Tetsuya Kawai | DeepAI

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Masayuki Uchida
19 publications

research

∙ 08/03/2021

Adaptive estimation for small diffusion processes based on sampled data

We consider parametric estimation for multi-dimensional diffusion proces...

0 Tetsuya Kawai, et al. ∙

research

∙ 10/26/2020

Adaptive testing method for ergodic diffusion processes based on high frequency data

We consider parametric tests for multidimensional ergodic diffusions bas...

0 Tetsuya Kawai, et al. ∙