Takabatake, Tetsuya

1. Is Volatility Rough ?
   2019/05/13 by Masaaki Fukasawa, Fukasawa, Masaaki, Tetsuya Takabatake +3 · 2 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST) #Stochastic processes and financial applications
2. Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations
   2016/11/22 by Fukasawa, Masaaki, Takabatake, Tetsuya · 1 citation
   #62F12 #62M09 #FOS: Mathematics #Statistics Theory (math.ST)
3. Quasi-Likelihood Analysis of Fractional Brownian Motion with Constant Drift under High-Frequency Observations
   2022/06/10 by Tetsuya Takabatake, Takabatake, Tetsuya · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistics Theory (math.ST) #Stochastic processes and financial applications