SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

H. Masuda · Study

Home/Author

H. Masuda

8 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0002-5553-9201

h-index8

i108

Citations432

Works here8

04

09

10

11

13

18

Most cited in this library

On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process2004 · 144 citations
On simulation of tempered stable random variates2010 · 75 citations
Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency2013 · 48 citations
Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes2010 · 43 citations
Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling2011 · 35 citations

Works

8 shown

Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process

Stochastic Processes and their Applications·2018·1 author·Open access

32citations

Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency

The Annals of Statistics·2013·1 author·Open access

48citations

Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations

Communications in Statistics - Simulation and Computation·2011·2 authors·Open access

31citations

Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling

ESAIM Probability and Statistics·2011·2 authors·Open access

35citations

On simulation of tempered stable random variates

Journal of Computational and Applied Mathematics·2010·2 authors·Open access

75citations

Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes

Electronic Journal of Statistics·2010·1 author·Open access

43citations

Joint Estimation of Discretely Observed Stable Lévy Processes with Symmetric Lévy Density

JOURNAL OF THE JAPAN STATISTICAL SOCIETY·2009·1 author·Open access

24citations

On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process

Bernoulli·2004·1 author·Open access

144citations