Papers (peer-reviewed)
  1. Bayesian inference for stable Lévy driven stochastic differential equations with high-frequency data. (with Jasra, A and Kamatani, K.) arXiv:1707.08788
          To appear in Scandinavian Journal of Statistics
  2. Data driven time scale in Gaussian quasi-likelihood inference (with Shoichi Eguchi)
          Statistical Inference for Stochastic Processes, 22:(3) (2019, Oct), 383--430. [doi:] arXiv:1801.10378
  3. AIC for non-concave penalized likelihood method. (with Ninomiya, Y., Yusuke Shimizu, and Umezu, Y.) arXiv:1505.01922
          Annals of the Institute of Statistical Mathematics, 71:(2) (2019, Apr), 247--274. []
  4. Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process.
          Stochastic Processes and their Applications, 129:(3) (2019, Mar), 1013--1059. [doi: 10.1016/] arXiv:1608.06758
  5. Robust relative error estimation. (with Kei Hirose)
          Entropy, 20(9), 632 (2018, Aug). [doi:10.3390/e20090632]
  6. Efficient estimation of stable Lévy process with symmetric jumps. (with Brouste, A.)
          Statistical Inference for Stochastic Processes, 21:(2) (2018, Jul), 289--307. [doi: 10.1007/s11203-018-9181-0]
  7. Schwarz type model comparison for LAQ models. (with Shoichi Eguchi)
          Bernoulli, 24:(3) (2018, Feb), 2278--2327. [doi: 10.3150/17-BEJ928] arXiv:1606.01627
  8. Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (with Yusuke Shimizu)
          Mathematical Methods of Statistics, 26:(2) (2017, Apr), 81--110. [doi: 10.3103/S1066530717020016] arXiv:1406.6751
  9. On stepwise estimation of Lévy driven stochastic differential equation (Japanese). (with Uehara, Y.)
          Proceedings of the Institute of Statistical Mathematics 65:(1) (2017), 21--38.
  10. Two-step estimation of ergodic Lévy driven SDE. (with Uehara, Y.)
          Statistical Inference for Stochastic Processes 20:(1) (2017, Apr), 105--137. [doi: 10.1007/s11203-016-9133-5] arXiv:1505.01922
  11. Uniform LAN property of locally stable Lévy process observed at high frequency. (with Ivanenko, D. and Kulik, A. M.)
          ALEA - Latin American Journal of Probability and Mathematical Statistics 12 (2015), 835--862. arXiv:1411.1516
  12. Parametric estimation of Lévy processes. Lévy Matters IV, Estimation for Discretely Observed Lévy Processes, pp.179--286.
          Lecture Notes in Mathematics, Vol. 2128 (2015), Springer. [doi: 10.1007/978-3-319-12373-8_3]
  13. Estimating ergodic process driven by non-Gaussian noise.
          Journal of the Japan Statistical Society (Japanese Issue) 44 (2014), no.2, 471--495. [doi: 10.11329/jjssj.44.471]
  14. The YUIMA project: A computational framework for simulation and inference of stochastic differential equations. (with Brouste, A., Fukasawa, M., Hino, H., Iacus, S, Kamatani, K., Koike, Y., Nomura, R., Ogihara, T., Shimuzu, Y., Uchida, M., Yoshida, N.)
          Journal of Statistical Software 57 (2014), no.4, 1--51.
  15. Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process. (with Yoshida, N.)
          Electronic Communications in Probability 18 (2013), no.94, 1--10. [doi: 10.1214/ECP.v18-2726]
  16. Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency.
          The Annals of Statistics 41 (2013), 1593--1641. [doi:10.1214/13-AOS1121]
  17. Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes.
          Stochastic Processes and their Applications 123 (2013), 2752--2778. [doi: 10.1016/]
  18. Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling. (with Kawai, R.)
          ESAIM: Probability and Statistics 17 (2013), 13--32. [doi: 10.1051/ps/2011101]
  19. An optimal weight for realized variance based on intermittent high-frequency data. (with Morimoto, T.)
          Japanese Economic Review 63 (2012), 497--527. [doi: 10.1111/j.1468-5876.2011.00552.x]
  20. Infinite variation tempered stable Ornstein-Uhlenbeck processes with discrete observations. (with Kawai, R.)
          Communications in Statistics - Simulation and Computation 41 (2012), 125--139. [doi: 10.1080/03610918.2011.582561]
  21. Exact simulation of finite variation tempered stable Ornstein-Uhlenbeck processes. (with Kawai, R)
          Monte Carlo Methods and Applications 17 (2011), 279--300. [doi: 10.1515/mcma.2011.012]
  22. Goodness of fit test for ergodic diffusions by discrete time observations: an innovation martingale approach. (with Negri, I. and Nishiyama, Y.)
