- Home
- MIMS-RBP Statistics & Data Science Series

When the paper being not shown to a screen immediately, please repeat "re-reading" several times.

- MIMS-RBP Statistics & Data Science Series (SDS-21) (20210726)

Naoto Kunitomo (Tokyo Keizai University), Seisho Sato (University of Tokyo)

"Local SIML Estimation of Some Brownian and Jump Functionals under Market Microstructure Noise" - MIMS-RBP Statistics & Data Science Series (SDS-20) (20210508)

Seisho Sato (University of Tokyo), Naoto Kunitomo (Tokyo Keizai University)

"Frequency Regression and Smoothing for Noisy Non-stationary Time Series"

- MIMS-RBP Statistics & Data Science Series (SDS-19) (20210318)

Naoto Kunitomo (Meiji University), Siesho Sato (University of Tokyo), Tomoaki Sakurai (Statistics Bureau of Japan)

"On Filtering Macro-Economic Data and a Macro Consumption Index" - MIMS-RBP Statistics & Data Science Series (SDS-18) (20201126)

Koki Kyo(Niigata University of Management), Hideo Noda(Tokyo University of Science) and Genshiro Kitagawa(University of Tokyo)

"Cyclical Components Synthesization Approach to Construct a Coincident Index of Business Cycles" - MIMS-RBP Statistics & Data Science Series (SDS-17) (20201119)

Genshiro Kitagawa (University of Tokyo)

"Computation of the Gradient and the Hessian of the Log-likelihood of the State-space Model by the Kalman Filter" - MIMS-RBP Statistics & Data Science Series (SDS-16) (20201019)

Naoto Kunitomo (Meiji University), Siesho Sato (University of Tokyo)

"A Robust-filtering Method for Noisy Non-Stationary Multivariate Time Series with Econometric Applications" - MIMS-RBP Statistics & Data Science Series (SDS-15) (20200605)

Naoto Kunitomo (Meiji University), Siesho Sato (University of Tokyo)

"On Backward Smoothing for Noisy Non-stationary Time Series"

- MIMS-RBP Statistics & Data Science Series (SDS-14) (20200210)

Naoto Kunitomo (Meiji University)

"A Robust-filtering Method for Noisy Non-Stationary Time Series And application" - MIMS-RBP Statistics & Data Science Series (SDS-13) (20191007)

Yoko Tanokura (Meiji University), Seisho Sato (University of Tokyo) and Genshiro Kitagawa (Meiji University)

"Detecting Information Flows in Dominant Components of Stock Market Returns" - MIMS-RBP Statistics & Data Science Series (SDS-12) (20191007)

Genshiro Kitagawa (Meiji University)

"Pearson χ2 -divergence Approach to Gaussian Mixture Reduction and its Application to Gaussian-sum Filter and Smoother" - MIMS-RBP Statistics & Data Science Series (SDS-11) (20190905)

Naoto Kunitomo (Meiji University)

"Data Science Fukushima-Camp 2019" - MIMS-RBP Statistics & Data Science Series (SDS-10) (20190408)

Naoto Kunitomo (Meiji University), Daisuke Kurisu (Tokyo Institute of Technology)

"Detecting Factors of Quadratic Variation in the Presence of Market Microstructure Noise"

- MIMS-RBP Statistics & Data Science Series (SDS-10) (20190408)

Naoto Kunitomo (Meiji University), Daisuke Kurisu (Tokyo Institute of Technology)

"A Robust-filtering Method for Noisy Non-Stationary Time Series with an Application to Japanese Macro-consumption" - MIMS-RBP Statistics & Data Science Series (SDS-9) (20190328)

Naoto Kunitomo (Meiji University), Seisho Sato (University of Tokyo)

"A Robust-filtering Method for Noisy Non-Stationary Time Series with an Application to Japanese Macro-consumption" - MIMS-RBP Statistics & Data Science Series (SDS-8) (20181217)

Naoto Kunitomo (Meiji University), Seisho Sato (University of Tokyo)

"Local SIML Estimation of Some Brownian Functionals" - MIMS-RBP Statistics & Data Science Series (SDS-7) (20181217)

Naoto Kunitomo (Meiji University)

"Data Science Matsumoto-Camp2018"

- MIMS-RBP Statistics & Data Science Series (SDS-6) (20171109)

Naoto Kunitomo (Meiji University)

"Lost 50 years : Why Japan did not have Statistics Departments ?" - MIMS-RBP Statistics & Data Science Series (SDS-5) (20171109)

Naoto Kunitomo (Meiji University), Daisuke Kurisu (Tokyo Institute of Technology), Naoki Awaya (University of Tokyo)

"The Simultaneous Multivariate Hawkes-type Point Processes and their application to Financial Markets" - MIMS-RBP Statistics & Data Science Series (SDS-4) (20171109)

Naoto Kunitomo (Meiji University) and Seisho Sato (University of Tokyo)

"Trend, Seasonality, and Economic Time Series : A New Approach Using Non-stationary Errors-in-Variables Models" - MIMS-RBP Statistics & Data Science Series (SDS-3) (20171109)

Naoto Kunitomo (Meiji University), Daisuke Kurisu (Tokyo Institute of Technology), Naoki Awaya (University of Tokyo)

"Some Properties of Estimation Methods for Structural Relationships in Non-stationary Errors-in-Variables Models" - MIMS-RBP Statistics & Data Science Series (SDS-2) (20171108)

Naoto Kunitomo (Meiji University) and Genshiro Kitagawa (Meiji University) (eds.)

"Kusuro-Econometrics-Camp2017 (Theory and Applications in Econometric Time Series Analysis)" - MIMS-RBP Statistics & Data Science Series (SDS-1) (20171106)

Genshiro Kitagawa (Meiji University)

"Methodologies in the Big Data Era: Statistical Science and Data Science"