The following pages link to Tetsuya Takabatake (Q2419662):
Displayed 8 items.
- Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations (Q2419663) (← links)
- Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)
- Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra (Q6148348) (← links)
- Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088) (← links)
- Quasi-Likelihood Analysis of Fractional Brownian Motion with Constant Drift under High-Frequency Observations (Q6401696) (← links)
- Note on Error Bound for Trace Approximation of Products of Toeplitz Matrices (Q6409692) (← links)
- Towards a robust frequency-domain analysis: Spectral R\'{e}nyi divergence revisited (Q6454598) (← links)
- Asymptotic Efficiency for Fractional Brownian Motion with general noise (Q6461539) (← links)