MASUDA Hiroki

J-GLOBAL         Last updated: Jul 23, 2019 at 15:07
 
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Name
MASUDA Hiroki
Affiliation
Kyushu University
Section
Faculty of Mathematics Department of Mathematical Science
Job title
Prof.
Degree
Mathematical Sciences(Graduate School of Mathematical Sciences, University of Tokyo)

Research Areas

 
 

Academic & Professional Experience

 
Jul 2015
 - 
Today
Professor, Graduate School of Mathematics, Kyushu University
 
Apr 2011
 - 
Jun 2015
Associate Professor, Institute of Mathematics for Industry, Kyushu University
 
Dec 2010
 - 
Mar 2011
Associate Professor, Graduate School of Mathematics, Kyushu University
 
Apr 2007
 - 
Nov 2010
Assistant Professor, Graduate School of Mathematics, Kyushu University
 
Apr 2004
 - 
Mar 2007
Assistant, Graduate School of Mathematics, Kyushu University
 

Education

 
Apr 2001
 - 
Mar 2004
Graduate School of Mathematical Sciences, Ph.D course, University of Tokyo
 
Apr 1999
 - 
Mar 2001
Graduate School of Mathematical Sciences, Master course, University of Tokyo
 
Apr 1995
 - 
Mar 1999
Department of Information, Faculty of Sciences and Engineering, Waseda University
 

Awards & Honors

 
Sep 2014
Research Achievement Award, Japan Statistical Society
 
Sep 2006
Ogawa Prize, Japan Statistical Society
 

Published Papers

 
Jasra Ajay, Kamatani Kengo, Masuda Hiroki
SCANDINAVIAN JOURNAL OF STATISTICS   46(2) 545-574   Jun 2019   [Refereed]
Umezu Yuta, Shimizu Yusuke, Masuda Hiroki, Ninomiya Yoshiyuki
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS   71(2) 247-274   Apr 2019   [Refereed]
Masuda Hiroki
STOCHASTIC PROCESSES AND THEIR APPLICATIONS   129(3) 1013-1059   Mar 2019   [Refereed]
Eguchi Shoichi, Masuda Hiroki
BERNOULLI   24(3) 2278-2327   Aug 2018   [Refereed]
Uniform LAN property of locally stable Levy process observed at high frequency
Ivanenko Dmytro, Kulik Alexey M., Masuda Hiroki
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS   12(2) 835-862   2015   [Refereed]
LEVY MATTERS IV: ESTIMATION FOR DISCRETELY OBSERVED LEVY PROCESSES   2128 179-286   2015   [Refereed]
The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations
Brouste Alexandre, Fukasawa Masaaki, Hino Hideitsu, Iacus Stefano M., Kamatani Kengo, Koike Yuta, Masuda Hiroki, Nomura Ryosuke, Ogihara Teppei, Shimuzu Yasutaka, Uchida Masayuki, Yoshida Nakahiro
JOURNAL OF STATISTICAL SOFTWARE   57(4) 1-51   Mar 2014   [Refereed]
Masuda Hiroki, Yoshida Nakahiro
ELECTRONIC COMMUNICATIONS IN PROBABILITY   18 1-10   Dec 2013   [Refereed]
Masuda Hiroki
STOCHASTIC PROCESSES AND THEIR APPLICATIONS   123(7) 2752-2778   Jul 2013   [Refereed]
Masuda Hiroki
ANNALS OF STATISTICS   41(3) 1593-1641   Jun 2013   [Refereed]

Misc

 
Masuda Hiroki
Journal of the Japan Statistical Society, Japanese Issue   44(2) 471-495   Mar 2015
Concerning a stochastic differential equation driven by a non-Gaussian Levy process, we out-line construction and asymptotic behavior of the Gaussian quasi-maximum-likelihood estimator and self-normalized-residual based test statistics for noise-n...
廣瀬慧, 増田弘毅
統計関連学会連合大会講演報告集   2018 376   Sep 2018
江口翔一, 増田弘毅
統計関連学会連合大会講演報告集   2018 346   Sep 2018
増田弘毅
統計関連学会連合大会講演報告集   2018 344   Sep 2018
上原悠槙, 増田弘毅
統計関連学会連合大会講演報告集   2017 11   Sep 2017