| Adaptive estimation of an ergodic diffusion process based on sampled data M Uchida, N Yoshida Stochastic Processes and their Applications 122 (8), 2885-2924, 2012 | 112 | 2012 |
| The yuima project: A computational framework for simulation and inference of stochastic differential equations A Brouste, M Fukasawa, H Hino, S Iacus, K Kamatani, Y Koike, H Masuda, ... Journal of statistical software 57, 1-51, 2014 | 105 | 2014 |
| Small-diffusion asymptotics for discretely sampled stochastic differential equations M Sørensen, M Uchida Bernoulli 9 (6), 1051-1069, 2003 | 95 | 2003 |
| Hybrid multi-step estimators for stochastic differential equations based on sampled data K Kamatani, M Uchida Statistical Inference for Stochastic Processes 18, 177-204, 2015 | 68 | 2015 |
| Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe M Uchida, N Yoshida Statistical Inference for Stochastic Processes 7, 35-67, 2004 | 65 | 2004 |
| Information criteria in model selection for mixing processes M Uchida, N Yoshida Statistical Inference for Stochastic Processes 4, 73-98, 2001 | 64 | 2001 |
| Asymptotic expansion for small diffusions applied to option pricing M Uchida, N Yoshida Statistical inference for stochastic processes 7, 189-223, 2004 | 63 | 2004 |
| Estimation for discretely observed small diffusions based on approximate martingale estimating functions M Uchida Scandinavian Journal of Statistics 31 (4), 553-566, 2004 | 59 | 2004 |
| Contrast-based information criterion for ergodic diffusion processes from discrete observations M Uchida Annals of the Institute of Statistical Mathematics 62, 161-187, 2010 | 55 | 2010 |
| Quasi likelihood analysis of volatility and nondegeneracy of statistical random field M Uchida, N Yoshida Stochastic Processes and their Applications 123 (7), 2851-2876, 2013 | 48 | 2013 |
| Sooner and later waiting time problems in a two-state Markov chain M Uchida, S Aki Annals of the Institute of Statistical Mathematics 47, 415-433, 1995 | 43 | 1995 |
| Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations M Uchida, N Yoshida Statistical Inference for Stochastic Processes 17, 181-219, 2014 | 38 | 2014 |
| Estimation for misspecified ergodic diffusion processes from discrete observations M Uchida, N Yoshida ESAIM: Probability and Statistics 15, 270-290, 2011 | 36 | 2011 |
| Approximate martingale estimating functions for stochastic differential equations with small noises M Uchida Stochastic Processes and their Applications 118 (9), 1706-1721, 2008 | 30 | 2008 |
| On generating functions of waiting time problems for sequence patterns of discrete random variables M Uchida Annals of the Institute of Statistical Mathematics 50 (4), 655-671, 1998 | 24 | 1998 |
| Parametric estimation for a parabolic linear SPDE model based on discrete observations Y Kaino, M Uchida Journal of Statistical Planning and Inference 211, 190-220, 2021 | 23 | 2021 |
| Asymptotic expansion and information criteria M Uchida, N Yoshida SUT Journal of Mathematics 42 (1), 31-58, 2006 | 23 | 2006 |
| Estimation for dynamical systems with small noise from discrete observations M Uchida Journal of the Japan Statistical Society 33 (2), 157-167, 2003 | 21 | 2003 |
| On number of occurrences of success runs of specified length in a higher-order two-state Markov chain M Uchida Annals of the Institute of Statistical Mathematics 50, 587-601, 1998 | 17 | 1998 |
| Adaptive test statistics for ergodic diffusion processes sampled at discrete times H Kitagawa, M Uchida Journal of Statistical Planning and Inference 150, 84-110, 2014 | 16 | 2014 |
Nakahiro YoshidaProfessor of Mathematics, University of TokyoVerified email at ms.u-tokyo.ac.jp
