Shohei Nakajima | DeepAI

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Yasutaka Shimizu
11 publications

research

∙ 01/02/2022

Parameter estimation of stochastic differential equation driven by small fractional noise

We study the problem of parametric estimation for continuously observed ...

0 Shohei Nakajima, et al. ∙

research

∙ 12/23/2021

Asymptotic normality of least squares estimators to stochastic differential equations driven by fractional Brownian motions

We will consider the following stochastic differential equation (SDE): ...

0 Yasutaka Shimizu, et al. ∙