Kosei Fukuda

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Selecting from among 12 alternative distributions of financial data Communications in Statistics. Simulation and Computation	2022-09-14	Paper
Parameter changes in GARCH model Journal of Applied Statistics	2020-09-29	Paper
Principal-component-based generalized-least-squares approach for panel data Journal of Statistical Computation and Simulation	2020-04-01	Paper
A simple method for age-period-cohort decomposition of firm survival data Applied Mathematics and Computation	2014-04-14	Paper
Age-period-cohort decompositions using principal components and partial least squares Journal of Statistical Computation and Simulation	2013-06-28	Paper
Cointegration rank switching model: an application to forecasting interest rates Journal of Forecasting	2011-08-19	Paper
Distribution switching in financial time series Mathematics and Computers in Simulation	2009-03-09	Paper
Cointegration Detection Using Dynamic Factor Models Communications in Statistics. Simulation and Computation	2008-03-18	Paper
Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types Communications in Statistics. Simulation and Computation	2008-03-18	Paper
Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth Statistical Papers	2007-10-23	Paper
Joint detection of unit roots and cointegration: data-based simulation Mathematics and Computers in Simulation	2007-06-04	Paper
Measurement-error detection: international evidence on industrial production Applied Stochastic Models in Business and Industry	2007-05-29	Paper
BIC-based unit-root detection: simulation-based evidence Applied Mathematics and Computation	2007-02-13	Paper
Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation Communications in Statistics. Simulation and Computation	2006-08-10	Paper
Differentiating between coefficient break and volatility break Applied Mathematics and Computation	2006-06-16	Paper
Monitoring unit root and multiple structural changes: An information criterion approach Mathematics and Computers in Simulation	2006-05-16	Paper
Unit-root detection allowing for measurement error Statistics & Probability Letters	2005-11-07	Paper
scientific article; zbMATH DE number 1302943 (Why is no real title available?)	1999-06-17	Paper

Research outcomes over time

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