Publication Search Results
Exact matches for:
- Author = Masuda H
1.
Kawai R, Masuda H
Reiichiro Kawai, Hiroki Masuda:
Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling,
ESAIM: Probability and Statistics,
17
(2013),
13–32.
2.
Kawai R, Masuda H
Reiichiro Kawai and Hiroki Masuda:
Infinite variation tempered stable Ornstein-Uhlenbeck processes with discrete observations,
Communications in Statistics - Simulation and Computation,
41
(2012),
no. 1,
125–139.
MR2844707
3.
Kawai R, Masuda H
Reiichiro Kawai and Hiroki Masuda:
Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes,
Monte Carlo Methods and Applications,
17
(2011),
no. 3,
279–300.
4.
Kawai R, Masuda H
Reiichiro Kawai and Hiroki Masuda:
On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling,
Statistics and Probability Letters,
81
(2011),
no. 4,
460–469.
5.
Kawai R, Masuda H
Reiichiro Kawai and Hiroki Masuda:
On simulation of tempered stable random variates,
Journal of Computational and Applied Mathematics,
235
(2011),
no. 8,
2873–2887.
| Number of matches: 5 |