TETSUYA TAKABATAKE

Last Updated :2023/09/06

Affiliations, Positions
Graduate School of Humanities and Social Sciences, Assistant Professor
E-mail
tkbtkhiroshima-u.ac.jp

Basic Information

Research Fields

  • Social sciences;Economics;Economic statistics
  • Mathematical and physical sciences;Mathematics;Foundations of mathematics / Applied mathematics
  • Mathematical and physical sciences;Mathematics;Basic analysis
  • Informatics;Principles of Informatics;Statistical science

Research Keywords

  • Statistics of Stochastic Processes
  • Time Series Analysis
  • Mathematical Finance

Educational Activity

Course in Charge

  1. 2023, Undergraduate Education, 4Term, Statistics 2

Research Activities

Academic Papers

  1. Consistent estimation for fractional stochastic volatility model under high-frequency asymptotics, MATHEMATICAL FINANCE, 32(4), 1086-1132, 202210
    Link to Paper Search Results by DOI
  2. Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations, Bernoulli, 25(3), 1870-1900, 2019