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Distribution - On generating functions of waiting time problems for sequence patterns of discrete random variables

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics : AISM 50 (1998) 4, pp. 655-672

Persistent link: https://www.econbiz.de/10007346074

Distribution - On number of occurrences of success runs of specified length in a higher-order two-state Markov chain

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics : AISM 50 (1998) 3, pp. 587

Persistent link: https://www.econbiz.de/10007346580

Contrast-based information criterion for ergodic diffusion processes from discrete observations

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics : AISM 62 (2009) 1, pp. 161-188

Persistent link: https://www.econbiz.de/10008345451

Contrast-based information criterion for ergodic diffusion processes from discrete observations

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 62 (2010) 1, pp. 161-187

Persistent link: https://www.econbiz.de/10008497337

Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions

Uchida, Masayuki - In: Scandinavian Journal of Statistics 31 (2004) 4, pp. 553-566

We consider an asymptotically efficient estimator of the drift parameter for a multi-dimensional diffusion process with small dispersion parameter "ϵ". In the situation where the sample path is observed at equidistant times "k"/"n", "k" = 0, 1, …, "n", we study asymptotic properties...

Persistent link: https://www.econbiz.de/10005195774

Sooner and later waiting time problems in a two-state Markov chain

Uchida, Masayuki; Aki, Sigeo - In: Annals of the Institute of Statistical Mathematics 47 (1995) 3, pp. 415-433

Persistent link: https://www.econbiz.de/10005616116

On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 50 (1998) 4, pp. 655-671

Persistent link: https://www.econbiz.de/10005616345

Approximate martingale estimating functions for stochastic differential equations with small noises

Uchida, Masayuki - In: Stochastic Processes and their Applications 118 (2008) 9, pp. 1706-1721

An approximate martingale estimating function with an eigenfunction is proposed for an estimation problem about an unknown drift parameter for a one-dimensional diffusion process with small perturbed parameter [epsilon] from discrete time observations at n regularly spaced time points k/n,...

Persistent link: https://www.econbiz.de/10008875074

Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 50 (1998) 2, pp. 203-222

Persistent link: https://www.econbiz.de/10005395526

On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 50 (1998) 3, pp. 587-601

Persistent link: https://www.econbiz.de/10005395620