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20132023
most citedBayesian inference for Stable Levy driven Stochastic Differential Equations with high-frequency data

1 citations · 1 across the 3 of their papers we have counts for

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Showing 2018Show all

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stat.ME2018

Robust relative error estimation

Kei Hirose, Hiroki Masuda

Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers…

stat.ME2018

Estimating Diffusion With Compound Poisson Jumps Based On Self-normalized Residuals

Hiroki Masuda, Yuma Uehara

We consider parametric estimation of the continuous part of a class of ergodic diffusions with jumps based on high-frequency samples. Various papers previously proposed threshold b…