7 citations · 10 across the 4 of their papers we have counts for
5 papers
Estimation for change point of discretely observed ergodic diffusion processes
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2020) proposed adaptive tests for detecting changes in the diffusion and…
Adaptive estimator for a parabolic linear SPDE with a small noise
Yusuke Kaino, Masayuki Uchida
We deal with parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) with a small dispersion parameter based on high frequency dat…
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We consider the adaptive test for the parameter change in discretely observed ergodic diffusion processes based on the cusum test. Using two test statistics based on the two quasi-…
Parametric estimation for a parabolic linear SPDE model based on sampled data
Yusuke Kaino, Masayuki Uchida
We consider parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) from high frequency data which are observed in time and space.…
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
Yusuke Kaino, Shogo H. Nakakita, Masayuki Uchida
We consider parametric estimation for ergodic diffusion processes with noisy sampled data based on the hybrid method, that is, the multi-step estimation with the initial Bayes type…