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Title |
Associate Professor |
Graduating School 【 display / non-display 】
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Kyushu University Faculty of Science Department of Mathematics JAPAN
Graduate School 【 display / non-display 】
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Kyushu University Graduate School of Mathematics Department of Mathematics Doctor's Course Completed JAPAN
Degree 【 display / non-display 】
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Kyushu University - Doctor(Mathematics) Statistical science
Papers 【 display / non-display 】
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Robustified Gaussian quasi-BIC for volatility
Shoichi Eguchi, Hiroki Masuda ( Multiple Authorship )
arXiv 2026.03
Research paper (other science council materials etc.) English
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Robustified Gaussian quasi-likelihood inference for volatility
Shoichi Eguchi, Hiroki Masuda ( Multiple Authorship )
arXiv 2025.10
Research paper (other science council materials etc.) English
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Gaussian quasi-information criteria for ergodic Lévy driven SDE
Shoichi Eguchi, Hiroki Masuda ( Multiple Authorship )
Annals of the Institute of Statistical Mathematics 76 ( 1 ) 111 - 157 2023.08
Research paper (scientific journal) English
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Schwartz‐type model selection for ergodic stochastic differential equation models
Shoichi Eguchi, Yuma Uehara ( Multiple Authorship )
Scandinavian Journal of Statistics 48 ( 3 ) 950 - 968 2021
Research paper (scientific journal) English
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Data driven time scale in Gaussian quasi-likelihood inference
Shoichi Eguchi, Hiroki Masuda ( Multiple Authorship )
Statistical Inference for Stochastic Processes 22 ( 3 ) 383 - 430 2019
Research paper (scientific journal) English
Review Papers 【 display / non-display 】
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江口翔一, 増田弘毅 ( Joint Work )
統計関連学会連合大会講演報告集 2018 346 2018.09
Introduction and explanation (bulletin of university, research institution) Japanese
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Modeling time scale for stochastic process
( Joint Work )
2017 291 2017.09
Summary of the papers read (national conference and other science council) Japanese
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江口翔一, 増田弘毅 ( Joint Work )
統計関連学会連合大会講演報告集 2016 12 2016.09
Introduction and explanation (bulletin of university, research institution) Japanese
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江口翔一, 増田弘毅 ( Joint Work )
統計関連学会連合大会講演報告集 2015 51 2015.09
Introduction and explanation (bulletin of university, research institution) Japanese
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江口翔一, 増田弘毅 ( Single Work )
統計関連学会連合大会講演報告集 2014 317 2014.09
Introduction and explanation (bulletin of university, research institution) Japanese
Research Grants and Projects 【 display / non-display 】
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Project Year：2024.04 - Now
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Project Year：2022.04 - 2026.03
Presentations 【 display / non-display 】
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Robustifying Gaussian quasi-likelihood inference in YUIMA
Shoichi Eguchi, Hiroki Masuda
International conference 16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023) Oral Presentation(general)
2023.12 -
Robustifying Gaussian quasi-likelihood inference for random dynamics
Shoichi Eguchi, Hiroki Masuda
International conference 10th International Congress on Industrial and Apploed Mathematics Oral Presentation(general)
2023.08 -
Model comparison for ergodic SDEs in YUIMA
Shoichi Eguchi
International conference 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022) Oral Presentation(general)
2022.12 -
Model comparison for ergodic Lévy driven SDEs in YUIMA
Shoichi Eguchi
International conference 5th International Conference on Econometrics and Statistics Oral Presentation(general)
2022.06 -
Gaussian quasi-information criterion for ergodic SDEs
Shoichi Eguchi
International conference 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021) Oral Presentation(general)
2021.12