Keio University

Published papers

Kogure, Atsuyuki

21-32 items (total 32)

Effective Interpolations for Kernel Density Estimators

Author
小暮 厚之
Publication Title
Magazine name Journal of Nonparametric Statistics Start Page 165-195 (Publication Date)1998)
Authorship Category
Single Work
Publication Category
Research paper (scientific journal)
Peer-review Status
Without

The Role of Bin-Based Methods in Density Estimation

Author
小暮 厚之
Publication Title
Publisher 統計数理研究所 Start Page 1-10 (Publication Date)1998/04)
Authorship Category
Single Work
Peer-review Status
Without

A New Approach to the Estimation of Stochastic Differential Equations With an Application to the Japanese Interest Rates

Author
小暮 厚之
Publication Title
Magazine name Bank of Japan, IME Discussion Series Start Page 165-195 (Publication Date)1997)
Authorship Category
Single Work
Peer-review Status
With

Nonparametric Prediction for the Time-Dependent Volatility for the Security Price

Author
小暮 厚之
Publication Title
Magazine name Financial Engeneering and the Japanese Markets Volume 3(Issue 1) Start Page 1-22 (Publication Date)1996/01)
Authorship Category
Single Work
Peer-review Status
With

経済データからの確率微分方程式の推定について:離散化とその問題点」

Author
小暮 厚之
Publication Title
Volume 10(Issue 2) Start Page 91-112 (Publication Date)1995/09)
Authorship Category
Single Work
Publication Category
Research paper (bulletin of university, research institution)
Peer-review Status
Without

「株式投資収益率の条件付分散について:パラメトリック・モデルの有効性の検討」44巻1号:51-59(1993)

Author
小暮 厚之 竹内恵行
Publication Title
Volume 44(Issue 1) Start Page 51-59 (Publication Date)1993/01)
Authorship Category
Joint Work
Peer-review Status
With

Data-Based Cell Selection Rules for a HistogramVol.4, No.1:111-121(1991)

Author
小暮 厚之
Publication Title
Magazine name Sugaku Exposition Volume 4(Issue 1) Start Page 111-121 (Publication Date)1991/06)
Authorship Category
Single Work
Peer-review Status
Without

潜在混合モデルによる企業評価:判別指標データへの適用」第50巻第2号: 79-89(1990)

Author
小暮 厚之
Publication Title
Volume 50(Issue 2) Start Page 79-89 (Publication Date)1990/07)
Authorship Category
Single Work
Peer-review Status
With

ヒストグラムのための最適な級区間:MISE基準

Author
小暮 厚之
Publication Title
Volume 41(Issue 3) Start Page 237-245 (Publication Date)1989/07)
Authorship Category
Single Work
Peer-review Status
Without

マーケットシェアモデルと統計的モデル選択

Author
小暮 厚之
Publication Title
Volume 56(Issue 4) Start Page 207-231 (Publication Date)1988/03)
Authorship Category
Single Work
Peer-review Status
Without

Asymptotically Optimal Cells for a Histogram

Author
小暮 厚之
Publication Title
Magazine name The Annals of Statistics Volume 15(Issue 3) Start Page 1023-1030 (Publication Date)1987/09)
Authorship Category
Single Work
Peer-review Status
With

コンピュテ-ショナル・ファイナンス

Author
小暮 厚之 森平爽一郎,小島裕
Publication Title
Volume 29(Issue 3) Start Page 371-373 (Publication Date)1999/12)
Authorship Category
Joint Work
Publication Category
Research paper (scientific journal)
Peer-review Status
With