内田雅之 (Masayuki Uchida) - マイポータル

基本情報

所属: 大阪大学大学院基礎工学研究科

J-GLOBAL ID: 202001001498414004
researchmap会員ID: R000005262

受賞

論文

Quasi-Akaike information criterion of SEM with latent variables for diffusion processes

Shogo Kusano, Masayuki Uchida

Japanese Journal of Statistics and Data Science (Version of Record) 2024年10月10日査読有り
Sparse inference of structural equation modeling with latent variables for diffusion processes

Shogo Kusano, Masayuki Uchida

Japanese Journal of Statistics and Data Science 7(1) 101-150 2024年6月査読有り
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

Metrika (Version of Record) 2024年5月18日査読有り
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

Statistical Inference for Stochastic Processes 27(1) 123-179 2024年4月査読有り
Statistical inference in factor analysis for diffusion processes from discrete observations

Shogo Kusano, Masayuki Uchida

Journal of Statistical Planning and Inference 229 106095 2024年3月査読有り
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

Scandinavian Journal of Statistics 50(4) 1568-1589 2023年12月査読有り
Adaptive inference for small diffusion processes based on sampled data

Tetsuya Kawai, Masayuki Uchida

Metrika 86(6) 643-696 2023年8月査読有り
Change point inference in ergodic diffusion processes based on high frequency data

Yozo Tonaki, Masayuki Uchida

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

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

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

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

Statistical Inference for Stochastic Processes 25(2) 397-430 2022年7月査読有り
離散観測に基づく確率微分方程式モデルの統計的推測

内田雅之

日本統計学会誌 51(2) 245-273 2022年3月査読有り招待有り
Adaptive testing method for ergodic diffusion processes based on high frequency data

Tetsuya Kawai, Masayuki Uchida

Journal of Statistical Planning and Inference 217 241-278 2022年3月査読有り
Adaptive estimator for a parabolic linear SPDE with a small noise

Yusuke Kaino, Masayuki Uchida

Japanese Journal of Statistics and Data Science 4(1) 513-541 2021年7月査読有り
Parametric estimation for a parabolic linear SPDE model based on discrete observations

Yusuke Kaino, Masayuki Uchida

Journal of Statistical Planning and Inference 211 190-220 2021年3月査読有り
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise

Shogo H. Nakakita, Yusuke Kaino, Masayuki Uchida

Annals of the Institute of Statistical Mathematics 73(1) 177-225 2021年2月査読有り
Inference for Convolutionally Observed Diffusion Processes

Shogo H Nakakita, Masayuki Uchida

Entropy 22(9) 1031-1031 2020年9月15日査読有り
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations

Yusuke Kaino, Shogo H. Nakakita, Masayuki Uchida

STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 23(1) 171-198 2020年4月査読有り
Adaptive test for ergodic diffusions plus noise

Shogo H. Nakakita, Masayuki Uchida

JOURNAL OF STATISTICAL PLANNING AND INFERENCE 203 131-150 2019年12月査読有り
Inference for ergodic diffusions plus noise

Shogo H. Nakakita, Masayuki Uchida

SCANDINAVIAN JOURNAL OF STATISTICS 46(2) 470-516 2019年6月査読有り
Hybrid estimators for small diffusion processes based on reduced data

Yusuke Kaino, Masayuki Uchida

METRIKA 81(7) 745-773 2018年10月査読有り

もっとみる

MISC

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

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

arXiv:2504.09872 2025年4月14日
Quasi-likelihood ratio test for jump-diffusion processes based on adaptive maximum likelihood inference

Hiromasa Nishikawa, Tetsuya Kawai, Masayuki Uchida

arXiv:2502.17058 2025年2月24日
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

arXiv:2408.02224 2024年8月5日
QBIC of SEM for diffusion processes from discrete observations

Shogo Kusano, Masayuki Uchida

arXiv:2407.01040 2024年7月1日
Estimation for the damping factor of the driving process of an SPDE in two space dimensions

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

arXiv:2407.00953 2024年7月1日
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

arXiv:2404.02513 2024年4月3日

講演・口頭発表等

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

Masayuki Uchida

CFE-CMStatistics 2024 2024年12月14日招待有り
空間 2 次元線形放物型 SPDE モデルのパラメータ推定

内田雅之

日本数学会2024年度秋季総合分科会 2024年9月5日
Estimation for a discretely observed linear parabolic SPDE in two space dimensions based on triple increments

Masayuki Uchida

EcoSta 2024 2024年7月17日招待有り
Statistical parametric estimation for a linear parabolic SPDE in two space dimensions based on temporal and spatial increments

Masayuki Uchida

Dynstoch 2024 2024年5月24日
Parameter estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments

Masayuki Uchida

Stochastic Analysis and Statistics 2024 2024年2月8日
Parameter estimation for discretely observed linear parabolic SPDEs in two space dimensions with small noises

Masayuki Uchida

IMS-APRM 2024 2024年1月6日招待有り
Estimation for a linear parabolic SPDE in two space dimensions with a small noise based on high-frequency data

Masayuki Uchida

CMStatistics 2023 2023年12月17日招待有り
Statistical parametric estimation for a linear parabolic SPDE in two space dimensions

Masayuki Uchida

JST CREST Yoshida-Khan Teams Joint workshop 2023年9月14日
Parametric estimation for linear parabolic SPDEs in two space dimensions based on high frequency data

Masayuki Uchida

APSPS 2023年9月13日
Parametric estimation for discretely observed linear parabolic SPDEs in two space dimensions

Masayuki Uchida

EcoSta 2023 2023年8月1日招待有り
Estimation for a linear parabolic SPDE in two space dimensions from discrete observations

64th ISI World Statistics Congress 2023 2023年7月17日招待有り
Estimation for a discretely observed linear parabolic SPDE in two space dimensions with a small noise

Dynstoch 2023 2023年3月28日
Estimation for linear parabolic SPDEs in two space dimensions based on high-frequency data

CMStatistics 2022 2022年12月18日招待有り
Parameter estimation for a linear parabolic SPDE in two space dimensions with a small noise from discrete observations

Statistics for Stochastic Processes: SDEs, SPDEs and concentration of measure 2022年9月7日招待有り
Parameter estimation for linear parabolic SPDEs in two space dimensions from discrete observations

Masayuki Uchida

Dynstoch 2022 2022年7月1日
Adaptive maximum likelihood type estimators for discretely observed small diffusion processes

CMStatistics 2021 2021年12月19日招待有り
Adaptive test for ergodic diffusion processes from discrete observations

Workshop on Statistical modeling for stochastic processes and related fields 2021年9月30日
確率微分方程式モデルの統計的推測の発展を目指して

内田雅之

2021年度統計関連学会連合大会 2021年9月6日招待有り
Estimation of a discretely observed parabolic SPDE with small noise

Masayuki Uchida

ISI World Statistics Congress 2021 2021年7月13日招待有り
Adaptive estimation of a parabolic SPDE with a small noise

Masayuki Uchida

CMStatistics 2020 2020年12月20日招待有り

もっとみる

内田雅之

基本情報

受賞

論文

MISC

講演・口頭発表等

メニュー

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