Tetsuya Takabatake

MaRDI QIDQ2419662zbMATH OpenFDO

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
Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra Journal of Time Series Analysis	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 Mathematical Finance	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 Bernoulli	2019-06-14	Paper
Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations Bernoulli	2019-06-14	Paper

Research outcomes over time

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