Using downloaded NES/SNES ROM files for research work The only official statement for nintendo is their legal terms page, which prohibits from anyone using downloaded ROM files.
Scenario -

If someone play downloaded ROM file (any ROM file will serve the purpose) on FCEUX emulator on PC. The ROM file remains intact and will not be changed. Only the game will be played and in-game variables will be change via emulator.

The reason someone can use NES/SNES games, is the availability of many diverse genres within the same platform.

Is there any fair use policy to use proprietary material for academic research. There are some YouTube  videos and some projects on hackster.io, where people have used AI (Artificial Intelligence) to play Super Mario and Tetris in emulator. There was a research paper on AI playing tetris too. (A simple google search reveals lot of published papers with Super Mario and Tetris).

The for specifying any jurisdiction is to have a blanket protection to anyone in the world using it for academic and research work.
What is legal, and legally enforceable, varies from place to place - especially for things like scientific study. But there is an additional ethical and respect issue. 

I would suggest that you contact them with your research proposal. As long as it doesn't have competitiveness issues, or encourage activity that they frown on, they might actually support you. Of course it might also set them against you depending on what you want to do, but it is worth considering, at least.