
Noise Inference For Ergodic Lévy Driven SDE
We study inference for the driving Lévy noise of an ergodic stochastic d...
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Casebased similar image retrieval for weakly annotated large histopathological images of malignant lymphoma using deep metric learning
In the present study, we propose a novel casebased similar image retrie...
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Estimation of ergodic squareroot diffusion under highfrequency sampling
We study the Gaussian quasilikelihood estimation of the parameter θ:=(α...
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Optimal stable OrnsteinUhlenbeck regression
We prove some efficient inference results concerning estimation of a Orn...
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Analyzing Tradeoffs in Reversible Linear and Binary Search Algorithms
Reversible algorithms are algorithms in which each step represents a par...
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Robust relative error estimation
Relative error estimation has been recently used in regression analysis....
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Efficient estimation of stable Levy process with symmetric jumps
Efficient estimation of a nonGaussian stable Levy process with drift an...
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Estimating Diffusion With Compound Poisson Jumps Based On Selfnormalized Residuals
This paper considers parametric estimation problem of the continuous par...
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Data driven time scale in Gaussian quasilikelihood inference
We study parametric estimation of ergodic diffusions observed at high fr...
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Hiroki Masuda
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