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math.ST2026
Exponential mixing properties of nonlinear functional autoregressive models
Shuntarou Suzuki, Yoshikazu Terada
The importance of functional data analysis has increased substantially in recent years. In machine learning, nonlinear function regression based on deep neural networks is referred…
math.ST2024
Adaptive Bayes estimator for stochastic differential equations with jumps under small noise asymptotics
Shuntaro Suzuki, Takaaki Wakamatsu, Yasutaka Shimizu
In this paper, we consider parameter estimation for stochastic differential equations driven by Wiener processes and compound Poisson processes. We assume unknown parameters corres…