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math.ST2024
Volatility estimation from a view point of entropy
Jirô Akahori, Ryuya Namba, Atsuhito Watanabe
In the present paper, we first revisit the volatility estimation approach proposed by N. Kunitomo and S. Sato, and second, we show that the volatility estimator proposed by P. Mall…
math.PR2024
Fractional binomial distributions induced by the generalized binomial theorem and their applications
Masanori Hino, Ryuya Namba
We develop a fractional extension of the classical binomial distribution and the associated Bernstein operator, formulated within the framework of the generalized binomial theorem…