presentation
  明治大学中野キャンパス（東京都中野区）
- Year and Date
  2015-03-08
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Hybrid multi-step estimation for non-ergodic diffusion processes2015
- Author(s)
  Masayuki Uchida
- Organizer
  60th World Statistics Congress -- ISI2015
- Place of Presentation
  Riocentro, Barra da Tijuca, Rio de Janeiro, Brazil
- Year and Date
  2015-07-30
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] 確率微分方程式のハイブリッド型推定法とモデル選択への応用2015
- Author(s)
  内田雅之
- Organizer
  2015年度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
  2015-09-07
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] 拡散過程の適応的推測法と高頻度データ解析への応用2015
- Author(s)
  内田雅之
- Organizer
  第9回日本統計学会春季集会
- Place of Presentation
  明治大学中野キャンパス
- Year and Date
  2015-03-08
- Invited
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] Hybrid type estimation for stochastic differential equations based on sampled data2015
- Author(s)
  Masayuki Uchida
- Organizer
  CMStatistics 2015 (ERCIM 2015)
- Place of Presentation
  The Senate House, University of London (London, UK)
- Year and Date
  2015-12-12
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Hybrid multi-step estimators of the volatility for stochastic regression models2015
- Author(s)
  Masayuki Uchida
- 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
  2015-12-19
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid multi-step estimators of the volatility for non-ergodic diffusion type processes2015
- Author(s)
  Masayuki Uchida
- Organizer
  DYNSTOCH Meeting 2015
- Place of Presentation
  Centre for Mathematical Sciences at Lund University, Lund, Sweden
- Year and Date
  2015-05-28
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] 拡散過程の適応的推測法と高頻度データ解析への応用2015
- Author(s)
  内田雅之
- Organizer
  第9回日本統計学会春季集会
- Place of Presentation
  明治大学中野キャンパス
- Year and Date
  2015-03-08
- Invited
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid multi-step estimation of the volatility for stochastic regression models2015
- Author(s)
  Masayuki Uchida
- Organizer
  Asymptotical Statistics of Stochastic Processes X
- Place of Presentation
  Universite　du Maine, France
- Year and Date
  2015-03-20
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid multi-step estimators for diffusion processesHybrid multi-step estimators for diffusion processesHybrid multiHybrid multi-step estimators for diffusion processes2014
- Author(s)
  Masayuki Uchida
- Organizer
  The 3rd IMS-APRM
- Place of Presentation
  Howard International House, Taiwan
- Year and Date
  2014-07-02
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] Hybrid multi-step estimators for stochastic differential equations from discrete observations2014
- Author(s)
  Masayuki Uchida
- Organizer
  DYNSTOCH Meeting 2014
- Place of Presentation
  University of Warwick, Coventry, UK
- Year and Date
  2014-09-11
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] Hybrid multi-step estimators for stochastic differential equations from discrete observations2014
- Author(s)
  Masayuki Uchida
- Organizer
  DYNSTOCH Meeting 2014
- Place of Presentation
  University of Warwick, Coventry, UK
- Year and Date
  2014-09-11
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Hybrid multi-step estimators for stochastic differential equations from discrete observations2014
- Author(s)
  Masayuki Uchida
- Organizer
  DYNSTOCH Meeting 2014
- Place of Presentation
  University of Warwick, Coventry, UK
- Year and Date
  2014-09-11
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Hybrid multi-step estimators for diffusion processes2014
- Author(s)
  Masayuki Uchida
- Organizer
  The 3rd IMS-APRM
- Place of Presentation
  Howard International House, Taiwan
- Year and Date
  2014-07-02
- Invited
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Hybrid multi-step estimators for diffusion processesHybrid multi-step estimators for diffusion processesHybrid multiHybrid multi-step estimators for diffusion processes2014
- Author(s)
  Masayuki Uchida
- Organizer
  The 3rd IMS-APRM
- Place of Presentation
  Howard International House, Taiwan
- Year and Date
  2014-07-02
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Discriminant analysis for stochastic differential equations based on sampled data2013
- Author(s)
  Masayuki Uchida
- Organizer
  59th ISI World Statistics Congress
- Place of Presentation
  London, UK
- Invited
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Adaptive Bayes type estimation for stochastic differential equations based on high-frequency data2013
- Author(s)
  Masayuki Uchida
- Organizer
  7th International Conference on Computational and Financial Econometrics
- Place of Presentation
  Hong Kong, China
- Invited
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] 確率微分方程式の統計的モデリング2013
- Author(s)
  内田雅之
- Organizer
  統計関連学会連合大会
- Place of Presentation
  大阪大学
- Invited
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] Asymptotic properties of discriminant functions for stochastic differential equations from discrete observations2013
- Author(s)
  Masayuki Uchida
- Organizer
  The 29th European Meeting of Statisticians
- Place of Presentation
  Eötvös Lorénd University, Budapest, Hungary
