Hayate Yamagishi | DeepAI

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Featured Co-authors

Nakahiro Yoshida
15 publications
Yuliya Mishura
6 publications

research

∙ 09/07/2022

Asymptotic expansion of an estimator for the Hurst coefficient

Asymptotic expansion is presented for an estimator of the Hurst coeffici...

0 Yuliya Mishura, et al. ∙

research

∙ 06/01/2022

Order estimate of functionals related to fractional Brownian motion and asymptotic expansion of the quadratic variation of fractional stochastic differential equation

We derive an asymptotic expansion for the quadratic variation of a stoch...

0 Hayate Yamagishi, et al. ∙