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Ozaki, Tohru

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Author ID: ozaki.tohru Recent zbMATH articles by "Ozaki, Tohru"
Published as: Ozaki, T.; Ozaki, Tohru
Documents Indexed: 49 Publications since 1975, including 4 Books

Publications by Year

Citations contained in zbMATH

38 Publications have been cited 406 times in 264 Documents Cited by Year
Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model. Zbl 0462.62070
Haggan, V.; Ozaki, T.
76
1981
Maximum likelihood estimation of Hawkes’ self-exciting point processes. Zbl 0447.62081
Ozaki, T.
37
1979
A bridge between nonlinear time series models and nonlinear stochastic dynamical systems: A local linearization approach. Zbl 0820.62075
Ozaki, Tohru
25
1992
Comparative study of estimation methods for continuous time stochastic processes. Zbl 0882.62080
Shoji, Isao; Ozaki, Tohru
23
1997
Estimation for nonlinear stochastic differential equations by a local linearization method. Zbl 0912.60078
Shoji, Isao; Ozaki, Tohru
22
1998
A statistical method of estimation and simulation for systems of stochastic differential equations. Zbl 0904.62098
Shoji, Isao; Ozaki, Tohru
17
1998
Non-linear time series models for non-linear random vibrations. Zbl 0432.62059
Ozaki, T.
16
1980
A local linearization approach to nonlinear filtering. Zbl 0774.93078
Ozaki, Tohru
15
1993
The statistical analysis of perturbed limit cycle processes using nonlinear time series models. Zbl 0499.62079
Ozaki, T.
15
1982
Simulation of stochastic differential equations through the local linearization method. A comparative study. Zbl 0952.60068
Jimenez, J. C.; Shoji, I.; Ozaki, T.
14
1999
Non-linear threshold autoregressive models for non-linear random vibrations. Zbl 0459.73077
Ozaki, Tohru
13
1981
Local linearization filters for nonlinear continuous-discrete state space models with multiplicative noise. Zbl 1048.93090
Jimenez, J. C.; Ozaki, T.
12
2003
Linear estimation of continuous-discrete linear state space models with multiplicative noise. Zbl 1003.93046
Jimenez, J. C.; Ozaki, T.
12
2002
High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise. Zbl 1205.65027
de la Cruz Cancino, H.; Biscay, R. J.; Jimenez, J. C.; Carbonell, F.; Ozaki, T.
10
2010
A higher order local linearization method for solving ordinary differential equations. Zbl 1115.65080
De la Cruz, H.; Biscay, R. J.; Carbonell, F.; Ozaki, T.; Jimenez, J. C.
9
2007
The role of the likelihood function in the estimating of chaos models. Zbl 0974.62084
Ozaki, T.; Jimenez, J. C.; Haggan-Ozaki, V.
9
2000
Nonlinear EEG analysis based on a neural mass model. Zbl 0960.92016
Valdes, P. A.; Jimenez, J. C.; Riera, J.; Biscay, R.; Ozaki, T.
9
1999
Structured parameter optimization method for the radial basis function-based state-dependent autoregressive model. Zbl 1034.93063
Peng, H.; Ozaki, T.; Haggan-Ozaki, V.; Toyoda, Y.
8
2002
Local linearization-Runge Kutta (LLRK) methods for solving ordinary differential equations. Zbl 1155.65358
De la Cruz, H.; Biscay, R. J.; Carbonell, F.; Jimenez, J. C.; Ozaki, T.
7
2006
An approximate innovation method for the estimation of diffusion processes from discrete data. Zbl 1115.62100
Jimenez, J. C.; Ozaki, T.
7
2006
On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080
Ozaki, Tohru; Tong, Howell
7
1975
Amplitude-dependent exponential AR model fitting for non-linear random vibrations. Zbl 0447.62093
Haggan, V.; Ozaki, T.
5
1980
An innovation approach to non-Gaussian time series analysis. Zbl 1008.62086
Ozaki, Tohru; Iino, Mitsunori
4
2001
Testing for nonlinearity in high-dimensional time series from continuous dynamics. Zbl 0980.37035
Galka, A.; Ozaki, T.
4
2001
Statistical identification of nonlinear random vibration systems. Zbl 0686.70012
Ozaki, Tohru
4
1989
Time series modeling of neuroscience data. Zbl 1281.62017
Ozaki, Tohru
3
2012
Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview. Zbl 1134.91430
Jimenez, J. C.; Biscay, R. J.; Ozaki, T.
3
2005
A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany. Zbl 1153.91769
Shoji, Isao; Ozaki, Tohru
3
1994
Identification of nonlinearities and non-Gaussianities in time series. Zbl 0825.62695
Ozaki, Tohru
3
1992
Whitening as a tool for estimating mutual information in spatiotemporal data sets. Zbl 1108.62090
Galka, Andreas; Ozaki, Tohru; Bayard, Jorge Bosch; Yamashita, Okito
2
2006
Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model. Zbl 1092.91019
Peng, H.; Tamura, Y.; Gui, W.; Ozaki, T.
2
2005
GARCH modelling of covariance in dynamical estimation of inverse solutions. Zbl 1123.62317
Galka, Andreas; Yamashita, Okito; Ozaki, Tohru
2
2004
Proceedings of the first US/Japan conference on the frontiers of statistical modeling: an informational approach, held in Knoxville, TN, USA, May 24-29, 1992. Volume 2: Multivariate statistical modeling. Zbl 0850.62087
Bozdogan, H. (ed.); Sclove, S. L. (ed.); Gupta, A. K. (ed.); Haughton, D. (ed.); Kitagawa, G. (ed.); Ozaki, T. (ed.); Tanabe, K. (ed.)
2
1994
Non-Gaussian characteristics of exponential autoregressive processes. Zbl 0879.62084
Ozaki, T.
2
1993
Decomposition of neurological multivariate time series by state space modelling. Zbl 1221.92020
Galka, Andreas; Wong, Kin Foon Kevin; Ozaki, Tohru; Muhle, Hiltrud; Stephani, Ulrich
1
2011
The innovation approach to the identification of nonlinear causal models in time series analysis. Zbl 1067.62095
Ozaki, T.; Jimenez, J. C.; Peng, H.; Ozaki, V. H.