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] Discriminant analysis for stochastic differential equations based on sampled data2013
- Author(s)
  Masayuki Uchida
- Organizer
  59th ISI World Statistics Congress
- Place of Presentation
  London, UK
- Invited
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] Adaptive Bayes type estimation for stochastic differential equations based on high-frequency data2013
- Author(s)
  Masayuki Uchida
- Organizer
  7th CSDA International Conference on Computational and Financial Econometrics (CFE'13)
- Place of Presentation
  Senate House, University of London, UK
- Invited
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Discriminant analysis for discretely observed stochastic differential equations2013
- Author(s)
  Masayuki Uchida
- Organizer
  DYNSTOCH Meeting
- Place of Presentation
  University of Copenhagen, Denmark
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] 金融データに基づく統計的SDEモデリング2013
- Author(s)
  内田雅之
- 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] 拡散過程モデルにおける適応型計算統計2013
- Author(s)
  内田雅之
- 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] Adaptive Bayes type estimation for stochastic differential equations based on high-frequency data2013
- Author(s)
  Masayuki Uchida
- Organizer
  7th International Conference on Computational and Financial Econometrics
- Place of Presentation
  Hong Kong, China
- Invited
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] 確率微分方程式の統計的モデリング2013
- Author(s)
  内田雅之
- 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] 拡散過程モデルにおける適応型計算統計2013
- Author(s)
  内田雅之
- Organizer
  統計関連学会連合大会
- Place of Presentation
  大阪大学
- Invited
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] Adaptive estimation for ergodic diffusions under incorrect models2012
- Author(s)
  内田雅之
- Organizer
  Statistics for Stochastic Processes:Inference, Limit Theorems, Finance and Data Analysis
- Place of Presentation
  Institut Louis Bachelier in the former Paris bourse building, France
- Year and Date
  2012-03-12
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] 金融モデルに対する適応型統計推測理論および高頻度データへの適用2012
- Author(s)
  内田雅之
- Organizer
  統計関連学会連合大会
- Place of Presentation
  北海道大学
- Year and Date
  2012-09-11
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] 確率微分方程式の適応型推定とその実装2012
- Author(s)
  内田雅之
- Organizer
  〓
- Place of Presentation
  東京大学
- Year and Date
  2012-12-21
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Adaptive estimation for discretely observed ergodic diffusion processes2012
- Author(s)
  Masayuki Uchida
- Organizer
  The 2nd Institute of 〓
- Place of Presentation
  エポカルつくば
- Year and Date
  2012-07-02
- Data Source
  KAKENHI-PROJECT-24300107
[Presentation] Adaptive estimation for misspecified diffusion processes2011
- Author(s)
  内田雅之
- Organizer
  Statistical Analysis and Related Topics: Theory, Methodology, and Data Analysis
- Place of Presentation
  University of Tokyo
- Year and Date
  2011-12-16
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Adaptive ML-type estimators of ergodic diffusion processes2010
- Author(s)
  内田雅之
- Organizer
  RIMS 研究集会「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-21540126
[Presentation] Adaptive ML-type estimators of ergodic diffusion processes2010
- Author(s)
  内田雅之
- Organizer
  RIMS研究集会「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-21540126
[Presentation] 高頻度データに基づくボラティリティパラメータの推定2010
- Author(s)
  内田雅之
- Organizer
  日本数学会2010 年度年会
- Place of Presentation
  慶応大学
- Year and Date
  2010-03-26
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Statistical estimation of the volatility for a stochastic differential equation2010
- Author(s)
  内田雅之
- Organizer
  34th Conference on Stochastic Processes and Their Applications
- Place of Presentation
  Senri life science center building, Osaka(招待講演)
- Year and Date
  2010-09-09
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Adaptive estimation of an ergodic diffusion process from discrete observations2010
- Author(s)
  内田雅之
- Organizer
  Korean Statistical Society conference
- Place of Presentation
  Kyonggi University, Korea(招待講演)
- Year and Date
  2010-11-05
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Adaptive estimation of an ergodic diffusion process from discrete observations2010
- Author(s)
  内田雅之
- Organizer
  Korean Statistical Society conference
- Place of Presentation
  Kyonggi University, Korea
- Year and Date
  2010-11-05
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Volatility estimation for a stochastic differential equation2010
- Author(s)
  内田雅之
- Organizer
  確率解析と統計的推測V
- Place of Presentation
  東京大学
- Year and Date
  2010-02-22
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] 高頻度データに基づくボラティリティパラメータの推定2010
- Author(s)
  内田雅之
- Organizer
  日本数学会2010年度年会
- Place of Presentation
  慶応大学
- Year and Date
  2010-03-26
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Statistical estimation of thevolatility for a stochastic differential equation2010
- Author(s)
  内田雅之
- Organizer
  34th Conference on Stochastic Processes and Their Applications
- Place of Presentation
  Senri life science center building, Osaka
- Year and Date
  2010-09-09
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Volatility estimation for a stochastic differential equation2010
