Takabatake Tetsuya 高畠哲也

Researcher Number	80846949
Other IDs	https://orcid.org/0000-0002-8734-0459
Affiliation (Current)	2025: 大阪大学, 大学院基礎工学研究科, 講師
Affiliation (based on the past Project Information) *help	2020 – 2023: 広島大学, 人間社会科学研究科(社), 助教 2019: 広島大学, 社会科学研究科, 助教
Review Section/Research Field	Principal Investigator Basic Section 12040:Applied mathematics and statistics-related / 0107:Economics, business administration, and related fields Except Principal Investigator Basic Section 60030:Statistical science-related
Keywords	Principal Investigator ラフボラティリティ / 確率ボラティリティ / 非整数Brown運動 / 局所自己相似則 / 連続時間移動平均過程 / 非整数ブラウン運動 / 確率ボラティリティモデル / 高頻度データ / 観測誤差 / 高頻度観測 … More Except Principal Investigator … More 時空間データ / 予測 / 不確実性評価 / 時系列 / spectral divergence Less

ボラティリティ変動の激しさに対するセミパラメトリック推定手法の開発Principal Investigator
- Principal Investigator
  
  高畠哲也
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Hiroshima University
Uncertainty evaluation and prediction of spatio-temporal data
- Principal Investigator
  
  矢野恵佑
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 60030:Statistical science-related
- Research Institution
  The Institute of Statistical Mathematics
Statistical Hypothesis Testing for Roughness of VolatilityPrincipal Investigator
- Principal Investigator
  
  Takabatake Tetsuya
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Review Section
  
  0107:Economics, business administration, and related fields
- Research Institution
  Hiroshima University

All 2024 2023 2022 2021 2020 2019

All Journal Article Presentation

[Journal Article] Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations2024
- Author(s)
  Tetsuya Takabatake
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 207 Pages: 110006-110006
- DOI
  10.1016/j.spl.2023.110006
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K13016
[Journal Article] Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra2024
- Author(s)
  Tetsuya Takabatake
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 45 Issue: 1 Pages: 158-160
- DOI
  10.1111/jtsa.12690
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K13016
[Journal Article] Corrigendum: Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra2023
- Author(s)
  Tetsuya Takabatake
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K23224
[Journal Article] Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics2022
- Author(s)
  Fukasawa Masaaki、Takabatake Tetsuya、Westphal Rebecca
- Journal Title
  
  Mathematical Finance
  
  Volume: 32 Issue: 4 Pages: 1086-1132
- DOI
  10.1111/mafi.12354
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23224, KAKENHI-PROJECT-23K20809
[Presentation] Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise2023
- Author(s)
  Tetsuya Takabatake
- Organizer
  SH3 Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23224
[Presentation] Local Asymptotic Normality Property for Fractional Brownian Motion with Additive Noise2023
- Author(s)
  Tetsuya Takabatake
- Organizer
  Probability and statistics seminars, Le Mans University
- Invited
- Data Source
  KAKENHI-PROJECT-23K13016
[Presentation] Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise2023
- Author(s)
  Tetsuya Takabatake
- Organizer
  ICIAM 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K13016
[Presentation] Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise2023
- Author(s)
  Tetsuya Takabatake
- Organizer
  SETA 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K13016
[Presentation] Likelihood Analysis of Continuous-time Gaussian Moving Average Processes with Singular Kernels2023
- Author(s)
  Tetsuya Takabatake
- Organizer
  CMStatistics 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K13016
[Presentation] Asymptotically Efficient Estimation of Mixed Fractional Brownian Motion under High-Frequency Observations2023
- Author(s)
  Tetsuya Takabatake
- Organizer
  EcoSta2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K13016
[Presentation] Local Asymptotic Normality Property for Fractional Brownian Motion with Measurement Error2022
- Author(s)
  Tetsuya Takabatake
- Organizer
  The SH3 Conference on Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23224
[Presentation] Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise2022
- Author(s)
  Tetsuya Takabatake
- Organizer
  EFFI Japan-France statistic seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23224
[Presentation] Local Asymptotic Normality Property for Fractional Brownian Motion with Measurement Error2021
- Author(s)
  Tetsuya Takabatake
- Organizer
  Computational and Methodological Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23224
[Presentation] 観測誤差を含む非整数Brown運動に対する局所漸近正規性2020
- Author(s)
  高畠　哲也
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-19K23224
[Presentation] 観測誤差を含む非整数Brown運動に対する局所漸近正規性2019
- Author(s)
  高畠　哲也
- Organizer
  第七回数理ファイナンス合宿型セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-19K23224
[Presentation] Is Volatility Rough ?2019
- Author(s)
  Tetsuya Takabatake
- Organizer
  EcoSta 2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K23224

1. 矢野恵佑 (20806070)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Takabatake Tetsuya 高畠 哲也

Research Projects

Research Products

Co-Researchers

ボラティリティ変動の激しさに対するセミパラメトリック推定手法の開発Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Uncertainty evaluation and prediction of spatio-temporal data

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Statistical Hypothesis Testing for Roughness of VolatilityPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Corrigendum: Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra2023

Author(s)

Journal Title

Data Source

[Journal Article] Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics2022

Author(s)

Journal Title

DOI

Data Source

[Presentation] Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise2023

Author(s)

Organizer

Data Source

[Presentation] Local Asymptotic Normality Property for Fractional Brownian Motion with Additive Noise2023

Author(s)

Organizer

Data Source

[Presentation] Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise2023

Author(s)

Organizer

Data Source

[Presentation] Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise2023

Author(s)

Organizer

Data Source

[Presentation] Likelihood Analysis of Continuous-time Gaussian Moving Average Processes with Singular Kernels2023

Author(s)

Organizer

Data Source

[Presentation] Asymptotically Efficient Estimation of Mixed Fractional Brownian Motion under High-Frequency Observations2023

Author(s)

Organizer

Data Source

[Presentation] Local Asymptotic Normality Property for Fractional Brownian Motion with Measurement Error2022

Author(s)

Organizer

Data Source

[Presentation] Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise2022

Author(s)

Organizer

Data Source

[Presentation] Local Asymptotic Normality Property for Fractional Brownian Motion with Measurement Error2021

Author(s)

Organizer

Data Source

[Presentation] 観測誤差を含む非整数Brown運動に対する局所漸近正規性2020

Author(s)

Organizer

Takabatake Tetsuya 高畠哲也