Edit Profile Ozaki, Tohru Compute Distance To: Compute Author ID: ozaki.tohru Published as: Ozaki, T.; Ozaki, Tohru Documents Indexed: 49 Publications since 1975, including 4 Books all top 5 Co-Authors 11 single-authored 11 Jimenez, Juan Carlos 5 Biscay, Rolando J. 5 Shoji, Isao 4 Galka, Andreas 3 Carbonell, Felix 2 de la Cruz, H. 2 Haggan-Ozaki, V. 2 Stephani, Ulrich 2 Wong, Kin Foon Kevin 2 Yamashita, Okito 1 Bayard, Jorge Bosch 1 de la Cruz Cancino, H. 1 Iino, Mitsunori 1 Kato, Hiroko 1 Muhle, Hiltrud 1 Oda, Hiroyuki 1 Ozaki, V. H. 1 Peng, Honghong 1 Peng, Huan 1 Riera, J. J. 1 Siniatchkin, Michael 1 Tong, Howell 1 Toyoda, Junichi 1 Valdés, P. A. 1 Wong, Kevin K. F. 1 Yamanouchi, Yasufumi all top 5 Serials 3 Journal of Applied Probability 3 Journal of Time Series Analysis 2 Biological Cybernetics 2 International Journal of Control 2 Journal of Statistical Physics 1 International Journal of Systems Science 1 Journal of Applied Mechanics 1 Physics Letters. A 1 Bulletin of Mathematical Biology 1 Applied Mathematics and Computation 1 Biometrika 1 BIT 1 Proceedings of the Institute of Statistical Mathematics 1 Systems & Control Letters 1 Stochastic Analysis and Applications 1 Signal Processing 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Statistica Sinica 1 Asia-Pacific Financial Markets 1 Bulletin of the International Statistical Institute 1 Financial Engineering and the Japanese Markets 1 Chapman & Hall/CRC Interdisciplinary Statistics Series all top 5 Fields 21 Statistics (62-XX) 11 Systems theory; control (93-XX) 9 Probability theory and stochastic processes (60-XX) 7 Numerical analysis (65-XX) 6 Biology and other natural sciences (92-XX) 3 Ordinary differential equations (34-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Mechanics of particles and systems (70-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Computer science (68-XX) 2 Mechanics of deformable solids (74-XX) 2 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications 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 0462.62070Haggan, V.; Ozaki, T. 76 1981 Maximum likelihood estimation of Hawkes’ self-exciting point processes. Zbl 0447.62081Ozaki, T. 37 1979 A bridge between nonlinear time series models and nonlinear stochastic dynamical systems: A local linearization approach. Zbl 0820.62075Ozaki, Tohru 25 1992 Comparative study of estimation methods for continuous time stochastic processes. Zbl 0882.62080Shoji, Isao; Ozaki, Tohru 23 1997 Estimation for nonlinear stochastic differential equations by a local linearization method. Zbl 0912.60078Shoji, Isao; Ozaki, Tohru 22 1998 A statistical method of estimation and simulation for systems of stochastic differential equations. Zbl 0904.62098Shoji, Isao; Ozaki, Tohru 17 1998 Non-linear time series models for non-linear random vibrations. Zbl 0432.62059Ozaki, T. 16 1980 A local linearization approach to nonlinear filtering. Zbl 0774.93078Ozaki, Tohru 15 1993 The statistical analysis of perturbed limit cycle processes using nonlinear time series models. Zbl 0499.62079Ozaki, T. 15 1982 Simulation of stochastic differential equations through the local linearization method. A comparative study. Zbl 0952.60068Jimenez, J. C.; Shoji, I.; Ozaki, T. 14 1999 Non-linear threshold autoregressive models for non-linear random vibrations. Zbl 0459.73077Ozaki, Tohru 13 1981 Local linearization filters for nonlinear continuous-discrete state space models with multiplicative noise. Zbl 1048.93090Jimenez, J. C.; Ozaki, T. 12 2003 Linear estimation of continuous-discrete linear state space models with multiplicative noise. Zbl 1003.93046Jimenez, 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 1205.65027de 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 