Shin Ichi Aihara

Publication Activity (10 Years)

Years Active: 1997-2014
Publications (10 Years): 0

Top Topics

Generation Method

Boundary Conditions

Chinese Stock Market

Top Venues

Publications

Shin Ichi Aihara, Arunabha Bagchi
Adaptive Filtering in Electricity Spot Price Models. ICINCO (1) (2014)
Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha
Adaptive Filtering for Stochastic Volatility by using Exact Sampling. ICINCO (1) (2013)
Shin Ichi Aihara, Arunabha Bagchi
Filtering and identification of stochastic diffusion systems with unknown boundary conditions. CDC (2012)
Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha
Identification of bates stochastic volatility model by using non-central chi-square random generation method. ICASSP (2012)
Shin Ichi Aihara, Arunabha Bagchi
Filtering and Identification of Interest Rate Model with Stochastic Volatility. CDC/ECC (2005)
Shin Ichi Aihara, Arunabha Bagchi
Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds. System Modelling and Optimization (2005)
Shin Ichi Aihara, Arunabha Bagchi
Robust nonlinear filtering of stochastic volatility in finance. ECC (2001)
Shin Ichi Aihara, Arunabha Bagchi
On the Mortensen equation for maximum likelihood state estimation. IEEE Trans. Autom. Control. 44 (10) (1999)
Shin Ichi Aihara
On adaptive boundary control for stochastic parabolic systems with unknown potential coefficient. IEEE Trans. Autom. Control. 42 (3) (1997)