| Publication | Date of Publication | Type |
|---|
Geometric analysis of nonlinear dynamics in application to financial time series
Chaos, Solitons and Fractals | 2023-01-26 | Paper |
Detecting the sampling rate through observations
Communications in Nonlinear Science and Numerical Simulation | 2020-10-23 | Paper |
On the accuracy of the local linear approximation for the term structure of interest rates
Quantitative Finance | 2019-01-15 | Paper |
Filtering for partially observed diffusion and its applications
Physica A | 2018-09-11 | Paper |
Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation
Statistical Methods and Applications | 2016-03-17 | Paper |
A semiparametric model of estimating volatility of diffusion processes
Stochastic Analysis and Applications | 2013-04-26 | Paper |
Intertemporal dynamic choice under myopia for reward and different risk tolerances
Economic Theory | 2012-05-23 | Paper |
A note on convergence rate of a linearization method for the discretization of stochastic differential equations
Communications in Nonlinear Science and Numerical Simulation | 2011-09-23 | Paper |
An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach
Journal of Applied Statistics | 2011-07-28 | Paper |
Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach
Journal of Economic Dynamics and Control | 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
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
A model of the term structure of interest rates for an economically dependent country
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
A nonparametric method of estimating nonlinear dynamical system models
Physics Letters. A | 2007-09-07 | Paper |
| scientific article; zbMATH DE number 5071078 (Why is no real title available?) | 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
Finance and Stochastics | 2005-05-20 | Paper |
Nonparametric state estimation of diffusion processes
Biometrika | 2003-08-13 | Paper |
| scientific article; zbMATH DE number 1767707 (Why is no real title available?) | 2002-07-16 | Paper |
Searching for an optimal rotation age forest stand management under stochastic log prices
European Journal of Operational Research | 2001-03-22 | Paper |
A comparative study of maximum likelihood estimators for nonlinear dynamical system models
International Journal of Control | 2000-06-12 | Paper |
Simulation of stochastic differential equations through the local linearization method. A comparative study
Journal of Statistical Physics | 2000-01-27 | Paper |
Estimation for nonlinear stochastic differential equations by a local linearization method1
Stochastic Analysis and Applications | 1999-05-18 | Paper |
Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations
Biometrika | 1999-01-26 | Paper |
A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times
Statistics & Probability Letters | 1998-07-15 | Paper |
Approximation of continuous time stochastic processes by a local linearization method
Mathematics of Computation | 1997-12-16 | Paper |
Comparative study of estimation methods for continuous time stochastic processes
Journal of Time Series Analysis | 1997-12-02 | Paper |
