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Shin Ichi Aihara
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2010 – 2019
- 2014
- [c7]Shin Ichi Aihara, Arunabha Bagchi:
Adaptive Filtering in Electricity Spot Price Models. ICINCO (1) 2014: 620-628 - 2013
- [c6]Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha:
Adaptive Filtering for Stochastic Volatility by using Exact Sampling. ICINCO (1) 2013: 326-335 - 2012
- [c5]Shin Ichi Aihara, Arunabha Bagchi:
Filtering and identification of stochastic diffusion systems with unknown boundary conditions. CDC 2012: 3520-3525 - [c4]Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha:
Identification of bates stochastic volatility model by using non-central chi-square random generation method. ICASSP 2012: 3905-3908
2000 – 2009
- 2005
- [c3]Shin Ichi Aihara, Arunabha Bagchi:
Filtering and Identification of Interest Rate Model with Stochastic Volatility. CDC/ECC 2005: 5227-5232 - [c2]Shin Ichi Aihara, Arunabha Bagchi:
Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds. System Modelling and Optimization 2005: 207-217 - 2001
- [c1]Shin Ichi Aihara, Arunabha Bagchi:
Robust nonlinear filtering of stochastic volatility in finance. ECC 2001: 1501-1506
1990 – 1999
- 1999
- [j2]Shin Ichi Aihara, Arunabha Bagchi:
On the Mortensen equation for maximum likelihood state estimation. IEEE Trans. Autom. Control. 44(10): 1955-1961 (1999) - 1997
- [j1]Shin Ichi Aihara:
On adaptive boundary control for stochastic parabolic systems with unknown potential coefficient. IEEE Trans. Autom. Control. 42(3): 350-363 (1997)
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