Shohei Nakajima, Yasutaka Shimizu. Asymptotic inference for stochastic differential equations driven by fractional Brownian motion. Japanese Journal of Statistics and Data Science. 2022. 6. 1. 431-455
Shohei Nakajima, Yasutaka Shimizu. Parameter estimation of stochastic differential equation driven by small fractional noise. Statistics. 2022. 56. 4. 919-934
Shohei Nakajima, Yasutaka Shimizu. Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions. Statistics & Probability Letters. 2022. 187. 109476-109476
Shohei Nakajima. Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients. Stochastics and Partial Differential Equations: Analysis and Computations. 2021
講演・口頭発表等 (2件)：
Parametric inference for stochastic differential equations driven by multiplicative fractional small noise
(統計関連学会連合大会 2022)