          Journal of Nonparametric Statistics 23 (2011), 237--254. [doi: 10.1080/10485252.2010.510186]
  23. On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling. (with Kawai, R.)
          Statistics and Probability Letters 81 (2011), 460--469. [doi: 10.1016/j.spl.2010.12.011]
  24. On simulation of tempered stable random variates. (with Kawai, R.)
          Journal of Computational and Applied Mathematics 235 (2011), 2873--2887. [doi: 10.1016/]
  25. On statistical aspects in calibrating a geometric skewed stable asset price model.
          In Recent Advances in Financial Engineering 2009: Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009, World Scientific Pub Co Inc. (pp.181--202.), 2010.
  26. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes.
          Electronic Journal of Statistics 4 (2010), 525--565. [doi: 10.1214/10-EJS565]
  27. Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE. (with Lee, S.)
          Statistical Inference for Stochastic Processes 13 (2010), 147--161. [doi: 10.1007/s11203-010-9043-x]
  28. Joint estimation of discretely observed stable Lévy processes with symmetric Lévy density.
          Journal of the Japan Statistical Society 39 (2009), no.1, 49--75. [doi: 10.14490/jjss.39.49]
  29. Empirical analysis on jump detection in high-frequency data. (with Morimoto, T.)
          Journal of the Japan Statistical Society (Japanese Issue) 39 (2009), no.1, 33--63.
  30. Estimation of second-characteristic matrix based on realized multipower variations. (Japanese)
          Proceedings of the Institute of Statistical Mathematics 57 (2009), 17--38.
  31. Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling.
          Annals of the Institute of Statistical Mathematics 61 (2009), 181--195. [doi: 10.1007/s10463-007-0131-7]
  32. On stability of diffusions with compound-Poisson jumps.
          Bulletin of Informatics and Cybernetics 40 (2008), 61--74.
  33. Ergodicity and exponential beta-mixing bound for multidimensional diffusions with jumps.
          Stochastic Processes and their Applications 117 (2007), 35--56. [doi: 10.1016/]
  34. Simple estimators for parametric Markovian trend of ergodic processes based on sampled data.
          Journal of the Japan Statistical Society 35 (2005), no.2, 147--170.
  35. Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model. (with Yoshida, N.)
          Stochastic Processes and their Applications 115 (2005), 1167--1186. [doi: 10.1016/]
  36. Classical method of moments for partially and discretely observed ergodic models.
          Statistical Inference for Stochastic Processes 8 (2005), 25--50. [doi: 10.1023/B:SISP.0000049120.83388.89]
  37. An application of the double Edgeworth expansion to a filtering model with Gaussian limit. (with Yoshida, N.)
          Statistics and Probability Letters 70 (2004), 37--48. [doi: 10.1016/j.spl.2004.08.002]
  38. On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process.
          Bernoulli 10 (2004), 1--24. [doi: 10.3150/bj/1077544605]
  39. Analytical properties of GIG and GH distributions. (Japanese)
          Proceedings of the Institute of Statistical Mathematics 50 (2002), 165--199.

Other publications and unpublished manuscripts
  1. Stochastic differential equation and statistical model assessment. (Japanese) RIMS Kokyuroku 2057 (2017), 81--89.
  2. Stochastic process models. A Mathematical Approach to Research Problems of Science and Technology Mathematics for Industry 5 (2014), 219--238. Springer Japan. [doi: 10.1007/978-4-431-55060-0_17]
  3. Approximate quadratic estimating function for discretely observed Lévy driven SDEs with application to a noise normality test. RIMS Kokyuroku 1752 (2011), 113--131.
  4. Book review of "Asymptotic Statistics" [by van der Vaart, A. W., Cambridge Series in Statistical and Probabilistic Mathematics, 3. Cambridge University Press, Cambridge, 1998. xvi+443 pp.] (in Japanese). Sugaku 57, No.4, 433-436, 2005.