Jouchi Nakajima

According to our database, Jouchi Nakajima authored at least 4 papers between 2009 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2015

Dynamic network signal processing using latent threshold models.

Jouchi Nakajima, Mike West

Digit. Signal Process., 2015

2012

Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution.

Jouchi Nakajima, Yasuhiro Omori

Comput. Stat. Data Anal., 2012

Generalized extreme value distribution with time-dependence using the AR and MA models in state space form.

Jouchi Nakajima, Tsuyoshi Kunihama, Yasuhiro Omori, Sylvia Frühwirth-Schnatter

Comput. Stat. Data Anal., 2012

2009

Leverage, heavy-tails and correlated jumps in stochastic volatility models.

Jouchi Nakajima, Yasuhiro Omori

Comput. Stat. Data Anal., 2009