日本統計学会
Natural sciences / Basic mathematics /
Humanities & social sciences / Economic statistics /
Natural sciences / Applied mathematics and statistics /
Spatio-temporal characteristics in the GEONET F5 solution in the frequency domain estimated based on the robust spectral analysis
Masayuki Kano, Keisuke Yano, Yusuke Tanaka, Tetsuya Takabatake, Yusaku Ohta
Earth, Planets and Space Vol. 77 No. 1 2025/07/01 Research paper (scientific journal)
Publisher: Springer Science and Business Media LLC
Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra
Tetsuya Takabatake
Journal of Time Series Analysis 2024/01 Research paper (scientific journal)
Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations
Tetsuya Takabatake
Statistics & Probability Letters 2023/12 Research paper (scientific journal)
Asymptotically efficient estimation of Ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations
Kohei Chiba, Tetsuya Takabatake
Statistical Inference for Stochastic Processes 2023/11/21 Research paper (scientific journal)
Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics
Masaaki Fukasawa, Tetsuya Takabatake, Rebecca Westphal
Mathematical Finance Vol. 32 No. 4 p. 1086-1132 2022/08/23 Research paper (scientific journal)
Publisher: Wiley
Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations
Masaaki Fukasawa, Tetsuya Takabatake
BERNOULLI Vol. 25 No. 3 p. 1870-1900 2019/08 Research paper (scientific journal)
Supplementary article to "Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra"
Tetsuya Takabatake
Journal of Time Series Analysis 2024/01
Asymptotic Efficiency for Fractional Brownian Motion with general noise
Grégoire Szymanski, Tetsuya Takabatake
2023/11/30
On robustness of Spectral Rényi divergence
Tetsuya Takabatake, Keisuke Yano
2023/10/10
Supplement to ”Consistent estimation for fractional stochastic volatility model under high-frequency asymptotics”
Masaaki Fukasawa, Tetsuya Takabatake, Rebecca Westphal
2022/04 Article, review, commentary, editorial, etc. (other)
Supplement to ”Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations”
Masaaki Fukasawa, Tetsuya Takabatake
BERNOULLI p. 1-4 2019/08 Article, review, commentary, editorial, etc. (scientific journal)
Asymptotically efficient estimation of Ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations
ラフパス解析の新潮流 2025/02/13
Optimal Estimation for General Gaussian Processes having Scaling Properties
IASC-ARS 2024
Optimal Estimation for General Continuous-Time Gaussian Processes having Scaling Properties
EcoSta 2024
Likelihood Analysis of Continuous-time Gaussian Moving Average Processes with Singular Kernels
Tetsuya Takabatake
CMStatistics 2023/12
Local Asymptotic Normality Property for Fractional Brownian Motion with Additive Noise
Tetsuya Takabatake
Probability and statistics seminars, Le Mans University 2023/10
金融資産収益率のボラティリティ・モデリングに関する最近の展開
髙畠 哲也
OLIS-保険フォーラム 2023/09
Asymptotically Efficient Estimation of Mixed Fractional Brownian Motion under High-Frequency Observations
Tetsuya Takabatake
EcoSta 2023/08
Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise
Tetsuya Takabatake
ICIAM 2023/08
特異核関数を持つ連続時間移動平均過程に 対する尤度解析
統計サマーセミナー2024
Efficient Estimation for Mixed Fractional Brownian Motion under High-Frequency Observations
SH3 Conference 2024/04/15
スペクトル密度に特異性を有す連続時間定常ガウス過程に対する尤度解析
関西大学 確率論セミナー 2024/02/21
特異核関数を持つ連続時間移動平均過程に対する尤度解析
髙畠 哲也
関西計量経済学研究会 2024/01
Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise
Tetsuya Takabatake
SETA 2023/07
Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise
Grégoire Szymanski, Tetsuya Takabatake
The SH3 Conference on Econometrics 2023/03
Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise
Grégoire Szymanski, Tetsuya Takabatake
EFFI Japan-France statistic seminar 2022/11
観測誤差を含む非整数 Brown 運動に対する 漸近有効推定
高畠 哲也
統計関連学会連合大会 2022/09
Local Asymptotic Normality Property for Fractional Brownian Motion with Measurement Error
Tetsuya Takabatake
The SH3 Conference on Econometrics 2022/03
Local Asymptotic Normality Property for Fractional Brownian Motion with Measurement Error
Tetsuya Takabatake
Computational and Methodological Statistics (CMStatistics) 2021/12
ドリフトを持つ非整数Brown運動に対する疑似尤度解析
髙畠 哲也
統計関連学会連合大会 2021/09
連続観測に基づく非整数Ornstein-Uhlenbeck過程の局所漸近正規性
髙畠 哲也, 千葉 航平
岡山確率論セミナー 2021/06
観測誤差を含む非整数Brown運動に対する局所漸近正規性
髙畠 哲也
統計関連学会連合大会 2020/09
観測誤差を含む非整数Brown運動に対する局所漸近正規性
髙畠 哲也
第七回数理ファイナンス合宿型セミナー 2019/11
Is Volatility Rough?
Masaaki Fukasawa, Tetsuya Takabatake, Rebecca Westphal
Econometrics and Statistics (EcoSta) 2019/06
ボラティリティ変動はラフか？
髙畠 哲也, 深澤 正彰, Rebecca Westphal
広島大学 金曜セミナー 2019/05
