Narrow search
Showing 1 - 6 of 6
Cover Image
Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series
Kunitomo, Naoto; Sato, Seisho - In: The Japanese economic review : the journal of the … 50 (1999) 2, pp. 161-190
Persistent link: https://www.econbiz.de/10001470186
Cover Image
Asymmetry in economic time series and the simultaneous switching autoregressive model
Kunitomo, Naoto - In: Structural change and economic dynamics : SC+ED 7 (1996) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001196687
Cover Image
Backward smoothing for noisy non-stationary time series
Sato, Seisho; Kunitomo, Naoto - 2021
Persistent link: https://www.econbiz.de/10012813370
Cover Image
Frequency regression and smoothing for noisy nonstationary time series
Sato, Seisho; Kunitomo, Naoto - 2021
Persistent link: https://www.econbiz.de/10012813391
Cover Image
Style analysis with particle filtering and generalized simulated annealing
Fukui, Takaya; Sato, Seisho; Takahashi, Akihiko - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-29
Persistent link: https://www.econbiz.de/10011778283
Cover Image
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto; Kurisu, Daisuke - In: Asia-Pacific financial markets 24 (2017) 1, pp. 39-73
Persistent link: https://www.econbiz.de/10011742284