Kohei Chiba
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations Statistical Inference for Stochastic Processes | 2024-02-16 | Paper |
| An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter Statistical Inference for Stochastic Processes | 2020-08-25 | Paper |
| Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions Statistical Inference for Stochastic Processes | 2019-10-23 | Paper |
| LAN property for stochastic differential equations driven by fractional Brownian motion of Hurst parameter $H\in(1/4,1/2)$ | 2018-04-11 | Paper |
Research outcomes over time
This page was built for person: Kohei Chiba
