14 citations · 30 across the 26 of their papers we have counts for
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math.ST2016
Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations
Masaaki Fukasawa, Tetsuya Takabatake
This paper proposes feasible asymptotically efficient estimators for a certain class of Gaussian noises with self-similar and stationary properties, which includes the fractional G…
math.ST2016★ 1 cited
Local asymptotic normality property for fractional Gaussian noise under high-frequency observations
Alexandre Brouste, Masaaki Fukasawa
Local Asymptotic Normality (LAN) property for fractional Gaussian noise under high-frequency observations is proved with a non-diagonal rate matrix depending on the parameter to be…