Search Results - person:"Yamamura, Mariko"

A nonparametric method of multi-step ahead forecasting in diffusion processes

Yamamura, Mariko; Shoji, Isao - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 12, pp. 2408-2415

This paper provides a nonparametric model of multi-step ahead forecasting in diffusion processes. The model is constructed from the local linear model with the Gaussian kernel. The paper provides simulation studies to evaluate its performance of multi-step ahead forecasting by comparing with the...

Persistent link: https://www.econbiz.de/10010590418

ORDERING MUNICIPALITIES BY MEDICAL COST EFFICIENCY UNDER THE JAPANESE NATIONAL HEALTH INSURANCE SYSTEM USING THE STOCHASTIC COST FRONTIER MODEL

Yamamura, Mariko; Yanagihara, Hirokazu - In: American journal of mathematical and management sciences 29 (2009) 3, pp. 371-393

Persistent link: https://www.econbiz.de/10008441148