Kohei Chiba | DeepAI

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Tetsuya Takabatake
3 publications

research

∙ 04/07/2022

Asymptotically Efficient Estimation of Ergodic Rough Fractional Ornstein-Uhlenbeck Process under Continuous Observations

We consider the problem of asymptotically efficient estimation of drift ...

0 Kohei Chiba, et al. ∙

research

∙ 04/11/2018

LAN property for stochastic differential equations driven by fractional Brownian motion of Hurst parameter H∈(1/4,1/2)

In this paper, we consider the problem of estimating the drift parameter...

0 Kohei Chiba, et al. ∙