1
2004
Non-linear vibrations and time series models. Zbl 0474.62087
Ozaki, T.
1
1981
On the identification of non-stationary stochastic systems. Zbl 0425.93048
Ozaki, Tohru
1
1978
Time series modeling of neuroscience data. Zbl 1281.62017
Ozaki, Tohru
3
2012
Decomposition of neurological multivariate time series by state space modelling. Zbl 1221.92020
Galka, Andreas; Wong, Kin Foon Kevin; Ozaki, Tohru; Muhle, Hiltrud; Stephani, Ulrich
1
2011
High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise. Zbl 1205.65027
de la Cruz Cancino, H.; Biscay, R. J.; Jimenez, J. C.; Carbonell, F.; Ozaki, T.
10
2010
A higher order local linearization method for solving ordinary differential equations. Zbl 1115.65080
De la Cruz, H.; Biscay, R. J.; Carbonell, F.; Ozaki, T.; Jimenez, J. C.
9
2007
Local linearization-Runge Kutta (LLRK) methods for solving ordinary differential equations. Zbl 1155.65358
De la Cruz, H.; Biscay, R. J.; Carbonell, F.; Jimenez, J. C.; Ozaki, T.
7
2006
An approximate innovation method for the estimation of diffusion processes from discrete data. Zbl 1115.62100
Jimenez, J. C.; Ozaki, T.
7
2006
Whitening as a tool for estimating mutual information in spatiotemporal data sets. Zbl 1108.62090
Galka, Andreas; Ozaki, Tohru; Bayard, Jorge Bosch; Yamashita, Okito
2
2006
Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview. Zbl 1134.91430
Jimenez, J. C.; Biscay, R. J.; Ozaki, T.
3
2005
Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model. Zbl 1092.91019
Peng, H.; Tamura, Y.; Gui, W.; Ozaki, T.
2
2005
GARCH modelling of covariance in dynamical estimation of inverse solutions. Zbl 1123.62317
Galka, Andreas; Yamashita, Okito; Ozaki, Tohru
2
2004
The innovation approach to the identification of nonlinear causal models in time series analysis. Zbl 1067.62095
Ozaki, T.; Jimenez, J. C.; Peng, H.; Ozaki, V. H.
1
2004
Local linearization filters for nonlinear continuous-discrete state space models with multiplicative noise. Zbl 1048.93090
Jimenez, J. C.; Ozaki, T.
12
2003
Linear estimation of continuous-discrete linear state space models with multiplicative noise. Zbl 1003.93046
Jimenez, J. C.; Ozaki, T.
12
2002
Structured parameter optimization method for the radial basis function-based state-dependent autoregressive model. Zbl 1034.93063
Peng, H.; Ozaki, T.; Haggan-Ozaki, V.; Toyoda, Y.
8
2002
An innovation approach to non-Gaussian time series analysis. Zbl 1008.62086
Ozaki, Tohru; Iino, Mitsunori
4
2001
Testing for nonlinearity in high-dimensional time series from continuous dynamics. Zbl 0980.37035
Galka, A.; Ozaki, T.
4
2001
The role of the likelihood function in the estimating of chaos models. Zbl 0974.62084
Ozaki, T.; Jimenez, J. C.; Haggan-Ozaki, V.
9
2000
Simulation of stochastic differential equations through the local linearization method. A comparative study. Zbl 0952.60068
Jimenez, J. C.; Shoji, I.; Ozaki, T.
14
1999
Nonlinear EEG analysis based on a neural mass model. Zbl 0960.92016
Valdes, P. A.; Jimenez, J. C.; Riera, J.; Biscay, R.; Ozaki, T.
9
1999
Estimation for nonlinear stochastic differential equations by a local linearization method. Zbl 0912.60078
Shoji, Isao; Ozaki, Tohru
22
1998
A statistical method of estimation and simulation for systems of stochastic differential equations. Zbl 0904.62098
Shoji, Isao; Ozaki, Tohru
17
1998
Comparative study of estimation methods for continuous time stochastic processes. Zbl 0882.62080
Shoji, Isao; Ozaki, Tohru
23
1997
A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany. Zbl 1153.91769
Shoji, Isao; Ozaki, Tohru
3
1994
Proceedings of the first US/Japan conference on the frontiers of statistical modeling: an informational approach, held in Knoxville, TN, USA, May 24-29, 1992. Volume 2: Multivariate statistical modeling. Zbl 0850.62087
Bozdogan, H. (ed.); Sclove, S. L. (ed.); Gupta, A. K. (ed.); Haughton, D. (ed.); Kitagawa, G. (ed.); Ozaki, T. (ed.); Tanabe, K. (ed.)
2
1994
A local linearization approach to nonlinear filtering. Zbl 0774.93078
Ozaki, Tohru
15
1993
Non-Gaussian characteristics of exponential autoregressive processes. Zbl 0879.62084
Ozaki, T.
2
1993
A bridge between nonlinear time series models and nonlinear stochastic dynamical systems: A local linearization approach. Zbl 0820.62075
Ozaki, Tohru
25
1992
Identification of nonlinearities and non-Gaussianities in time series. Zbl 0825.62695
Ozaki, Tohru
3
1992
Statistical identification of nonlinear random vibration systems. Zbl 0686.70012
Ozaki, Tohru
4
1989
The statistical analysis of perturbed limit cycle processes using nonlinear time series models. Zbl 0499.62079
Ozaki, T.
15
1982
Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model. Zbl 0462.62070
Haggan, V.; Ozaki, T.
76
1981
Non-linear threshold autoregressive models for non-linear random vibrations. Zbl 0459.73077
Ozaki, Tohru
13
1981
Non-linear vibrations and time series models. Zbl 0474.62087
Ozaki, T.
1
1981
Non-linear time series models for non-linear random vibrations. Zbl 0432.62059
Ozaki, T.
16
1980
Amplitude-dependent exponential AR model fitting for non-linear random vibrations. Zbl 0447.62093
Haggan, V.; Ozaki, T.
5
1980
Maximum likelihood estimation of Hawkes’ self-exciting point processes. Zbl 0447.62081
Ozaki, T.
37
1979
On the identification of non-stationary stochastic systems. Zbl 0425.93048
Ozaki, Tohru
1
1978
On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080
Ozaki, Tohru; Tong, Howell
7
1975
all top 5

