{"id":343,"date":"2022-01-12T10:57:00","date_gmt":"2022-01-12T01:57:00","guid":{"rendered":"https:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/?page_id=343"},"modified":"2026-04-07T11:57:37","modified_gmt":"2026-04-07T02:57:37","slug":"publications","status":"publish","type":"page","link":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"\n<h2 class=\"wp-block-heading\">Books<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>[5] <strong><a href=\"https:\/\/www.amazon.co.jp\/dp\/4753601269\/\" data-type=\"link\" data-id=\"https:\/\/www.amazon.co.jp\/dp\/4753601269\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u7d71\u8a08\u5b66\u3078\u306e\u6f38\u8fd1\u8ad6\uff0c\u305d\u306e\u5148\u306f\uff0e<\/a><\/strong><a href=\"https:\/\/www.amazon.co.jp\/dp\/4753601269\/\" data-type=\"link\" data-id=\"https:\/\/www.amazon.co.jp\/dp\/4753601269\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u5185\u7530\u8001\u9db4\u5703<\/a>\uff0c2023 (<a href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/files\/sonosakiwa.pdf\" data-type=\"link\" data-id=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/files\/sonosakiwa.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">\u6b63\u8aa4\u8868<\/a>).<br>(<em>Asymptotic Theory to Statistics and Beyond<\/em>, <em>Uchida Roukakuho, Co., Ltd.<\/em>) <\/li>\n\n\n\n<li>[4] <strong><em><a rel=\"noreferrer noopener\" href=\"https:\/\/link.springer.com\/book\/10.1007%2F978-981-16-9284-0\" target=\"_blank\">Asymptotic Statistics in Insurance Risk Theory<\/a><\/em><\/strong>, Springer Briefs in Statistics, Springer, Singapore, 2021.<br>(JSS Research Series in Statistics, Springer Nature Singapore: <a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.1007\/978-981-16-9284-0\" target=\"_blank\">e-book<\/a>; <a rel=\"noreferrer noopener\" href=\"https:\/\/www.amazon.co.jp\/dp\/B09QYFS22L\/\" target=\"_blank\">Kindle version<\/a>)<\/li>\n\n\n\n<li>[3] <strong><a href=\"https:\/\/www.kyoritsu-pub.co.jp\/bookdetail\/9784320096493\" target=\"_blank\" rel=\"noreferrer noopener\">\u5e02\u5834\u6574\u5408\u7684\u30bd\u30eb\u30d9\u30f3\u30b7\u30fc\u8a55\u4fa1\uff1a\u91d1\u878d\u30ea\u30b9\u30af\u3068\u30a2\u30af\u30c1\u30e5\u30a2\u30ea\u30a2\u30eb\u30fb\u30e2\u30c7\u30ea\u30f3\u30b0<\/a><\/strong><a href=\"https:\/\/www.kyoritsu-pub.co.jp\/bookdetail\/9784320096493\" target=\"_blank\" rel=\"noreferrer noopener\">\uff0c\u5171\u7acb\u51fa\u7248<\/a>\uff0c2020. <br>(Market consistent solvency evaluation, -Financial risks and actuarial modeling-, <em>Kyoritsu Shuppan, Co., Ltd<\/em>.)<\/li>\n\n\n\n<li>[2]&nbsp;<a href=\"http:\/\/www.rokakuho.co.jp\/data\/books\/0125.html\" target=\"_blank\" rel=\"noreferrer noopener\"><strong>\u7d71\u8a08\u5b66\u3078\u306e\u78ba\u7387\u8ad6\uff0c\u305d\u306e\u5148\u3078<\/strong>\uff0c\u5185\u7530\u8001\u9db4\u5703<\/a>, <a href=\"https:\/\/www.amazon.co.jp\/dp\/4753601250\" target=\"_blank\" rel=\"noreferrer noopener\">\u7b2c\uff12\u7248<\/a> &amp; <a href=\"https:\/\/www.amazon.co.jp\/dp\/B09HQGPM6L\" target=\"_blank\" rel=\"noreferrer noopener\">Kindle\u7248<\/a>\uff0c 2021 (<strong><a href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/files\/sonosakie2.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">\u7b2c2\u7248\u306e\u6b63\u8aa4\u8868<\/a><\/strong>).<br>(<em>Probability Theory to Statistics and Beyond, Uchida Roukakuho, Co., Ltd.<\/em>) \u521d\u72482019 (<a href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/files\/sonosakie.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">\u521d\u7248\u306e\u6b63\u8aa4\u8868<\/a>)<\/li>\n\n\n\n<li>[1]&nbsp;<a href=\"https:\/\/www.kyoritsu-pub.co.jp\/bookdetail\/9784320113510\"><strong>\u4fdd\u967a\u6570\u7406\u3068\u7d71\u8a08\u7684\u65b9\u6cd5\uff0c<\/strong>\u5171\u7acb\u51fa\u7248<\/a>\uff0c2018.<br>(<em>Insurance Mathematics with Statistical Methodologies, Kyoritsu Shuppan, Co., Ltd.<\/em>) (<a href=\"http:\/\/www.shimizu.sci.waseda.ac.jp\/files\/hoken-tokei.pdf\"><u>\u6b63\u8aa4\u8868<\/u><\/a>)<\/li>\n\n\n\n<li>\u305d\u306e\u4ed6\uff1a\n<ul class=\"wp-block-list\">\n<li><a rel=\"noreferrer noopener\" href=\"https:\/\/www.amazon.co.jp\/dp\/478060852X\/\" target=\"_blank\"><strong>\u7d71\u8a08\u691c\u5b9a\u6e961\u7d1a\u5bfe\u5fdc \u7d71\u8a08\u5b66\u5b9f\u8df5\u30ef\u30fc\u30af\u30d6\u30c3\u30af<\/strong>, \u5b66\u8853\u56f3\u66f8\u51fa\u7248\u793e<\/a>, \u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\uff0c2020\uff0814, 15\u7ae0\uff09.