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NAKAMURA Kazuyuki
Department Undergraduate School , School of Interdisciplinary Mathematical Sciences Position Professor |
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| Language | English |
| Publication Date | 2014 |
| Type | Academic Journal |
| Peer Review | Peer reviewed |
| Title | Rapid detection of the switching point in a financial market structure using the particle filter |
| Contribution Type | Co-authored (other than first author) |
| Journal | Journal of Statistical Computation and Simulation |
| Volume, Issue, Page | 84(10),pp.2073-2090 |
| Author and coauthor | Y. Yura, H. Takayasu, K. Nakamura, M. Takayasu |
| DOI | 10.1080/00949655.2013.781603 |