- Author(s)
  内田雅之
- Organizer
  確率解析と統計的推測 V
- Place of Presentation
  東京大学
- Year and Date
  2010-02-22
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Adaptive estimation of an ergodic diffusion process based on sampled data2010
- Author(s)
  内田雅之
- Organizer
  DYNSTOCH Meeting 2010
- Place of Presentation
  Bon Pasteur Accueil, Angers, France
- Year and Date
  2010-06-19
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Parametric estimation of the volatility for a stochastic differential equation2009
- Author(s)
  内田雅之
- Organizer
  DYNSTOCH Meeting 2009
- Place of Presentation
  フンボルト大学 (ドイツ)
- Year and Date
  2009-10-10
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009
- Author(s)
  内田雅之
- Organizer
  日本数学会2009 年度秋季総合分科会
- Place of Presentation
  大阪大学
- Year and Date
  2009-09-26
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] 確率微分方程式のボラティリティの推定2009
- Author(s)
  内田雅之
- Organizer
  2009年度統計関連学会連合大会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-07
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Parametric estimation for partially hidden diffusion processes sampled at discrete times2009
- Author(s)
  内田雅之
- Organizer
  日本数学会2009年度秋季総合分科会
- Place of Presentation
  大阪大学
- Year and Date
  2009-09-26
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Parametric estimation of the volatility for a stochastic differential equation2009
- Author(s)
  内田雅之
- Organizer
  DYNSTOCH Meeting 2009
- Place of Presentation
  フンボルト大学, ドイツ
- Year and Date
  2009-10-10
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] 確率微分方程式のボラティリティの推定2009
- Author(s)
  内田雅之
- Organizer
  2009 年度統計関連学会連合大会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-07
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Estimation for discretely observed ergodic diffusions under completely misspecified models2008
- Author(s)
  Uchida, M.
- Organizer
  日露共同研究プロジェクト研究集会
- Place of Presentation
  広島大学
- Year and Date
  2008-11-04
- Data Source
  KAKENHI-PROJECT-19540137
[Presentation] Asymptotic property of AIC for discretely observed ergodic diffusions2008
- Author(s)
  Uchida, M.
- Organizer
  研究集会「確率解析と統計的推測III」
- Place of Presentation
  東京大学
- Year and Date
  2008-11-27
- Data Source
  KAKENHI-PROJECT-19540137
[Presentation] Estimation for misspecified diffusion processes from discrete observations2008
- Author(s)
  Uchida, M.
- Organizer
  Workshop on Statistical Methods for Dynamical Stochastic Models
- Place of Presentation
  University of Padova, Italy
- Year and Date
  2008-06-26
- Data Source
  KAKENHI-PROJECT-19540137
[Presentation] Approximate martingale estimating functions for stochastic differential equations with small noises2007
- Author(s)
  Uchida, M.
- Organizer
  研究集会「確率解析と統計的推測」
- Place of Presentation
  東京大学
- Year and Date
  2007-11-30
- Data Source
  KAKENHI-PROJECT-19540137
[Presentation] Estimation for misspecified ergodic diffusion processes2007
- Author(s)
  内田雅之
- Organizer
  日露共同研究プロジェクト研究集会
- Place of Presentation
  大阪大学
- Year and Date
  2007-08-08
- Data Source
  KAKENHI-PROJECT-19540137
[Presentation] Estimation for misspecified ergodic diffusion processes2007
- Author(s)
  内田雅之
- Organizer
  日露共同研究プロジェクト研究集会「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-19540137
[Presentation] Approximate martingale estimating functions for stochastic differential equations with small noises2007
- Author(s)
  Uchida, M.
- Organizer
  統計数理研究所共同研究(重点型研究)研究集会
- Place of Presentation
  東京大学
- Year and Date
  2007-11-30
- Data Source
  KAKENHI-PROJECT-19540137
[Presentation] Information criteria for discretely observed diffusion processes2006
- Author(s)
  M., Uchida
- Organizer
  Workshop on Statistical Methods for Dynamical Stochastic Models
- Place of Presentation
  Mainz, Germany
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16340026
[Presentation] Information criteria for discretely observerd diffusion processes2006
- Author(s)
  UCHIDA, Masayuki
- Organizer
  Workshop on Statistical Methods for Dynamical Stochastic Models
- Place of Presentation
  Mainz,Gemany
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16340026
[Presentation] Discriminant analysis for discretely observed ergodic diffusion processes
- Author(s)
  Masayuki Uchida
- Organizer
  Asymptotical Statistics of Stochastic Processes IX
- Place of Presentation
  Universite　du Maine, France
- Data Source
  KAKENHI-PROJECT-24654024
[Presentation] Adaptive estimation for ergodic diffusions under incorrect models
- Author(s)
  Masayuki Uchida
- Organizer
  Statistics for Stochastic Processes:Inference, Limit Theorems, Finance and Data Analysis
- Place of Presentation
  Institut Louis Bachelier in the former Paris bourse building, France
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] Adaptive estimation for misspecified diffusion processes
- Author(s)
  Masayuki Uchida
- Organizer
  Statistical Analysis and Related Topics: Theory, Methodology, and Data Analysis
- Place of Presentation
  University of Tokyo
- Data Source
  KAKENHI-PROJECT-21540126
[Presentation] 金融データに基づく統計的SDEモデリング
- Author(s)
  内田雅之
- Organizer
  ASC2013 Asymptotic Statistics and Computations
- Place of Presentation
  東京大学
- Data Source
  KAKENHI-PROJECT-24654024