<\/li>\n\n\n\n<li><a rel=\"noreferrer noopener\" href=\"https:\/\/www.maruzen-publishing.co.jp\/item\/?book_no=303014\" target=\"_blank\"><strong>\u7d71\u8a08\u79d1\u5b66\u767e\u79d1\u4e8b\u5178<\/strong>\uff0c\u4e38\u5584\u51fa\u7248<\/a>, \u65e5\u672c\u7d71\u8a08\u5b66\u4f1a \u8a33\uff0c2018\uff08<a rel=\"noreferrer noopener\" href=\"http:\/\/chrome-extension\/\/efaidnbmnnnibpcajpcglclefindmkaj\/https:\/\/www.maruzen-publishing.co.jp\/fixed\/files\/pdf\/303014\/catalog_pdf_303014.pdf\" target=\"_blank\">\u7de8\u96c6\u59d4\u54e1\u30fb\u7ffb\u8a33\u8005<\/a>\uff09\uff0e<\/li>\n\n\n\n<li>\u6570\u5b66\u3067\u660e\u65e5\u306f\u898b\u3048\u307e\u3059\u304b\uff1f\/ \u78ba\u7387\u30fb\u7d71\u8a08\u306f\u672a\u6765\u3078\u306e\u6307\u91dd, <a href=\"https:\/\/www.nippyo.co.jp\/shop\/magazine\/9028.html\" data-type=\"link\" data-id=\"https:\/\/www.nippyo.co.jp\/shop\/magazine\/9028.html\">\u65e5\u672c\u8a55\u8ad6\u793e, 2023, \u6570\u5b66\u30bb\u30df\u30ca\u30fc5\u6708\u53f7, <strong>62<\/strong>, (5)-739.<\/a> <\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-a85b8856-6530-4d72-a3a4-1f5f40c5e51f\">Papers<\/h2>\n\n\n\n<p><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>[62] (with Ning, B.) Estimation of the elasticity for CKLS model from high-frequency observations, <em>submitted<\/em>. <a href=\"https:\/\/arxiv.org\/abs\/2512.07301\" target=\"_blank\" rel=\"noreferrer noopener\"><strong><em>arXiv:2512.07301<\/em><\/strong><\/a>.<\/li>\n\n\n\n<li>[61] M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data, <em>submitted<\/em>. <a href=\"https:\/\/arxiv.org\/abs\/2508.01164\"><em><strong>arXiv:2508.01164<\/strong><\/em><\/a>.<\/li>\n\n\n\n<li>[63] Insurance Risk Theory and Statistical Inference: Beyond\uff08\u4fdd\u967a\u6570\u7406\u3068\u7d71\u8a08\u63a8\u6e2c\uff0c\u305d\u306e\u5148\u3078\uff09<em><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\">\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u7814\u7a76\u696d\u7e3e\u8cde\u53d7\u8cde\u8005\u7279\u5225\u5bc4\u7a3f\u8ad6\u6587<\/mark><\/strong><\/em>\uff0c2026, \u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u8a8c\uff0c<strong>55<\/strong>, (2), 329-357. (<a href=\"https:\/\/doi.org\/10.11329\/jjssj.55.329\" data-type=\"link\" data-id=\"https:\/\/doi.org\/10.11329\/jjssj.55.329\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>, <a href=\"https:\/\/www.jstage.jst.go.jp\/article\/jjssj\/55\/2\/55_7\/_pdf\/-char\/ja\" data-type=\"link\" data-id=\"https:\/\/doi.org\/10.11329\/jjssj.55.329\" target=\"_blank\" rel=\"noreferrer noopener\">article<\/a>)<\/li>\n\n\n\n<li>[60] (with Ning, B.) From CKLS process to CIR-type and OU-type processes: Using a twice-differentiable mapping and generalized Girsanov&#8217;s theorem, 2025,<em> available online:<\/em> <a href=\"https:\/\/link.springer.com\/journal\/10690\" target=\"_blank\" rel=\"noreferrer noopener\"><strong><em>Asia-Pacific Financial Markets<\/em><\/strong><\/a>. (<a href=\"https:\/\/link.springer.com\/article\/10.1007\/s10690-025-09563-1\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[59] (with Yamanobe, A.) Real-time win probability and latent player ability via STATS X in team sports, <em>submitted. <\/em><strong><em><a href=\"https:\/\/arxiv.org\/abs\/2602.19513\" target=\"_blank\" rel=\"noreferrer noopener\">arXiv:2602.19513. <\/a><\/em><\/strong> <strong><em><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\">2024\u5e74\u5ea6\u30b9\u30dd\u30fc\u30c4\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30b9\u30fb\u30b3\u30f3\u30da\u30c6\u30a3\u30b7\u30e7\u30f3\uff08SDSC2024\uff09\u512a\u79c0\u8cde<\/mark><\/em><\/strong><\/li>\n\n\n\n<li>[58] (with Irie, H.) Approximation and estimation of scale functions for spectrally negative L\u00e9vy processes, 2025, <em><em><strong><a href=\"https:\/\/www.cambridge.org\/core\/journals\/journal-of-applied-probability\" target=\"_blank\" rel=\"noreferrer noopener\">Journal of Applied Probability<\/a><\/strong><\/em><\/em> <strong>64<\/strong>, (4), 1549-1577; <strong><em><a href=\"https:\/\/arxiv.org\/abs\/2402.13599\" target=\"_blank\" rel=\"noreferrer noopener\">arXiv:2402.13599<\/a><\/em><\/strong>. (<a href=\"https:\/\/doi.org\/10.1017\/jpr.2025.23\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[57] (with Kobayashi, K.; Nishiwaki, Y. and Takaoka, N.) Maximum likelihood estimation of mean functions for Gaussian processes under small noise asymptotics, <em>submitted<\/em>; <strong><em><a href=\"https:\/\/arxiv.org\/abs\/2507.05628\" target=\"_blank\" rel=\"noreferrer noopener\">arXiv:2507.05628<\/a><\/em><\/strong>.<\/li>\n\n\n\n<li>[56] (with Nemoto, H.) Statistical inference for discretely sampled stochastic functional differential equations with small noise, 2024, <em><a href=\"http:\/\/www.springer.com\/math\/probability\/journal\/11203\"><em><strong>Statistical Inference and Stochastic Processes<\/strong><\/em><\/a><\/em>, <strong>27<\/strong>, (2), 427\u2013456<em> <\/em>; <strong><em><a href=\"2303.10807\" target=\"_blank\" rel=\"noreferrer noopener\">arXiv:2303.10807<\/a><\/em><\/strong>.