Vector-valued multiple regression model with time varying coefficients and its application to predict excess stock returns. - Yoshinori Kawasaki; Seisho Sato; Shigeru Tachiki (CIFEr, 2000)

Monte Carlo Smoothing and Self-Organising State-Space Model. - Genshiro Kitagawa; Seisho Sato (Sequential Monte Carlo Methods in Practice, 2001)

Computational Methods for Time Series Analysis. - Genshiro Kitagawa; Tomoyuki Higuchi; Seisho Sato (COMPSTAT, 2002)

Detecting and Tracing Traffic Volume Anomalies in SINET3 Backbone Network. - Ping Du; Shunji Abe; Yusheng Ji; Seisho Sato; Makio Ishiguro (ICC, 2008)

A Traffic Decomposition and Prediction Method for Detecting and Tracing Network-Wide Anomalies. - Ping Du; Shunji Abe; Yusheng Ji; Seisho Sato; Makio Ishiguro (IEICE Trans. Inf. Syst., 2009)

The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise. - Naoto Kunitomo; Seisho Sato (Math. Comput. Simul., 2011)