Osaka University · School of Engineering Science / Graduate School of Engineering Science · 講師

Research keywordsfractional stochastic processes・Gaussian process estimation・FARIMA models・spectral analysis・rough fractional Ornstein-Uhlenbeck process・high-frequency asymptotics

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• Spatio-temporal characteristics in the GEONET F5 solution in the frequency domain estimated based on the robust spectral analysis2025 · Earth, Planets and Space Vol. 77 No. 1 2025年7月1日 研究論文（学術雑誌）
• Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra2024 · Journal of Time Series Analysis 2024年1月 研究論文（学術雑誌）
• Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations2023 · Statistics & Probability Letters 2023年12月 研究論文（学術雑誌）
• Asymptotically efficient estimation of Ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations2023 · Statistical Inference for Stochastic Processes 2023年11月21日 研究論文（学術雑誌）

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