Cited by 457 Authors

26 Jimenez, Juan Carlos
12 Carbonell, Felix
12 Ozaki, Tohru
10 Biscay, Rolando J.
5 Peng, Hui
5 Wu, Wei Biao
5 Zhao, Zhibiao
4 de la Cruz, H.
4 Fokianos, Konstantinos
4 Galka, Andreas
4 Mora, Carlos M.
4 Shoji, Isao
4 Singer, Hermann
4 Tjøstheim, Dag B.
4 Tong, Howell
3 Ding, Feng
3 El Melhaoui, Saïd
3 Francq, Christian
3 Friston, Karl J.
3 Gan, Min
3 Kitagawa, Genshiro
3 Morettin, Pedro Alberto
3 Priestley, Maurice Bertram
3 Stramer, Osnat
3 Zakoïan, Jean-Michel
2 Allal, Jelloul
2 Anděl, Jiří
2 Arif, Muhammad Shoaib
2 Arnold, Matthias
2 Basawa, Ishwar V.
2 Battaglia, Francesco Paolo
2 Chiann, Chang
2 Clinet, Simon
2 Daunizeau, Jean
2 de la Cruz Cancino, H.
2 Fan, Jianqing
2 Filimonov, Vladimir A.
2 Gao, Xuefeng
2 Günther, Roland
2 Hayat, Tasawar
2 Iturria-Medina, Yasser
2 Kiliç, Rehim
2 Ladde, Gangaram S.
2 Ladde, Nathan G.
2 Lin, Haiqun
2 Matsuda, Yasumasa
2 Montoril, Michel Helcias
2 Ogata, Yosihiko
2 Orrell, David
2 Otunuga, Olusegun Michael
2 Qin, Yemei
2 Rafiq, Muhammad
2 Raza, Ali
2 Reynaud-Bouret, Patricia
2 Roberts, Gareth O.
2 Sornette, Didier
2 Stephani, Ulrich
2 Teräsvirta, Timo
2 van den Boogaard, Henk F. P.
2 Wang, Haibin
2 Wong, Kin Foon Kevin
2 Wu, Tracy Zhou
2 Xu, Huan
2 Yoshida, Nakahiro
2 Yu, Yan
2 Zeng, Xiaoyong
2 Zhang, Riquan
2 Zhou, Feng
2 Zhu, Lingjiong
1 Abergel, Frédéric
1 Adams, Rick A.
1 Addo, Peter Martey
1 Aguirre, Luis Antonio
1 Akaike, Hirotugu
1 Allen, Edward James
1 Al-saedi, Ahmed Eid Salem
1 Anastasiadis, Simon
1 Anderson, Heather M.
1 Archambeau, Cédric
1 Ardanuy, Ramón
1 Arouri, Mohamed
1 Arunachalam, Viswanathan
1 Asai, Manabu
1 Ashley, Richard A.
1 Azouagh, Nabil
1 Babajani-Feremi, Abbas
1 Bagarinao, Epifanio jun.
1 Bai, Lun
1 Bai, Zhi-Dong
1 Baragona, Roberto
1 Barsotti, Flavia
1 Bayard, Jorge Bosch
1 Ben-Abdallah, Ramzi
1 Ben-Ameur, Hatem
1 Bernis, Guillaume
1 Bertozzi, Andrea Louise
1 Billard, Lynne
1 Billings, Stephen A.
1 Billio, Monica
1 Blanco, Liliana
...and 357 more Authors
all top 5

