Mitsuki Kobayashi | DeepAI

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Yasutaka Shimizu
11 publications

research

∙ 07/20/2022

Threshold estimation for jump-diffusions under small noise asymptotics

We consider parameter estimation of stochastic differential equations dr...

0 Mitsuki Kobayashi, et al. ∙

research

∙ 01/18/2022

Least squares estimators based on the Adams method for stochastic differential equations with small Lévy noise

We consider stochastic differential equations (SDEs) driven by small Lév...

0 Mitsuki Kobayashi, et al. ∙