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Jouchi Nakajima
Publication Activity (10 Years)
Years Active: 2009-2015
Publications (10 Years): 1
Top Topics
Fourier Transform
Statistical Model
Prior Distribution
Heavy Tailed
Top Venues
Comput. Stat. Data Anal.
Digit. Signal Process.
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Publications
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Jouchi Nakajima
,
Mike West
Dynamic network signal processing using latent threshold models.
Digit. Signal Process.
47 (2015)
Jouchi Nakajima
,
Tsuyoshi Kunihama
,
Yasuhiro Omori
,
Sylvia Frühwirth-Schnatter
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form.
Comput. Stat. Data Anal.
56 (11) (2012)
Jouchi Nakajima
,
Yasuhiro Omori
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution.
Comput. Stat. Data Anal.
56 (11) (2012)
Jouchi Nakajima
,
Yasuhiro Omori
Leverage, heavy-tails and correlated jumps in stochastic volatility models.
Comput. Stat. Data Anal.
53 (6) (2009)