2009 | ||
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5 | EE | Kosei Fukuda: Distribution switching in financial time series. Mathematics and Computers in Simulation 79(5): 1711-1720 (2009) |
2007 | ||
4 | EE | Kosei Fukuda: Joint detection of unit roots and cointegration: Data-based simulation. Mathematics and Computers in Simulation 75(1-2): 28-36 (2007) |
2006 | ||
3 | EE | Kosei Fukuda: Differentiating between coefficient break and volatility break. Applied Mathematics and Computation 176(1): 262-269 (2006) |
2 | EE | Kosei Fukuda: BIC-based unit-root detection: Simulation-based evidence. Applied Mathematics and Computation 183(1): 518-521 (2006) |
1 | EE | Kosei Fukuda: Monitoring unit root and multiple structural changes: An information criterion approach. Mathematics and Computers in Simulation 71(2): 121-130 (2006) |