(<a href=\"https:\/\/doi.org\/10.1007\/s11203-023-09299-7\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[55] (with Takagami, Y.) Utility of classical insurance risk models for measuring the risks of cyber incidents, 2024, <em><a href=\"https:\/\/www.springer.com\/journal\/42081\"><strong>Japanese Journal of Statistics and Data Science<\/strong><\/a>,<\/em> <strong>7<\/strong>, (2), 1059-1084:<em>A special issue &#8220;Risk and Statistics in Actuarial Science&#8221;<\/em>. (<a href=\"https:\/\/doi.org\/10.1007\/s42081-024-00273-y\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[54] (with Mitsuda, D.) Mortality Prediction using Survival Energy Models with Functional Data Analysis, 2024, <strong><a href=\"https:\/\/www.springer.com\/journal\/42081\" target=\"_blank\" rel=\"noreferrer noopener\"><em>Japanese Journal of Statistics and Data Science<\/em><\/a><\/strong>; <strong>7<\/strong>, (2), 841-859:<em> A special issue &#8220;Risk and Statistics in Actuarial Science&#8221;<\/em>: <a href=\"https:\/\/arxiv.org\/abs\/2402.06138\" target=\"_blank\" rel=\"noreferrer noopener\"><em><strong>arXiv:2402.06138<\/strong><\/em><\/a>. (<a href=\"https:\/\/doi.org\/10.1007\/s42081-024-00245-2\" data-type=\"link\" data-id=\"https:\/\/doi.org\/10.1007\/s42081-024-00245-2\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[53] (with Yamanobe) Win-Lose Prediction in Team Sports and Players\u2019 Potential Assessment Beyond STATS, <em><a href=\"https:\/\/sports.ywebsys.net\/news\/archives\/0027\/\" data-type=\"link\" data-id=\"https:\/\/sports.ywebsys.net\/news\/archives\/0027\/\"><strong>Sports Data Science Competition 2024<\/strong><\/a>,<\/em> January 2024: (<a href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/files\/YS2024.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">article in Japanese<\/a>).<\/li>\n\n\n\n<li>[52] (with Shirai, K.) Constructing Prediction Intervals for Complete Life Expectancy with the Survival Energy Model, <em>JARIP Journal vol.14, (1), 2025<\/em> (available in Japanese at <a href=\"https:\/\/www.jarip.org\/publication\/jarip_jounal\/index.html\" data-type=\"link\" data-id=\"https:\/\/www.jarip.org\/publication\/jarip_jounal\/index.html\" target=\"_blank\" rel=\"noreferrer noopener\">Journal website<\/a>).<\/li>\n\n\n\n<li>[51] (with Huo, W.) A tail estimate for empirical processes of multivariate Gaussian under general dependence, <em>preprint:<\/em> <em><a href=\"https:\/\/arxiv.org\/abs\/2303.11635\" target=\"_blank\" rel=\"noreferrer noopener\"><strong>arXiv:2303.11635<\/strong><\/a><\/em>.<\/li>\n\n\n\n<li>[50] (with Shirai, K.; Kojima, Y.; Mitsuda, D. and Inoue, M.) Survival energy models for mortality prediction and the future prospects, 2023, <strong style=\"\"><strong style=\"\"><a style=\"font-style: italic;\" href=\"https:\/\/www.cambridge.org\/core\/journals\/astin-bulletin-journal-of-the-iaa#\" target=\"_blank\" rel=\"noreferrer noopener\">ASTIN Bulletin<\/a><\/strong><\/strong>, <strong>53<\/strong>, (2), 377-391. (<a href=\"https:\/\/doi.org\/10.1017\/asb.2023.10\" target=\"_blank\" rel=\"noreferrer noopener\">DOI)<\/a><em>.<\/em><\/li>\n\n\n\n<li>[49] (with Kobayashi, M.) Threshold estimation for jump-diffusions under small noise asymptotic, 2023, <a href=\"http:\/\/www.springer.com\/math\/probability\/journal\/11203\"><em><strong>Statistical Inference and Stochastic Processes<\/strong><\/em><\/a>, <strong>26<\/strong>, 361-411. (<a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.1007\/s11203-023-09286-y\" target=\"_blank\">DOI<\/a>).<\/li>\n\n\n\n<li>[48] (with <a href=\"https:\/\/www.st.keio.ac.jp\/tprofile\/math\/shiraishi.html\" target=\"_blank\" rel=\"noreferrer noopener\">Shiraishi, H.<\/a>) Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative Levy Process, <strong><em><a href=\"https:\/\/arxiv.org\/abs\/2209.05781\" target=\"_blank\" rel=\"noreferrer noopener\">arXiv:2209.05781<\/a><\/em><\/strong>, 2023, <em>Research Papers in Statistical Inference for Time Series and Related Models, <\/em>497-517.<em> <\/em>(<a href=\"https:\/\/doi.org\/10.1007\/978-981-99-0803-5\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[47] (with Nakamura, S.) Estimating the finite-time ruin probability of a surplus with a long memory via Malliavin calculus; <a href=\"https:\/\/arxiv.org\/abs\/2206.09441\" target=\"_blank\" rel=\"noreferrer noopener\"><strong><em>arXiv:2206.09441<\/em><\/strong><\/a>, 2023, <em><em>Research Papers in Statistical Inference for Time Series and Related Models<\/em>, <\/em>455-474<em>. <\/em>(<a href=\"https:\/\/doi.org\/10.1007\/978-981-99-0803-5\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[45] (with Nakajima, S.) Asymptotic inference for stochastic differential equations driven by fractional Brownian motion, 2023, <strong><a href=\"https:\/\/www.springer.com\/journal\/42081\" target=\"_blank\" rel=\"noreferrer noopener\"><em>Japanese Journal of Statistics and Data Science<\/em><\/a><\/strong>, <strong>6<\/strong>,&nbsp;431\u2013455. (<a href=\"https:\/\/doi.org\/10.1007\/s42081-022-00181-z\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[46] (with Shirai, K.; Kojima, Y.; Mitsuda, D. and Inoue, M.) A new survival energy model and SEM project; <strong><em><a rel=\"noreferrer noopener\" href=\"http:\/\/ssrn.com\/abstract=4127900\" target=\"_blank\">SSRN:4127900<\/a><\/em><\/strong>, 2022<em>.