Isao Shoji

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Geometric analysis of nonlinear dynamics in application to financial time series	2023-01-26	Paper
Detecting the sampling rate through observations	2020-10-23	Paper
On the accuracy of the local linear approximation for the term structure of interest rates	2019-01-15	Paper
Filtering for partially observed diffusion and its applications	2018-09-11	Paper
Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation	2016-03-17	Paper
A semiparametric model of estimating volatility of diffusion processes	2013-04-26	Paper
Intertemporal dynamic choice under myopia for reward and different risk tolerances	2012-05-23	Paper
A note on convergence rate of a linearization method for the discretization of stochastic differential equations	2011-09-23	Paper
An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach	2011-07-28	Paper
Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach	2009-08-07	Paper
A simple numerical method of checking normality in statistical models	2009-06-25	Paper
A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany	2009-02-06	Paper
A model of the term structure of interest rates for an economically dependent country	2009-02-06	Paper
A nonparametric method of estimating nonlinear dynamical system models	2007-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q3409034	2006-11-07	Paper
Semiparametric estimation of volatility functions of diffusion processes from discretely observed data	2006-05-31	Paper
Modelling the term structure of interest rates with general short-rate models	2005-05-20	Paper
Nonparametric state estimation of diffusion processes	2003-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q4538693	2002-07-16	Paper
Searching for an optimal rotation age forest stand management under stochastic log prices	2001-03-22	Paper
A comparative study of maximum likelihood estimators for nonlinear dynamical system models	2000-06-12	Paper
Simulation of stochastic differential equations through the local linearization method. A comparative study	2000-01-27	Paper
Estimation for nonlinear stochastic differential equations by a local linearization method¹	1999-05-18	Paper
Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations	1999-01-26	Paper
A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times	1998-07-15	Paper
Approximation of continuous time stochastic processes by a local linearization method	1997-12-16	Paper
Comparative study of estimation methods for continuous time stochastic processes	1997-12-02	Paper

Research outcomes over time

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