Browsing by Author Kawai, Reiichiro

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Issue DateTitleAuthor(s)Citation
2017Acceleration on adaptive importance sampling with sample average approximationKawai, Reiichiro; Mathematics & StatisticsAcceleration on adaptive importance sampling with sample average approximation, SIAM Journal on Scientific Computing, vol.39, 4, 2017,pp A1586-A1615
2017Adaptive importance sampling Monte Carlo simulation for general multivariate probability lawsKawai, Reiichiro; Mathematics & StatisticsAdaptive importance sampling Monte Carlo simulation for general multivariate probability laws, Journal of Computational and Applied Mathematics, vol.319, N/A, 2017,pp 440-459
2016Anomalous spreading and misidentification of spatial random walk modelsKawai, Reiichiro; Mathematics & StatisticsAnomalous spreading and misidentification of spatial random walk models, Applied Mathematical Modelling, vol.40, 9-10, 2016,pp 5283-5291
2017Cusping, transport and variance of solutions to generalized Fokker-Planck equationsCarnaffan, Sean; Kawai, Reiichiro; Mathematics & Statistics; Mathematics & StatisticsCusping, transport and variance of solutions to generalized Fokker-Planck equations, Journal of Physics A: Mathematical and Theoretical, vol.50, 24, 2017,pp 1-20
2015Explicit hard bounding functions for boundary value problems for elliptic partial differential equationsKawai, Reiichiro; Mathematics & StatisticsExplicit hard bounding functions for boundary value problems for elliptic partial differential equations, Computers and Mathematics with Applications, vol.70, N/A, 2015,pp 2822-2837
2013Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete SamplingKawai, Reiichiro; Mathematics & StatisticsFisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling, Communications in Statistics - Theory and Methods, vol.42, 1628, 2013,pp 1636-N/A
2016Higher Order Fractional Stable Motion: Hyperdiffusion with Heavy TailsKawai, Reiichiro; Mathematics & StatisticsHigher Order Fractional Stable Motion: Hyperdiffusion with Heavy Tails, Journal of Statistical Physics, vol.165, 1, 2016,pp 126-152
2013Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency samplingKawai, Reiichiro; Masuda, Hiroki; Mathematics & StatisticsLocal asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling, ESAIM: Probability and Statistics, vol.17, N/A, 2013,pp 13-32
2013Local Asymptotic Normality Property for Ornstein-Uhlenbeck Processes with Jumps Under Discrete SamplingKawai, Reiichiro; Mathematics & StatisticsLocal Asymptotic Normality Property for Ornstein-Uhlenbeck Processes with Jumps Under Discrete Sampling, Journal of Theoretical Probability, vol.26, 4, 2013,pp 932-967
2013Mathematical Programming Gives Hard Bounds of the Dirichlet Problem for Partial Differential EquationsKawai, Reiichiro; Mathematics & StatisticsMathematical Programming Gives Hard Bounds of the Dirichlet Problem for Partial Differential Equations, Proceedings of ASOR13 - Adapting to Change: the multiple roles of modelling, vol.1, 2013, pp. 107-113
2015Measuring impact of random jumps without sample path generationKawai, Reiichiro; Mathematics & StatisticsMeasuring impact of random jumps without sample path generation, SIAM Journal on Scientific Computing, vol.37, 6, 2015,pp A2558-A2582
2015Measuring impact of random jumps without sample path generationKawai, Reiichiro; Mathematics & StatisticsMeasuring impact of random jumps without sample path generation, SIAM Journal on Scientific Computing, vol.37, 6, 2015,pp A2558-A2582
2013Numerical inverse Lévy measure method for infinite shot noise series representationKawai, Reiichiro; Imai, Junichi; Mathematics & StatisticsNumerical inverse Lévy measure method for infinite shot noise series representation, Journal of Computational and Applied Mathematics, vol.253, N/A, 2013,pp 264-283
2013On Singularity of Fisher Information Matrix for Stochastic Processes Under High Frequency SamplingKawai, Reiichiro; Mathematics & StatisticsOn Singularity of Fisher Information Matrix for Stochastic Processes Under High Frequency Sampling in Numerical Mathematics and Advanced Applications 2011, Springer, 2013, pp. 841-849
2015On the likelihood function of small time variance Gamma Lévy processesKawai, Reiichiro; Mathematics & StatisticsOn the likelihood function of small time variance Gamma Lévy processes, Statistics: A Journal of Theoretical and Applied Statistics, vol.49, 1, 2015,pp 63-83
2017Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average ProcessesKawai, Reiichiro; Mathematics & StatisticsSample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes, Methodology and Computing in Applied Probability, vol.19, 1, 2017,pp 175-211
2017Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average ProcessesKawai, Reiichiro; Mathematics & StatisticsSample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes, Methodology and Computing in Applied Probability, vol.19, 1, 2017,pp 175-211
2017Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average ProcessesKawai, Reiichiro; Mathematics & StatisticsSample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes, Methodology and Computing in Applied Probability, vol.19, 1, 2017,pp 175-211
2017Sample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average ProcessesKawai, Reiichiro; Mathematics & StatisticsSample Path Generation of Levy-Driven Continuous-Time Autoregressive Moving Average Processes, Methodology and Computing in Applied Probability, vol.19, 1, 2017,pp 175-211
2015Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac RepresentationKawai, Reiichiro; Mathematics & StatisticsSolution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation, Stochastic Analysis and Applications, vol.33, 5, 2015,pp 844-862