<\/em><\/li>\n\n\n\n<li>[43] (with <a rel=\"noreferrer noopener\" href=\"https:\/\/www.st.keio.ac.jp\/tprofile\/math\/shiraishi.html\" target=\"_blank\">Shiraishi, H.<\/a>) M-estimation from quasi-processes for L\u00e9vy processes, <a rel=\"noreferrer noopener\" href=\"https:\/\/arxiv.org\/abs\/2112.08199\" target=\"_blank\"><em><strong>arXiv:2112.08199<\/strong><\/em><\/a>, 2022; <em>submitted<\/em>.<\/li>\n\n\n\n<li>[42] (with He, Y.; <a href=\"https:\/\/sites.google.com\/site\/reiichirokawai\/\" target=\"_blank\" rel=\"noreferrer noopener\">Kawai, R.<\/a> and <a href=\"https:\/\/sites.google.com\/site\/kyamazak\/\" target=\"_blank\" rel=\"noreferrer noopener\">Yamazaki, K.<\/a>) The Gerber-Shiu discounted penalty function: From practical perspectives, <em><strong><a href=\"https:\/\/arxiv.org\/abs\/2203.10680\">arXiv:2203.10680<\/a><\/strong><\/em>, 2023, <em><a href=\"https:\/\/www.sciencedirect.com\/journal\/insurance-mathematics-and-economics\" target=\"_blank\" rel=\"noreferrer noopener\"><strong>Insurance: Mathematics and Economics<\/strong><\/a><\/em>, <strong>109<\/strong>, 1-28. (<a href=\"https:\/\/doi.org\/10.1016\/j.insmatheco.2022.12.003\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[41] (with Nakajima, S.) Parameter estimation of stochastic differential equation driven by small fractional noise, 2022; <em><strong><a rel=\"noreferrer noopener\" href=\"https:\/\/www.tandfonline.com\/journals\/gsta20\" target=\"_blank\">Statistics<\/a><\/strong><\/em>, <strong>56<\/strong>, (4), 919-934. (<a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.1080\/02331888.2022.2098960\" target=\"_blank\">DOI<\/a>); <a href=\"https:\/\/arxiv.org\/abs\/2201.00372\"><strong><em>arXiv:2201.00372<\/em><\/strong><\/a>.<\/li>\n\n\n\n<li>[40] (with Nakajima, S.) Asymptotic normality of least squares estimators to stochastic differential equations driven by fractional Brownian motions,<em> <a rel=\"noreferrer noopener\" href=\"https:\/\/www.journals.elsevier.com\/statistics-and-probability-letters\" target=\"_blank\"><strong>Statistics and Probability Letters<\/strong><\/a><\/em>. <strong>187<\/strong>, 109476, 2022. (<a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.1016\/j.spl.2022.109476\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[39] (with Kobayashi, M.) Least-squares estimators based on the Adams method for stochastic differential equations with small L\u00e9vy noise, <em><a rel=\"noreferrer noopener\" style=\"font-weight: bold;\" href=\"https:\/\/www.springer.com\/journal\/42081\" target=\"_blank\">Japanese Journal of Statistics and Data Science<\/a><\/em>. 2022,<strong> 5<\/strong>, 217-240; (<a rel=\"noreferrer noopener\" href=\"https:\/\/link.springer.com\/article\/10.1007\/s42081-022-00155-1\" target=\"_blank\">DOI<\/a>); <strong><em><a rel=\"noreferrer noopener\" href=\"https:\/\/arxiv.org\/abs\/2201.06787\" target=\"_blank\">arXiv:2201.06787<\/a><\/em><\/strong>.<\/li>\n\n\n\n<li>[38] (with Chen, C.; Sato, T.; Kawaguchi, S.; Ye, X.) Mortality Rate Forecasting Using Compositionally-Warped Gaussian Processes Equipped with Grid Search, preprint, 2021; <\/li>\n\n\n\n<li>[37] Confidence intervals of ruin probability under L\u00e9vy surplus, <strong><em><a rel=\"noreferrer noopener\" href=\"https:\/\/link.springer.com\/book\/10.1007%2F978-981-16-9284-0\" target=\"_blank\">Asymptotic Statistics in Insurance Risk Theory<\/a><\/em><\/strong>. Springer, 2021; <strong><em><a rel=\"noreferrer noopener\" href=\"https:\/\/arxiv.org\/abs\/2112.07405\" target=\"_blank\">arXiv:2112.07405<\/a><\/em><\/strong>.<\/li>\n\n\n\n<li>[36] Asymptotic distributions for estimated expected functionals of general random elements,&nbsp; <a rel=\"noreferrer noopener\" href=\"http:\/\/arxiv.org\/abs\/2005.02532\" target=\"_blank\"><em><strong>arXiv:2005.02<\/strong><\/em><\/a><a href=\"http:\/\/arxiv.org\/abs\/2005.02532\"><em><strong>532<\/strong><\/em><\/a>, preprint, 2021<em>.<\/em><\/li>\n\n\n\n<li>[35] (with Minami, Y. and Ito, R.) Why does a human die? A structural approach to cohort-wise mortality prediction under Survival Energy Hypothesis,&nbsp;<em><strong><em><strong><a href=\"https:\/\/www.cambridge.org\/core\/journals\/astin-bulletin-journal-of-the-iaa#\" target=\"_blank\" rel=\"noreferrer noopener\">ASTIN Bulletin<\/a><\/strong><\/em><\/strong><\/em>.