Publication

1. Masuda, H and Uehara, Y. (2017). On stepwise estimation of Lévy driven stochastic differential equation., in Japanese, 

    Proc. Inst. Statist. Math., 65(1), 21--38.

2. Masuda, H and Uehara, Y. (2017). Two-step estimation of ergodic Lévy driven SDE, 

    Stat. Inference Stoch. Process, 20, 105--137. [doi: https://doi.org/10.1007/s11203-016-9133-5]. 

3. Uehara, Y. (2019). Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models.,

    Stochastic Processes and  their Applications., 129 (10), 4051-4081.  [doi: https://doi.org/10.1016/j.spa.2018.11.007]

4. Eguchi, S. and Uehara, Y. (2020). Schwartz Type Model Selection For Ergodic Stochastic Differential Equation Models., 

     Scandinavian Journal of Statistics., 48(3), 950-968.   [doi: https://doi.org/10.1111/sjos.12474]

5. Masuda, H and Uehara, Y. (2021). Estimating Diffusion With Compound Poisson Jumps Based On Self-normalized Residuals., 

     Journal of Statistical Planning and Inference., 215, 158--183. [doi:  https://doi.org/10.1016/j.jspi.2021.02.008] 

6. Masuda, H., Mercuri, L., & Uehara, Y. (2022). Noise Inference For Ergodic L\'evy Driven SDE.,

    Electronic Journal of Statistics, 16(1), 2432--2474. [doi: https://doi.org/10.1214/22-EJS2006]

7.  Uehara, Y. (2023). Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models., 

     Annals of the Institute of Statistical Mathematics, 75, 533-565. [doi: https://doi.org/10.1007/s10463-022-00854-2]

8. Ogihara, T.  and Uehara, Y. (2023). Local Asymptotic Mixed Normality via Transition Density Approximation and an Application to Ergodic Jump-Diffusion Processes., 

     Bernoulli, 29(3), 2342-2366. [doi: https://doi.org/10.3150/22-BEJ1544]

Preprint

1. Masuda, H., Mercuri, L., & Uehara, Y. (2023).  Quasi-Likelihood Analysis for Student-Lévy Regression.,  arXiv:2306.16790.

2. Masuda, H., Mercuri, L., & Uehara, Y. (2024).  Student-t Lévy Regression Model in YUIMA., arXiv:2403.12078