54 citations · 115 across the 22 of their papers we have counts for
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math.ST2016★ 5 cited
Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process
Hiroki Masuda
We address estimation of parametric coefficients of a pure-jump Lévy driven univariate stochastic differential equation (SDE) model, which is observed at high frequency over a fixe…
math.ST2016★ 3 cited
Schwarz type model comparison for LAQ models
Shoichi Eguchi, Hiroki Masuda
For model-specification purpose, we study asymptotic behavior of the marginal quasi-log likelihood associated with a family of locally asymptotically quadratic (LAQ) statistical ex…
stat.ME2016
On the Consistency of the Bias Correction Term of the AIC for the Non-Concave Penalized Likelihood Method
Yuta Umezu, Yoshiyuki Ninomiya
Penalized likelihood methods with an -type penalty, such as the Bridge, the SCAD, and the MCP, allow us to estimate a parameter and to do variable selection, simultaneously…