&nbsp;2021,&nbsp;<strong>51<\/strong>, (1) 191-219; (<a href=\"https:\/\/www.cambridge.org\/core\/journals\/astin-bulletin-journal-of-the-iaa\/article\/why-does-a-human-die-a-structural-approach-to-cohortwise-mortality-prediction-under-survival-energy-hypothesis\/68D35C4EB48E37E53EE0ED6403DB8460\">Open Access<\/a>).\n<ul class=\"wp-block-list\">\n<li><strong><em><a rel=\"noreferrer noopener\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/files\/Erratum-ASTIN51-1.pdf\" target=\"_blank\">Erratum: on Theorem 3.2.<\/a><\/em><\/strong> <\/li>\n<\/ul>\n<\/li>\n\n\n\n<li>[34] (with Ito, R.). Cohort-wise mortality prediction under survival energy hypothesis, <em>Special issues of proceedings in<\/em>&nbsp;<strong><em><a rel=\"noreferrer noopener\" href=\"http:\/\/www.jarip.org\/\" target=\"_blank\">J. Japanese Association of Risk, Insurance and Pensions<\/a><\/em><\/strong>. 2019, <strong>6<\/strong>, 17\u201330.<\/li>\n\n\n\n<li>[33] (with <a rel=\"noreferrer noopener\" href=\"https:\/\/researchmap.jp\/kfujimori\" target=\"_blank\">Fujimori, K.<\/a> and Sakamoto, S.) Moment convergence of the generalized maximum composite likelihood estimators for determinantal point processes, <a href=\"https:\/\/arxiv.org\/abs\/1909.01211\"><em><strong>arXiv:1909.01211<\/strong><\/em><\/a>, 2019.<\/li>\n\n\n\n<li>[32] (with&nbsp;<a href=\"https:\/\/www.researchgate.net\/profile\/Zhimin_Zhang3\">Zhang, Z.<\/a>) Asymptotically normal estimators of the ruin probability for L\u00e9vy Insurance surplus from discrete samples, <em><a href=\"https:\/\/www.mdpi.com\/journal\/risks\"><strong>Risks MDPI<\/strong><\/a><\/em>. 2019,&nbsp;<strong>7<\/strong>&nbsp;(2), 1-22. (<a href=\"https:\/\/ideas.repec.org\/a\/gam\/jrisks\/v7y2019i2p37-d219722.html\">DOI<\/a>)<\/li>\n\n\n\n<li>[31] (with <a rel=\"noreferrer noopener\" href=\"https:\/\/www.st.keio.ac.jp\/tprofile\/math\/hayashi.html\" target=\"_blank\">Hayashi, K.<\/a>) Estimation of a Concordance Probability for Doubly Censored Time-to-Event Data, <strong><em><a rel=\"noreferrer noopener\" href=\"https:\/\/www.springer.com\/journal\/12561\" target=\"_blank\">Statistics in Biosciences<\/a><\/em><\/strong>. 2018, <strong>10<\/strong>, (3), p. 546-567. (<a rel=\"noreferrer noopener\" href=\"https:\/\/link.springer.com\/article\/10.1007%2Fs12561-018-9216-5\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[30] (with&nbsp;<a href=\"http:\/\/kenkyu-web.cin.nihon-u.ac.jp\/Profiles\/72\/0007183\/prof_e.html\">Tanaka, S.<\/a>) Dynamic risk measures for stochastic asset processes from ruin theory, <em><a href=\"https:\/\/www.cambridge.org\/core\/journals\/annals-of-actuarial-science\"><strong>Annals of Actuarial Science<\/strong><\/a><\/em>.&nbsp;2018,&nbsp;<strong>12<\/strong>, (2), 249-268. (<a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.1017\/S1748499518000064\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[29] (with Oshime, T.) Parametric inference for ruin probability in the classical risk model, <em><a href=\"https:\/\/www.sciencedirect.com\/journal\/statistics-and-probability-letters\"><strong>Statistics and Probability Letters.<\/strong><\/a><\/em>&nbsp;2018, <strong>133<\/strong>, 28-37. (<a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.1016\/j.spl.2017.09.020\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[28] Threshold estimation for stochastic processes with small noise, <em><a href=\"http:\/\/www.elsevier.com\/wps\/find\/journaldescription.cws_home\/505554\/description#description\"><strong>Scandinavian Journal of Statistics.<\/strong><\/a><\/em>&nbsp;2017,&nbsp;<strong>44<\/strong>, (4), 951-988. (<a href=\"https:\/\/doi.org\/10.1111\/sjos.12287\">DOI<\/a>)<\/li>\n\n\n\n<li>[27] (with&nbsp;<a href=\"https:\/\/www.researchgate.net\/profile\/Zhimin_Zhang3\">Zhang, Z.<\/a>) Estimating Gerber-Shiu functions from discretely observed L\u00e9vy driven surplus, <em><strong><a href=\"Insurance: Mathematics and Economics\">Insurance: Mathematics and Economics.<\/a><\/strong><\/em>&nbsp;2017,&nbsp;<strong>74<\/strong>, 84-98. (<a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.1016\/j.insmatheco.2017.02.006\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[26] (with&nbsp;<a href=\"http:\/\/www.math.uiuc.edu\/~rfeng\/main\/About_me.html\">Long, H.<\/a>&nbsp;and Ma, C.) Least-squares estimators for stochastic differential equations driven by small L\u00e9vy noises, <a href=\"http:\/\/www.journals.elsevier.com\/stochastic-processes-and-their-applications\/\"><em><strong>Stochastic Processes and their Applications<\/strong><\/em><\/a>. 