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Distribution switching in financial time seriesKosei Fukuda · 2009
Illustrating extraordinary shocks causing trend breaksKosei Fukuda · 2012
Cointegration Detection Using Dynamic Factor ModelsFukuda, Kosei · Communications in Statistics - Simulation and Computation · 2007
Parameter changes in GARCH modelFukuda, Kosei · Journal of Applied Statistics · 2010
Interpolation and forecasting of population census dataKosei Fukuda · 2010
Distribution switching of stock returns: international evidenceFukuda, Kosei · Applied Financial Economics · 2009
Forecasting economic time series with measurement errorFukuda, Kosei · Applied Economics Letters · 2005