Concepedia
Statistics
Publications
38
Citations
801
H-Index
18
Active since
2006
Affiliations
University of Leicester(Current)
The University of Sydney
Kyushu University
The University of Tokyo
Tokyo University of the Arts
Reiichiro Kawai is an author at University of Leicester specializing in stochastic processes, probability theory, and mathematics.
Publications per year
2006–2023
On simulation of tempered stable random variates
Reiichiro Kawai, H. Masuda · Journal of Computational and Applied Mathematics · 2010 · 74 citations
Business, Mathematics, Probability Theory +10
On layered stable processes
Christian Houdré, Reiichiro Kawai · Bernoulli · 2007 · 43 citations · Full text
Engineering, Industrial Engineering, Process Dynamics +8
On fractional tempered stable motion
Christian Houdré, Reiichiro Kawai · Stochastic Processes and their Applications · 2006 · 35 citations · Full text
Natural Sciences, Mathematics, Physics +12
Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling
Reiichiro Kawai, H. Masuda · ESAIM Probability and Statistics · 2011 · 35 citations · Full text
Natural Sciences, Mathematics, Information Theory +9
Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations
Reiichiro Kawai, H. Masuda · Communications in Statistics - Simulation and Computation · 2011 · 31 citations · Full text
Engineering, Mathematics, Probability Theory +16
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