1. MASUDA Hiroki (10380669)

# of Collaborated Projects: 7 results

# of Collaborated Products: 3 results
2. KONISHI Sadanori (40090550)

# of Collaborated Projects: 5 results

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3. HYAKUTAKE Hiroto (70181120)

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4. NINOMIYA Yoshiyuki (50343330)

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5. SHIMIZU Yasutaka (70423085)

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6. MAESONO Yoshihiko (30173701)

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7. Yoshida Nakahiro (90210707)

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8. FUKASAWA Masaaki (70506451)

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9. NISHII Ryuei (40127684)

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10. TANAKA Shojiro (00197427)

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11. YANAGAWA Takashi (80029488)

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12. KAMATANI Kengo (00569767)

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13. HAYASHI Takaki (80420826)

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14. SAKATA Toshio (20117352)

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15. QIN Pan (40532718)

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16. SHIMIZU Kunio (60110946)

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17. EGUCHI Shinto (10168776)

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18. OYA KOSUKE (20233281)

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19. OHTA Wataru (20293681)

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20. WATANABE Toshiaki (90254135)

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21. TAKADA Teruko (30347504)

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22. ISHIDA Isao (20361579)

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23. KINOSHITA Ryo (10732323)

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24. KAWAGUCHI Atsudhi (60389319)

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25. IWAMOTO Seiichi (90037284)

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26. NAKAI Toru (20145808)

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27. MURATA Noboru (60242038)

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28. 長山淳哉 (90136466)

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29. 野中美祐 (90389320)

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30. 小池祐太 (80745290)

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Uchida Masayuki 内田 雅之

UCHIDA Masayuki 内田 雅之

内田 雅之 ウチダ マサユキ

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Statistical modelling for stochastic differential equations based on high frequency dataPrincipal Investigator

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Interdisciplinary research in mathematical/data science and simulation science for stochastic differential equation modelsPrincipal Investigator

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Statistical inference for stochastic differential equations and its applications to high frequency data analysisPrincipal Investigator

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Sampling problems for diffusion processes and their applicationsPrincipal Investigator

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Statistical inference for stochastic differential equations from discrete observation and its applicationsPrincipal Investigator

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Statistically asymptotic theory for stochastic differential equations and its applicationsPrincipal Investigator

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マリアヴァン解析による統計的推測と数理ファイナンスへの応用の研究Principal Investigator

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Uchida Masayuki 内田雅之

UCHIDA Masayuki 内田雅之

内田雅之ウチダマサユキ