Fukuda Kosei

Kosei Fukuda

Information about the author Kosei Fukuda will soon be added to the site.
Found 5 papers in total
Distribution switching in financial time series
Distribution switching in financial time series
2009
A new method for detecting regime switches between different probability distributions...
Cointegration rank switching model: an application to forecasting interest rates
Cointegration rank switching model: an application to forecasting interest rates
2011
This paper proposes a new forecasting method in which the cointegration rank switches...
Related-variables selection in temporal disaggregation
Related-variables selection in temporal disaggregation
2009
Two related-variables selection methods for temporal disaggregation are proposed. In...
Forecasting real-time data allowing for data revisions
Forecasting real-time data allowing for data revisions
2007
A modeling approach to real-time forecasting that allows for data revisions is shown....
Detection of regime switches between stationary and nonstationary processes and economic forecasting
Detection of regime switches between stationary and nonstationary processes and economic forecasting
2005
It often occurs that no model may be exactly right, and that different portions of the...
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