Yasutaka Shimizu

Yasutaka Shimizu

Waseda University - Tokyo / Japan
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 475486
早稲田大学
person_outline Yasutaka Shimizu's MOST POPULAR ARTICLES
1-) Estimation of parameters for diffusion processes with jumps from discrete observations Statistical Inference for Stochastic Processes 9, 227-277, 2006
2-) The yuima project: A computational framework for simulation and inference of stochastic differential equations Journal of statistical software 57, 1-51, 2014
3-) M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps Statistical Inference for Stochastic Processes 9, 179-225, 2006
4-) Least squares estimators for discretely observed stochastic processes driven by small Lévy noises Journal of Multivariate Analysis 116, 422-439, 2013
5-) Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model Scandinavian Actuarial Journal 2012 (1), 56-69, 2012