2017,&nbsp;<strong>127<\/strong>, 1475-1495. (<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1016\/j.spa.2016.08.006\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[25] (with&nbsp;<a href=\"https:\/\/faculty.math.illinois.edu\/~rfeng\/\">Feng, R<\/a>.) Applications of central limit theorems for equity-linked insurance, <em><a href=\"http:\/\/www.elsevier.com\/wps\/find\/journaldescription.cws_home\/505554\/description#description\"><strong>Insurance: Mathematics and Economics.<\/strong><\/a>&nbsp;<\/em>2016,&nbsp;<strong>69<\/strong>, 138-148.(<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1016\/j.insmatheco.2016.05.004\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[24] (with&nbsp;<a href=\"https:\/\/faculty.math.illinois.edu\/~rfeng\/\">Feng, R<\/a>.) Potential measures for spectrally negative Markov additive processes with applications in ruin theory, <em><strong><a href=\"Insurance: Mathematics and Economics\">Insurance: Mathematics and Economics<\/a>,<\/strong>&nbsp;<\/em>2014,&nbsp;<strong>64<\/strong>, 11-26. (<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1016\/j.insmatheco.2014.08.001\" target=\"_blank\">DOI<\/a>),<\/li>\n\n\n\n<li>[23] (with&nbsp;<a href=\"http:\/\/perso.univ-lemans.fr\/~abrouste\/index.html\">Brouste, A<\/a>.;&nbsp;<a href=\"http:\/\/www.math.sci.osaka-u.ac.jp\/~fukasawa\/\">Fukasawa, M<\/a>.;&nbsp;<a href=\"http:\/\/www.eb.waseda.ac.jp\/murata\/hideitsu.hino\/index.html\">Hino, H<\/a>.;&nbsp;<a href=\"http:\/\/ideas.repec.org\/e\/pia3.html#details\">Iacus, S<\/a>.;&nbsp;<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/~kamatani\/research\/\">Kamatani, K<\/a>.; <a rel=\"noreferrer noopener\" href=\"https:\/\/www.ms.u-tokyo.ac.jp\/~kyuta\/\" target=\"_blank\">Koike, Y.<\/a>;&nbsp;<a href=\"https:\/\/sites.google.com\/site\/hm20131017\/\">Masuda, H<\/a>.; Nomura, R.; <a rel=\"noreferrer noopener\" href=\"https:\/\/www.keisu.t.u-tokyo.ac.jp\/lab\/mist\/lab_04_5\/\" target=\"_blank\">Ogihara, T<\/a>;&nbsp;<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/~uchida\/index-e.html\">Uchida, M<\/a>.;&nbsp;<a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~nakahiro\/hp-naka-e\">Yoshida, N<\/a>.) The YUIMA Project: A computational framework for simulation and inference of stochastic differential equations, <em><a href=\"http:\/\/www.jstatsoft.org\/\"><strong>Journal of Statistical Software<\/strong><\/a><\/em>. 2014,&nbsp;<strong>57<\/strong>, (4);&nbsp;available online. (<a href=\"http:\/\/doi.org\/10.18637\/jss.v057.i04\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)<\/li>\n\n\n\n<li>[22] Edgeworth type expansion of ruin probability under L\u00e9vy risk processes in the small loading asymptotics,&nbsp;<strong><em><a href=\"http:\/\/www.tandf.co.uk\/journals\/titles\/03461238.html\">Scandinavian Actuarial Journal<\/a><\/em><\/strong>&nbsp;2014, (7), 620-648. (<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1080\/03461238.2012.755937\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[21] (with&nbsp;<a href=\"http:\/\/home.cc.umanitoba.ca\/~hao\/\">Hao, X<\/a>. and&nbsp;<a href=\"http:\/\/www.d.umn.edu\/math\/people\/faculty\/li.html\">Li, X<\/a>.) Finite-time survival probability and credit default swaps pricing under geometric L\u00e9vy markets, <em><strong><a href=\"Insurance: Mathematics and Economics\">Insurance: Mathematics and Economics<\/a><\/strong><\/em>, 2013,&nbsp;<strong>53<\/strong>, 14-23. (<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1016\/j.insmatheco.2013.04.003\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[20] (with&nbsp;<a href=\"http:\/\/www.math.fau.edu\/faculty\/long.html\">Long, H.<\/a>;&nbsp;<a href=\"http:\/\/www.mathstat.concordia.ca\/people\/faculty\/full-time-faculty\/SunW.php\">Sun, W.<\/a>) Least squares estimator for discretely observed stochastic processes driven by additive small L\u00e9vy noises<em>, <a href=\"http:\/\/www.elsevier.com\/wps\/find\/journaldescription.cws_home\/622892\/description#description\"><strong>J. Multivariate Analysis&nbsp;<\/strong><\/a><\/em>2013,&nbsp;<strong>116<\/strong>, 422-439. (<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1016\/j.jmva.2013.01.012\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[19] (with&nbsp;<a href=\"https:\/\/faculty.math.illinois.edu\/~rfeng\/\">Feng, R<\/a>.) On a generalization from ruin to default in a L\u00e9vy insurance risk model, <strong><em><a href=\"http:\/\/www.springer.com\/statistics\/journal\/11009\">Methodology and Computing in Applied Probability<\/a><\/em><\/strong>, 2013&nbsp;<strong>15<\/strong>, (4), 773-802. (<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1007\/s11009-012-9282-y\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[18] Nonparametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model, <strong><em><a href=\"http:\/\/www.tandf.co.uk\/journals\/titles\/03461238.html\">Scandinavian Actuarial Journal<\/a><\/em><\/strong>, 2012, (1), 56-69. (<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1080\/03461238.2010.523515\" target=\"_blank\">DOI<\/a>),<\/li>\n\n\n\n<li>[17]&nbsp;Estimation