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05/04/2023
Structural equation modeling with latent variables for diffusion processes and its application to sparse estimation
We consider structural equation modeling (SEM) with latent variables for...
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04/19/2023
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
We deal with parameter estimation for a linear parabolic second-order st...
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10/21/2022
Structural equation modeling with latent variables for diffusion processes based on high-frequency data
We consider structural equation modeling (SEM) with latent variables for...
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06/21/2022
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
We study parameter estimation for a linear parabolic second-order stocha...
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02/03/2022
Statistical inference in factor analysis for diffusion processes from discrete observations
We consider statistical inference in factor analysis for ergodic and non...
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01/22/2022
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
We consider parameter estimation for a linear parabolic second-order sto...
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08/03/2021
Adaptive estimation for small diffusion processes based on sampled data
We consider parametric estimation for multi-dimensional diffusion proces...
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04/23/2021
Change point inference in ergodic diffusion processes based on high frequency data
We deal with the change point problem in ergodic diffusion processes bas...
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02/13/2021
Estimation for change point of discretely observed ergodic diffusion processes
We treat the change point problem in ergodic diffusion processes from di...
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10/26/2020
Adaptive testing method for ergodic diffusion processes based on high frequency data
We consider parametric tests for multidimensional ergodic diffusions bas...
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08/12/2020
Adaptive estimator for a parabolic linear SPDE with a small noise
We deal with parametric estimation for a parabolic linear second order s...
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04/29/2020
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
We consider the adaptive test for the parameter change in discretely obs...
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09/30/2019
Parametric estimation for a parabolic linear SPDE model based on sampled data
We consider parametric estimation for a parabolic linear second order st...
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06/24/2019
Parametric estimation for convolutionally observed diffusion processes
We propose a new statistical observation scheme of diffusion processes n...
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11/27/2018
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
We consider parametric estimation for ergodic diffusion processes with n...
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06/25/2018
Quasi-likelihood analysis of an ergodic diffusion plus noise
We consider adaptive maximum-likelihood-type estimators and adaptive Bay...
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05/28/2018
Inference for ergodic diffusions plus noise
We research adaptive maximum likelihood-type estimation for an ergodic d...
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04/05/2018
Adaptive test for ergodic diffusions plus noise
We propose some parametric tests for ergodic diffusion-plus-noise model,...
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11/13/2017
