| Using the ensemble Kalman filter for electricity load forecasting and analysis H Takeda, Y Tamura, S Sato Energy 104, 184-198, 2016 | 168 | 2016 |
| Monte Carlo smoothing and self-organising state-space model G Kitagawa, S Sato Sequential Monte Carlo methods in practice, 177-195, 2001 | 137 | 2001 |
| Separating information maximum likelihood estimation of realized volatility and covariance with micro-market noise N Kunitomo, S Sato CIRJE Discussion Paper F-581, University of Tokyo, 2008 | 26 | 2008 |
| Separating information maximum likelihood estimation of the integrated volatility and covariance with micro-market noise N Kunitomo, S Sato The North American Journal of Economics and Finance 26, 282-309, 2013 | 25 | 2013 |
| A Monte Carlo filtering approach for estimating the term structure of interest rates A Takahashi, S Sato Annals of the Institute of Statistical Mathematics 53, 50-62, 2001 | 23 | 2001 |
| Asymmetry in economic time series and the simultaneous switching autoregressive model N Kunitomo, S Sato Structural Change and Economic Dynamics 7 (1), 1-34, 1996 | 22 | 1996 |
| Term structure models during the global financial crisis: A parsimonious text mining approach KG Nishimura, S Sato, A Takahashi Asia-Pacific Financial Markets 26, 297-337, 2019 | 18 | 2019 |
| Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series N Kunitomo, S Sato The Japanese Economic Review 50, 161-190, 1999 | 17 | 1999 |
| An FBSDE approach to American option pricing with an interacting particle method M Fujii, S Sato, A Takahashi Asia-Pacific Financial Markets 22, 239-260, 2015 | 16 | 2015 |
| Some properties of the maximum likelihood estimator in the simultaneous switching autoregressive model S Sato, N Kunitomo Journal of Time Series Analysis 17 (3), 287-307, 1996 | 16 | 1996 |
| The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise N Kunitomo, S Sato Mathematics and Computers in Simulation 81 (7), 1272-1289, 2011 | 15 | 2011 |
| Application of multivariate autoregressive modelling for analysing chloride/potassium/bicarbonate relationship in the body T Wada, S Sato, N Matsuo Medical & biological engineering & computing 31, S99-S107, 1993 | 14 | 1993 |
| Separating information maximum likelihood method for high-frequency financial data N Kunitomo, S Sato, D Kurisu Springer, 2018 | 13 | 2018 |
| Realized volatility, covariance and hedging coefficient of Nikkei-225 futures with micro-market noise N Kunitomo, S Sato CIRJE Discussion Paper F-601, University of Tokyo, 2008 | 10 | 2008 |
| A robust-filtering method for noisy non-stationary multivariate time series with econometric applications N Kunitomo, S Sato Japanese Journal of Statistics and Data Science 4, 373-410, 2021 | 9 | 2021 |
| The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling N Kunitomo, H Misaki, S Sato Asia-Pacific Financial Markets 22, 333-368, 2015 | 9 | 2015 |
| Probability distribution and option pricing for drawdown in a stochastic volatility environment K Yamamoto, S Sato, A Takahashi International Journal of Theoretical and Applied Finance 13 (02), 335-354, 2010 | 9 | 2010 |
| Detecting and tracing traffic volume anomalies in SINET3 backbone network P Du, S Abe, Y Ji, S Sato, M Ishiguro 2008 IEEE International Conference on Communications, 5833-5837, 2008 | 8 | 2008 |
| Computational Statistics II: Markov Chain Monte Carlo Method and Related Topics Y Iba, M Tanemura, Y Omori, H Wago, S Sato, A Takahashi Iwanami Shoten, Publishers, 2005 | 8 | 2005 |
| Style analysis with particle filtering and generalized simulated annealing T Fukui, S Sato, A Takahashi International Journal of Financial Engineering 4 (02n03), 1750037, 2017 | 7 | 2017 |
naoto kunitomoInstitute of Statistical Mathematics, Tokyo, JapanVerified email at ism.ac.jp
