SHOJI Isao

J-GLOBAL         Last updated: Sep 17, 2014 at 02:53
 
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Name
SHOJI Isao
Affiliation
Ryukoku University
Section
Faculty of Economics, Department of Economics, Faculty of Economics, Department of Economics
Job title
Professor

Research Areas

 
 

Academic & Professional Experience

 
 
   
 
University of Tsukuba Faculty of Engineering, Information and Systems ,  Professor
 

Education

 
 
 - 
1996
Graduate School, Division of Mathematical and Physical Science, The Graduate University for Advanced Studies
 

Published Papers

 
Estimation for continuous time stochastic processes by a local linearization method
Proceedings of the Institute of Statistical Mathematics   44(2) 211-226   1996
Biometrika   89(2) 451-456   2002
Modeling the term structure of interest rates with general short-rate models
Finance and Stochastics   7 323-335   2003
Estimation of diffusion parameters by a nonparametric drift function model
SpringerIntelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science   2690 211-217   2003

Misc

 
Estimation for continuous time stochastic processes by a local linearization method
Proceedings of the Institute of Statistical Mathematics   44(2) 211-226   1996
Biometrika   89(2) 451-456   2002
Modeling the term structure of interest rates with general short-rate models
Finance and Stochastics   7 323-335   2003
Estimation of diffusion parameters by a nonparametric drift function model
SpringerIntelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science   2690 211-217   2003

Books etc

 
Chaos and Complexity Theory for Management: Nonlinear Dynamics
IGI Global USA   2012   

Research Grants & Projects

 
Statistical Inference on Dynamical System Models