MASUDA Hiroki
Professor
Department of Mathematics (UG), Graduate School of Mathematical Sciences
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Research Field
Mathematical statistics
Research Subject
Statistical modelling based on non-Gaussian stochastic processes and its implementation
Current Research
My major is statistical inference for stochastic process models, particularly functionals of a non-Gaussian Levy process. I am interested in asymptotic statistics related to statistical model evaluation methods, multivariate analyses, constructing a basic theory, and implementing these methods on computers. Additionally, I am studying statistical modelling of population and interaction dynamics.
Keywords
Statistical inference, statistical modelling, stochastic processes, non-Gaussian Levy processes