7 citations · 25 across the 21 of their papers we have counts for
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Structural equation modeling with latent variables for diffusion processes based on high-frequency data
Shogo Kusano, Masayuki Uchida
We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. We derive the quasi-likelihood estimators for parameters…
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We study parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions with a small dispersion parameter using hi…
Statistical inference in factor analysis for diffusion processes from discrete observations
Shogo Kusano, Masayuki Uchida
We consider statistical inference in factor analysis for ergodic and non-ergodic diffusion processes from discrete observations. Factor model based on high frequency time series da…
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We consider parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions driven by two types -Wiener processe…