2 papers
math.ST2026
Local increment inference for time-inhomogeneous drift in Gaussian processes
Yasutaka Shimizu
We study statistical inference for deterministic drift structures in Gaussian process models under high-frequency observations.The observed process consists of a centered stationar…
stat.ME2025
M-Estimation based on quasi-processes from discrete samples of Levy processes
Yasutaka Shimizu, Hiroshi Shiraishi
We propose a novel estimation framework for path-dependent functionals of Levy processes from discretely observed data. Traditional approaches rely on Monte Carlo simulation of ful…