発表論文

Papers

Tonaki, Y., Kaino, Y. and Uchida, M. (2024). Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise. Statistical Inference for Stochastic Processes, 27(1), 123-179 (https://doi.org/10.1007/s11203-023-09301-2).
Tonaki, Y., Kaino, Y. and Uchida, M. (2023). Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data. Scandinavian Journal of Statistics, 50(4), 1568-1589 (https://doi.org/10.1111/sjos.12663).
Tonaki, Y. and Uchida, M. (2023). Change point inference in ergodic diffusion processes based on high frequency data. Stochastic Processes and their Applications, 158, 1-39 (https://doi.org/10.1016/j.spa.2022.12.011).
Tonaki, Y., Kaino, Y. and Uchida, M. (2023). Estimation for change point of discretely observed ergodic diffusion processes. Scandinavian Journal of Statistics, 50(1), 142-183 (https://doi.org/10.1111/sjos.12567).
Tonaki, Y., Kaino, Y. and Uchida, M. (2022). Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations. Statistical Inference for Stochastic Processes, 25, 397-430 (https://doi.org/10.1007/s11203-021-09249-1).

Tonaki, Y., Kaino, Y. and Uchida, M. (2024). Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions. arXiv:2404.02513.
Tonaki, Y., Kaino, Y. and Uchida, M. (2023). Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments. arXiv:2304.09441.

Tonaki, Y. (2021). Statistical inference for parameter changes in ergodic diffusion processes (master's thesis). Osaka University, Toyonaka, Japan.
Tonaki, Y. (2023). Statistical change point inference for ergodic diffusion processes based on high frequency data (doctor's thesis). Osaka University, Toyonaka, Japan.