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Tetsuya Takabatake

The University of Osaka (from arXiv:2509.04987, 2025) · ORCID · OpenAlex

7 papers in scope · 6 published · 1 on the econ.EM arXiv · 61 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Mikkel Bennedsen
  2. Peter Christensen
  3. Kim Christensen
  4. Carsten Chong
  5. Viktor Todorov
  6. Chen Zhang
  7. Jun Yu
  8. Chan Kim
  9. Wade Kimbrough
  10. Mark Podolskij
  11. Giacomo Toscano
  12. Stefano Marmi
  13. Maria Elvira Mancino
  14. Giulia Livieri
  15. Christina Dan Wang
  16. Ilze Kalnina
  17. Zhao Chen
  18. Kokouvi Tewou
  19. Zhi Liu
  20. Qiang Liu

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 7)

On robustness of spectral Rényi divergence
published2026 · Annals of the Institute of Statistical Mathematics · 1 citations · first circulated 2023
with Keisuke Yano
Annals of the Institute of Statistical Mathematics
Optimal Estimation for General Gaussian Processes
working paper2025 · arXiv
with Jun Yu, Chen Zhang
Paper profile arXiv arXiv:2509.04987
Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations
published2023 · Statistics & Probability Letters · 3 citations · first circulated 2022
Statistics & Probability Letters
Asymptotically efficient estimation of Ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations
published2023 · Statistical Inference for Stochastic Processes · first circulated 2022
with Kohei Chiba
Statistical Inference for Stochastic Processes
Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra
published2023 · Journal of Time Series Analysis · 3 citations
Journal of Time Series Analysis
Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics
published2022 · Mathematical Finance · 53 citations
with Masaaki Fukasawa, Rebecca Westphal
Mathematical Finance
Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations
published2019 · Bernoulli · 1 citations · first circulated 2016
with Masaaki Fukasawa
Bernoulli

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.