of parameters for discretely observed diffusion processes with a variety of rates for information, <em><strong><a href=\"http:\/\/www.ism.ac.jp\/editsec\/aism-e.html\">Annals of Institute of Statistical Mathematics<\/a><\/strong>,<\/em>&nbsp;2012,&nbsp;<strong>64<\/strong>, (3), 545-575. (<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1007\/s10463-010-0323-4\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[16]&nbsp;Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes, <em><strong><a href=\"http:\/\/www.ism.ac.jp\/editsec\/aism-e.html\">Annals of Institute of Statistical Mathematics<\/a><\/strong><\/em>, 2012,&nbsp;<strong>64<\/strong>, (1), 193-211. (<a href=\"http:\/\/dx.doi.org\/10.1007\/s10463-010-0307-4\">DOI<\/a>).<\/li>\n\n\n\n<li>[15]&nbsp;Estimation of the expected discounted penalty function for L\u00e9vy insurance risks, <em><strong><a href=\"http:\/\/www.maik.ru\/cgi-perl\/journal.pl?lang=eng&amp;name=mmstat&amp;page=main\">Mathematical Methods of Statistics<\/a><\/strong>,<\/em>&nbsp;2011,&nbsp;<strong>20<\/strong>, (2), 125-149. (<a href=\"http:\/\/dx.doi.org\/10.3103\/S1066530711020037\">DOI<\/a>)<\/li>\n\n\n\n<li>[14] \u5371\u967a\u7406\u8ad6\u306b\u304a\u3051\u308bGerber-Shiu\u95a2\u6570\u3068\u7d71\u8a08\u7684\u63a8\u6e2c, <em><strong><a href=\"http:\/\/www.ism.ac.jp\/editsec\/toukei-j.html\">\u7d71\u8a08\u6570\u7406<\/a><\/strong><\/em>, 2011,&nbsp;\u7279\u96c6\u300c\u91d1\u878d\u30ea\u30b9\u30af\u306e\u7d71\u8a08\u63a8\u6e2c\u300d<strong>59<\/strong>, (1), 105-124. (<a href=\"http:\/\/www.ism.ac.jp\/editsec\/toukei\/pdf\/59-1-105.pdf\">pdf<\/a>)<\/li>\n\n\n\n<li>[13] Threshold selection in jump-discriminant filter for discretely observed jump processes, <strong><em><a href=\"http:\/\/www.springer.com\/statistics\/journal\/10260\">Statistical Methods &amp; Applications<\/a><\/em><\/strong>, 2010,<strong>19<\/strong>, (3), 355-378. (<a href=\"http:\/\/dx.doi.org\/10.1007\/s10260-010-0134-z\">DOI<\/a>)<\/li>\n\n\n\n<li>[12] Notes on drift estimation for certain non-recurrent diffusion processes from sampled data, <strong><em><a href=\"http:\/\/ees.elsevier.com\/stapro\/\">Statistics &amp; Probability Letters<\/a><\/em><\/strong>, 2009,&nbsp;<strong>79<\/strong>, (20), 2200-2207. 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(<a rel=\"noreferrer noopener\" href=\"http:\/\/www.ism.ac.jp\/editsec\/toukei\/pdf\/57-1-097.pdf\" target=\"_blank\">pdf<\/a>)<\/li>\n\n\n\n<li>[10] Functional estimation for L\u00e9vy measures of semimartingales with Poissonian jumps, <em><strong><a rel=\"noreferrer noopener\" href=\"http:\/\/www.elsevier.com\/wps\/find\/journaldescription.cws_home\/622892\/description#description\" target=\"_blank\">J. Multivariate Analysis<\/a><\/strong><\/em>, 2009,&nbsp;<strong>100<\/strong>, (6), 1073-1092. (<a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.1016\/j.jmva.2008.10.006\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[9] A new aspect of a risk process and its statistical inference, <em><strong><a rel=\"noreferrer noopener\" href=\"http:\/\/www.elsevier.com\/wps\/find\/journaldescription.cws_home\/505554\/description#description\" target=\"_blank\">Insurance: Mathematics and Economics<\/a><\/strong><\/em>, 2009,<strong>&nbsp;44<\/strong>, (1), 70-77.&nbsp;(<a href=\"http:\/\/dx.doi.org\/10.1016\/j.insmatheco.2008.10.002\">DOI<\/a>)<\/li>\n\n\n\n<li>[8] Model selection for L\u00e9vy measures in diffusion processes with jumps from discrete observations, <a href=\"http:\/\/www.elsevier.com\/wps\/find\/journaldescription.cws_home\/505561\/description#description\"><em><strong>J. Statistical Planning and Inference<\/strong><\/em><\/a>, 2009,&nbsp;<strong>139<\/strong>, (2), 516-532.(<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1016\/j.jspi.2008.05.009\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[7] A practical inference for discretely observed jump-diffusions from finite samples, <a href=\"http:\/\/www.jss.gr.jp\/en\/journal\/index.html\"><em><strong>J. Japan Statistical Society<\/strong><\/em>.<\/a>, 2008,&nbsp;<strong>38<\/strong>, (3), 391-413. (<a rel=\"noreferrer noopener\" href=\"https:\/\/doi.org\/10.14490\/jjss.38.391\" target=\"_blank\">DOI<\/a>)<\/li>\n\n\n\n<li>[6] Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples, <em><a href=\"http:\/\/bic.math.kyushu-u.ac.jp\/index.php?Research%20Association%20of%20Statistical%20Sciences(Bulletin%20of%20Informatics%20and%20Cybernetics)\"><strong>Bulletin of Informatics and Cybernetics<\/strong><\/a><\/em>, 2008,&nbsp;<strong>40<\/strong>, 51-60. (<a rel=\"noreferrer noopener\" href=\"https:\/\/catalog.lib.kyushu-u.ac.jp\/opac_detail_md\/?lang=0&amp;amode=MD100000&amp;bibid=18993\" target=\"_blank\">pdf<\/a>)<\/li>\n\n\n\n<li>[5] (with <a rel=\"noreferrer noopener\" href=\"https:\/\/www.st.keio.ac.jp\/tprofile\/math\/hayashi.html\" target=\"_blank\">Hayashi, K.