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
