渡名喜 庸蔵

Estimation for linear parabolic SPDEs in two space dimensions with unknown damping parameters 

Japanese Journal of Statistics and Data Science 2026年6月15日  査読有り

Small dispersion asymptotics for an SPDE in two space dimensions using triple increments 

Journal of Statistical Planning and Inference 241 106333 2026年3月  査読有り

Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments 

Metrika 88(5) 601-656 2025年7月  査読有り

Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise 

Statistical Inference for Stochastic Processes 27(1) 123-179 2024年4月  査読有り

Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data 

Scandinavian Journal of Statistics 50(4) 1568-1589 2023年12月  査読有り

Change point inference in ergodic diffusion processes based on high frequency data 

Stochastic Processes and their Applications 158 1-39 2023年4月  査読有り

Estimation for change point of discretely observed ergodic diffusion processes 

Scandinavian Journal of Statistics 50(1) 142-183 2023年3月  査読有り

Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations 

Statistical Inference for Stochastic Processes 25(2) 397-430 2022年7月  査読有り