1115.65080De 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 0974.62084Ozaki, T.; Jimenez, J. C.; Haggan-Ozaki, V. 9 2000 Nonlinear EEG analysis based on a neural mass model. Zbl 0960.92016Valdes, 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 1034.93063Peng, H.; Ozaki, T.; Haggan-Ozaki, V.; Toyoda, Y. 8 2002 Local linearization-Runge Kutta (LLRK) methods for solving ordinary differential equations. Zbl 1155.65358De 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 1115.62100Jimenez, J. C.; Ozaki, T. 7 2006 On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080Ozaki, Tohru; Tong, Howell 7 1975 Amplitude-dependent exponential AR model fitting for non-linear random vibrations. Zbl 0447.62093Haggan, V.; Ozaki, T. 5 1980 An innovation approach to non-Gaussian time series analysis. Zbl 1008.62086Ozaki, Tohru; Iino, Mitsunori 4 2001 Testing for nonlinearity in high-dimensional time series from continuous dynamics. Zbl 0980.37035Galka, A.; Ozaki, T. 4 2001 Statistical identification of nonlinear random vibration systems. Zbl 0686.70012Ozaki, Tohru 4 1989 Time series modeling of neuroscience data. Zbl 1281.62017Ozaki, Tohru 3 2012 Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview. Zbl 1134.91430Jimenez, 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 1153.91769Shoji, Isao; Ozaki, Tohru 3 1994 Identification of nonlinearities and non-Gaussianities in time series. Zbl 0825.62695Ozaki, Tohru 3 1992 Whitening as a tool for estimating mutual information in spatiotemporal data sets. Zbl 1108.62090Galka, 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 1092.91019Peng, H.; Tamura, Y.; Gui, W.; Ozaki, T. 2 2005 GARCH modelling of covariance in dynamical estimation of inverse solutions. Zbl 1123.62317Galka, 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 0850.62087Bozdogan, 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 0879.62084Ozaki, T. 2 1993 Decomposition of neurological multivariate time series by state space modelling. Zbl 1221.92020Galka, 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 1067.62095Ozaki, T.; Jimenez, J. C.; Peng, H.; Ozaki, V. H. 1 2004 Non-linear vibrations and time series models. Zbl 0474.62087Ozaki, T. 1 1981 On the identification of non-stationary stochastic systems. Zbl 0425.93048Ozaki, Tohru 1 1978 Time series modeling of neuroscience data. Zbl 1281.62017Ozaki, Tohru 3 2012 Decomposition of neurological multivariate time series by state space modelling. Zbl 1221.92020Galka, 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 1205.65027de 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 1115.65080De 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 1155.65358De 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 1115.62100Jimenez, J. C.; Ozaki, T. 7 2006 Whitening as a tool for estimating mutual information in spatiotemporal data sets. Zbl 1108.62090Galka, Andreas; Ozaki, Tohru; Bayard, Jorge Bosch; Yamashita, Okito 2 2006 Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview. Zbl 1134.91430Jimenez, J. C.; Biscay, R. J.; Ozaki, T. 3 2005 Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model. Zbl 1092.91019Peng, H.; Tamura, Y.; Gui, W.; Ozaki, T. 2 2005 GARCH modelling of covariance in dynamical estimation of inverse solutions. Zbl 1123.62317Galka, Andreas; Yamashita, Okito; Ozaki, Tohru 2 2004 The innovation approach to the identification of nonlinear causal models in time series analysis. Zbl 1067.62095Ozaki, 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 1048.93090Jimenez, J. C.; Ozaki, T. 12 2003 Linear estimation of continuous-discrete linear state space models with multiplicative noise. Zbl 1003.93046Jimenez, J. C.; Ozaki, T. 12 2002 