Masayuki Uchida

Adaptive estimation of an ergodic diffusion process based on sampled data

Masayuki Uchida, Nakahiro Yoshida · Stochastic Processes and their Applications · 2012 · 102 citations

Engineering, Data Science, Stochastic Modeling +11

Small-diffusion asymptotics for discretely sampled stochastic differential equations

Michael Sørensen, Masayuki Uchida · Bernoulli · 2003 · 78 citations · Full text

Engineering, Economics, Process Dynamics +12

The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations

Alexandre Brouste‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌, Masaaki Fukasawa, Hideitsu Hino et al. · Journal of Statistical Software · 2014 · 73 citations · Full text

Engineering, Data Science, Stochastic Modeling +15

Hybrid multi-step estimators for stochastic differential equations based on sampled data

Kengo Kamatani, Masayuki Uchida · Statistical Inference for Stochastic Processes · 2014 · 65 citations

Engineering, Computational Engineering, Stochastic Modeling +11

Contrast-based information criterion for ergodic diffusion processes from discrete observations

Masayuki Uchida · Annals of the Institute of Statistical Mathematics · 2009 · 47 citations

Engineering, Mathematics, Information Theory +15