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Staff Introduction

MASUDA, Hiroki / Professor

Statistics for stochastic processes stands on a field that integrates theory of stochastic processes, stochastic analysis, and mathematical statistics. It is a relatively-new area of research in view of the long history of statistics. My current major is statistical asymptotic theory for stochastic processes, especially: inference for Levy-driven models and their implementation to computer; higher-order distributional approximation of Levy functionals; and, global and local properties concerning the Levy-driven stochastic differential equations. I am also interested in application of the high-frequency data models to statistical problems in signal processing and stochastic approximation theory.

Keywords Stochastic Process, Mathematical Statistics, Statistical Asymptotic Theory
Faculty , Department Faculty of Mathematics , Department of Mathematical Sciences