Structured parameter optimization method for the radial basis function-based state-dependent autoregressive model. Zbl 1034.93063Peng, H.; Ozaki, T.; Haggan-Ozaki, V.; Toyoda, Y. 8 2002 An innovation approach to non-Gaussian time series analysis. Zbl 1008.62086Ozaki, Tohru; Iino, Mitsunori 4 2001 Testing for nonlinearity in high-dimensional time series from continuous dynamics. Zbl 0980.37035Galka, A.; Ozaki, T. 4 2001 The role of the likelihood function in the estimating of chaos models. Zbl 0974.62084Ozaki, T.; Jimenez, J. C.; Haggan-Ozaki, V. 9 2000 Simulation of stochastic differential equations through the local linearization method. A comparative study. Zbl 0952.60068Jimenez, J. C.; Shoji, I.; Ozaki, T. 14 1999 Nonlinear EEG analysis based on a neural mass model. Zbl 0960.92016Valdes, 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 0912.60078Shoji, Isao; Ozaki, Tohru 22 1998 A statistical method of estimation and simulation for systems of stochastic differential equations. Zbl 0904.62098Shoji, Isao; Ozaki, Tohru 17 1998 Comparative study of estimation methods for continuous time stochastic processes. Zbl 0882.62080Shoji, Isao; Ozaki, Tohru 23 1997 A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany. Zbl 1153.91769Shoji, 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 0850.62087Bozdogan, 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 0774.93078Ozaki, Tohru 15 1993 Non-Gaussian characteristics of exponential autoregressive processes. Zbl 0879.62084Ozaki, T. 2 1993 A bridge between nonlinear time series models and nonlinear stochastic dynamical systems: A local linearization approach. Zbl 0820.62075Ozaki, Tohru 25 1992 Identification of nonlinearities and non-Gaussianities in time series. Zbl 0825.62695Ozaki, Tohru 3 1992 Statistical identification of nonlinear random vibration systems. Zbl 0686.70012Ozaki, Tohru 4 1989 The statistical analysis of perturbed limit cycle processes using nonlinear time series models. Zbl 0499.62079Ozaki, T. 15 1982 Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model. Zbl 0462.62070Haggan, V.; Ozaki, T. 76 1981 Non-linear threshold autoregressive models for non-linear random vibrations. Zbl 0459.73077Ozaki, Tohru 13 1981 Non-linear vibrations and time series models. Zbl 0474.62087Ozaki, T. 1 1981 Non-linear time series models for non-linear random vibrations. Zbl 0432.62059Ozaki, T. 16 1980 Amplitude-dependent exponential AR model fitting for non-linear random vibrations. Zbl 0447.62093Haggan, V.; Ozaki, T. 5 1980 Maximum likelihood estimation of Hawkes’ self-exciting point processes. Zbl 0447.62081Ozaki, T. 37 1979 On the identification of non-stationary stochastic systems. Zbl 0425.93048Ozaki, Tohru 1 1978 On the fitting of non-stationary autoregressive models in time series analysis. Zbl 0343.62080Ozaki, Tohru; Tong, Howell 7 1975 all cited Publications top 5 cited Publications 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 all top 5 Cited in 22 Fields 164 Statistics (62-XX) 91 Probability theory and stochastic processes (60-XX) 65 Numerical analysis (65-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Systems theory; control (93-XX) 22 Ordinary differential equations (34-XX) 17 Biology and other natural sciences (92-XX) 13 Dynamical systems and ergodic theory (37-XX) 8 Operations research, mathematical programming (90-XX) 7 Computer science (68-XX) 6 Information and communication theory, circuits (94-XX) 3 Difference and functional equations (39-XX) 3 Geophysics (86-XX) 2 Approximations and expansions (41-XX) 2 Functional analysis (46-XX) 2 Mechanics of particles and systems (70-XX) 2 Astronomy and astrophysics (85-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) Citations by Year