TETSUYA TAKABATAKE

Last Updated :2024/05/07

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

Basic Information

Academic Degrees

  • Osaka University
  • Osaka University

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. 2024, Liberal Arts Education Program1, 1Term, Introductory Seminar for First-Year Students
  2. 2024, 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
  2. Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations, Bernoulli, 25(3), 1870-1900, 2019

Invited Lecture, Oral Presentation, Poster Presentation

  1. Likelihood Analysis of Continuous-time Gaussian Moving Average Processes with Singular Kernels, Tetsuya Takabatake, CMStatistics, 2023/12, With Invitation, English
  2. Local Asymptotic Normality Property for Fractional Brownian Motion with Additive Noise, Tetsuya Takabatake, Probability and statistics seminars, Le Mans University, 2023/10, With Invitation, English
  3. Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise, Tetsuya Takabatake, ICIAM, 2023/08, With Invitation, English
  4. Asymptotically Efficient Estimation of Mixed Fractional Brownian Motion under High-Frequency Observations, Tetsuya Takabatake, EcoSta, 2023/08, With Invitation, English
  5. Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise, Tetsuya Takabatake, SETA, 2023/07, Without Invitation, English