Masayuki Uchida

Finance · 2001–2015

A researcher in the Science corpus: 6 papers; trusts 6 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #1,662 of 10,518 by trust here, #5,014 by citations
• Statistics and Probability — 13 citations into it; #2,521 of 12,932 by trust here, #6,552 by citations

Whom Masayuki Uchida trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Michael SØrensen
2. Hirotugu Akaike
3. Emmanuel Gobet
4. Nakahiro Yoshida
5. Naoto Kunitomo

Who trusts Masayuki Uchida overall

1. Hongwei Long
2. Hiroki Masuda
3. Arnaud Gloter
4. Nakahiro Yoshida
5. Chenxu Li
6. Michael SØrensen
7. Chunhua Ma
8. Yasutaka Shimizu
9. Mathieu Kessler
10. Kengo Kamatani

Papers from Masayuki Uchida's perspective

Ordered by how strongly the researchers Masayuki Uchida trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
2. Small-diffusion asymptotics for discretely sampled stochastic differential equations
3. A new look at the statistical model identification
4. On Information and Sufficiency
5. Mixing: Properties and Examples
6. Time Series: Theory and Methods
7. Malliavin calculus, geometric mixing, and expansion of diffusion functionals
8. The Distribution of Realized Exchange Rate Volatility
9. MCMC Analysis of Diffusion Models With Application to Finance
10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers

• Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions (2004) — 50 citations
• Small-diffusion asymptotics for discretely sampled stochastic differential equations (2003) — 81 citations
• Information Criteria in Model Selection for Mixing Processes (2001) — 59 citations
• Hybrid multi-step estimators for stochastic differential equations based on sampled data (2015) — 64 citations
• Adaptive estimation of an ergodic diffusion process based on sampled data (2012) — 134 citations
• Asymptotic Expansion for Small Diffusions Applied to Option Pricing (2004) — 48 citations