We derive an asymptotic expansion for the quadratic variation of a stochastic process
satisfying a stochastic differential equation driven by a fractional Brownian motion, based on …

Nualart and Yoshida (2019) presented a general scheme for asymptotic expansion of
Skorohod integrals. However, when applying the general theory to a variation of a process …

We study the asymptotic properties of an estimator of Hurst parameter of a stochastic
differential equation driven by a fractional Brownian motion with $ H> 1/2$. Utilizing the …

Asymptotic expansion of a variation with anticipative weights is derived by the theory of
asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion …

Combining the Malliavin calculus with Fourier techniques, we develop a high-order
asymptotic expansion theory for general Wiener functionals. Our method gives an expansion …

We derive an asymptotic expansion for the quadratic variation of a stochastic process
satisfying a stochastic differential equation driven by a fractional Brownian motion, based on …

We obtain the high-order asymptotic expansion for the distribution of the quadratic variation
of the mixed fractional Brownian motion, which is defined as the sum of a Brownian motion …

Asymptotic expansion of a variation with anticipative weights is derived by the theory of
asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion …

In bandit algorithms, the randomly time-varying adaptive experimental design makes it
difficult to apply traditional limit theorems to off-policy evaluation of the treatment effect …

We establish inequalities for assessing the distance between the distribution of errors of
partially observed high-frequency statistics of multidimensional L\'evy processes and that of …