Tetsuya Takabatake

Available identifiers

zbMath Open takabatake.tetsuyaMaRDI QIDQ2419662

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
Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra	2024-01-11	Paper
Asymptotic Efficiency for Fractional Brownian Motion with general noise	2023-11-30	Paper
Towards a robust frequency-domain analysis: Spectral R\'{e}nyi divergence revisited	2023-10-10	Paper
Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics	2023-09-28	Paper
Quasi-Likelihood Analysis of Fractional Brownian Motion with Constant Drift under High-Frequency Observations	2022-06-10	Paper
Note on Error Bound for Trace Approximation of Products of Toeplitz Matrices	2022-06-10	Paper
Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations	2019-06-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Tetsuya Takabatake