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Kyushu University Institute of Mathematics for Industry

Prof. Masuda won the 2014 Research Achievement Prize, Japan Statistical Society

Prof. Hiroki Masuda has won the 2014 Research Achievement Prize, Japan Statistical Society.

Prize-winning achievement:
Studies in statistical inference for stochastic processes with jumps

Some related articles:
[1] Masuda, H. (2010), Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. Electronic Journal of Statistics 4, 525-565.
http://dx.doi.org/10.1214/10-EJS565
[2] Kawai, R. and Masuda, H. (2013), Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling. ESAIM: Probability and Statistics 17, 13-32.
http://dx.doi.org/10.1051/ps/2011101
[3] Masuda, H. (2013), Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes. Stochastic Processes and their Applications 123, 2752-2778.
http://dx.doi.org/10.1016/j.spa.2013.03.013
[4] Masuda, H. (2013), Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency. Annals of Statistics 41, 1593-1641.
http://dx.doi.org/10.1214/13-AOS1121

 

Prize information (Japanese only):
http://www.jss.gr.jp/ja/society/prize_biog.html#7