Cited in 107 Serials

21 Journal of Time Series Analysis
12 Computational Statistics and Data Analysis
9 Journal of Econometrics
8 Journal of Computational and Applied Mathematics
8 Statistics & Probability Letters
7 Annals of the Institute of Statistical Mathematics
7 Stochastic Processes and their Applications
7 Quantitative Finance
6 Journal of the Franklin Institute
6 Applied Mathematics and Computation
5 Biological Cybernetics
5 BIT
5 Journal of Statistical Planning and Inference
5 Stochastic Analysis and Applications
5 Communications in Statistics. Simulation and Computation
5 Communications in Statistics. Theory and Methods
5 Statistics and Computing
4 Physica D
4 Computational Statistics
4 Journal of Nonparametric Statistics
3 International Journal of Control
3 Mathematical Biosciences
3 Insurance Mathematics & Economics
3 Statistics
3 Journal of Economic Dynamics & Control
3 Applied Mathematics Letters
3 European Journal of Applied Mathematics
3 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
3 Nonlinear Dynamics
3 Communications in Nonlinear Science and Numerical Simulation
2 International Journal of Systems Science
2 Journal of Computational Physics
2 The Annals of Statistics
2 Journal of Applied Probability
2 Kybernetika
2 Systems & Control Letters
2 Econometric Reviews
2 Applied Mathematical Modelling
2 Journal of Statistical Computation and Simulation
2 Test
2 Bernoulli
2 Mathematical Problems in Engineering
2 Methodology and Computing in Applied Probability
2 Econometric Theory
2 Electronic Journal of Statistics
2 Financial Engineering and the Japanese Markets
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 Journal of Mathematical Biology
1 Journal of Statistical Physics
1 Scandinavian Journal of Statistics
1 Mathematics of Computation
1 Bulletin of Mathematical Biology
1 Chaos, Solitons and Fractals
1 The Annals of Probability
1 Automatica
1 Biometrics
1 Information Sciences
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of the American Statistical Association
1 Journal of Differential Equations
1 Journal of Mathematical Psychology
1 Mathematics and Computers in Simulation
1 Metron
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Statistica Neerlandica
1 Revue de Statistique Appliquée
1 Applied Numerical Mathematics
1 Statistical Science
1 Journal of Economics
1 Queueing Systems
1 Science in China. Series A
1 Signal Processing
1 Neural Computation
1 The Annals of Applied Probability
1 Automation and Remote Control
1 Proceedings of the National Academy of Sciences of the United States of America
1 Computational and Applied Mathematics
1 Advances in Computational Mathematics
1 Complexity
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 The Econometrics Journal
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Discrete Dynamics in Nature and Society
1 Statistical Inference for Stochastic Processes
1 SIAM Journal on Applied Dynamical Systems
1 Computational Biology and Chemistry
1 Asia-Pacific Financial Markets
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Statistical Methods and Applications
1 Advances in Difference Equations
1 Journal of Zhejiang University. Science A
1 Journal of the Korean Statistical Society
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics
1 International Journal of Biomathematics
1 Journal of the Italian Statistical Society
1 Statistics Surveys
...and 7 more Serials

Citations by Year