Kohei Chiba

Available identifiers

zbMath Open chiba.koheiMaRDI QIDQ2194050

List of research outcomes

Publication	Date of Publication	Type
Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations	2024-02-16	Paper
An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter	2020-08-25	Paper
Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions	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