<\/a> and&nbsp;<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/~kano\/\">Kano, Y<\/a>.) Consistency of penalized risk of boosting methods in binary classification, <em>New Trends in Psychometrics,&nbsp;<\/em>2008, Universal Academic Press, 87-96. (<a href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/wp-admin\/files\/papers\/2008HSK.pdf\">pdf<\/a>)<\/li>\n\n\n\n<li>[4] Statistical specification of jumps under semiparametric semimartingale models, <em><strong><a href=\"http:\/\/www.maik.ru\/cgi-perl\/journal.pl?lang=eng&amp;name=mmstat&amp;page=main\">Mathematical Methods of Statistics<\/a><\/strong><\/em>, 2008,<strong>&nbsp;17<\/strong>, (3), 209-227. (<a href=\"http:\/\/dx.doi.org\/10.3103\/S1066530708030034\">DOI<\/a>)<em><strong><a href=\"http:\/\/www.maik.ru\/cgi-perl\/journal.pl?lang=eng&amp;name=mmstat&amp;page=main\"><\/a><\/strong><\/em><\/li>\n\n\n\n<li>[3] (with&nbsp;<a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~nakahiro\/hp-naka-e\">Yoshida, N<\/a>.)Estimation of parameters for diffusion processes with jumps from discrete observations,<br><a href=\"http:\/\/www.springer.com\/math\/probability\/journal\/11203\"><em><strong>Statistical Inference and Stochastic Processes<\/strong><\/em><\/a>, 2006,&nbsp;<strong>9<\/strong>, (3), 227-277. (<a rel=\"noreferrer noopener\" href=\"http:\/\/dx.doi.org\/10.1007\/s11203-005-8114-x\" target=\"_blank\">DOI<\/a>) <strong><a rel=\"noreferrer noopener\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/files\/cort-SISP06.pdf\" target=\"_blank\"><em>**Correction Information**<\/em><\/a><\/strong><\/li>\n\n\n\n<li>[2] M-estimation for discretely observed ergodic diffusion processes with infinitely many jumps, <em><a href=\"http:\/\/www.springer.com\/math\/probability\/journal\/11203\"><strong><\/strong><\/a><strong><a href=\"http:\/\/www.springer.com\/math\/probability\/journal\/11203\"><em><strong>Statistical Inference and Stochastic Processes<\/strong><\/em><\/a><\/strong>.<\/em>&nbsp;2006,<strong>&nbsp;9<\/strong>, (2), 179-225. (<a href=\"http:\/\/dx.doi.org\/10.1007\/s11203-005-8113-y\">DOI<\/a>)<\/li>\n\n\n\n<li>[1] Density estimation of L\u00e9vy measures for discretely observed diffusion processes with jumps, <em><a href=\"http:\/\/www.jss.gr.jp\/en\/journal\/index.html\"><strong>J. Japan Statistical Society<\/strong><\/a><\/em>&nbsp;2006,&nbsp;<strong>36<\/strong>. (1), 37-62. (<a href=\"https:\/\/doi.org\/10.14490\/jjss.36.37\" target=\"_blank\" rel=\"noreferrer noopener\">DOI<\/a>)\u3000<strong><em><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\">\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u5c0f\u5ddd\u7814\u7a76\u5968\u52b1\u8cde\u53d7\u8cde<\/mark><\/em><\/strong><\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-05b6b69d-793c-4208-a029-0590772d9ba1\">Doctoral Dissertation<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Shimziu, Y. (2007). <em><strong>Asymptotic inference for stochastic differential equations with jumps from discrete observations and some practical approaches<\/strong><\/em>,Graduate School of Mathematical Sciences, University of Tokyo. October, 2007. &nbsp;(<a href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/files\/dr.pdf\" target=\"_blank\" rel=\"noreferrer noopener\"><u>pd<\/u>f<\/a>) (Japanese summary is&nbsp;<a rel=\"noreferrer noopener\" href=\"http:\/\/files\/papers\/SUMMARY.pdf\" target=\"_blank\"><u>he<\/u><\/a><a href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/files\/SUMMARY.pdf\" data-type=\"URL\" target=\"_blank\" rel=\"noreferrer noopener\"><u>r<\/u><\/a><a rel=\"noreferrer noopener\" href=\"http:\/\/files\/papers\/SUMMARY.pdf\" target=\"_blank\"><u>e<\/u><\/a>),<br><em>*** This paper consists of the published works<\/em><strong><em>&nbsp;[1], [2], [3]<\/em><\/strong><em>&nbsp;and&nbsp;<strong>[7]<\/strong>.<\/em><\/li>\n<\/ul>\n\n\n\n<p id=\"block-ae885cac-0b99-4d4f-9087-d6f90f679109\"><\/p>\n\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Books Papers Doctoral Dissertation<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-343","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/wp-json\/wp\/v2\/pages\/343","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/wp-json\/wp\/v2\/comments?post=343"}],"version-history":[{"count":177,"href":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/wp-json\/wp\/v2\/pages\/343\/revisions"}],"predecessor-version":[{"id":839,"href":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/wp-json\/wp\/v2\/pages\/343\/revisions\/839"}],"wp:attachment":[{"href":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/wp-json\/wp\/v2\/media?parent=343"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}