Our laboratory aims to develop statistically asymptotic decision theory for stochastic processes applied to statistical finance, financial data analysis and actuarially statistical mathematics. We study statistically asymptotic theory for stochastic differential equations based on high frequency data in order to analyze financial and/or actuarial data. Furthermore, we investigate statistical modelling for stochastic processes, concretely, information criteria for stochastic differential equations.
Professor Masayuki Uchida
Associate Professor@Yasutaka Shimizu
1-3 Machikaneyama-cho, Toyonaka, Osaka 560-8531, JAPAN
E-mail: uchida at sigmath.es.osaka-u.ac.jp