My Dad's a Great Detective?!
Mayura's father thinks that all of the mystery junk she always talked about is useless and is bad for her. He wants her to stop going on detective adventures. To help her solve her problems between Mayura and her dad, Loki used his powers to bring them both back to their memories of 10 years ago. As their memories revealed that her dad told her that he was a "detective" when she was younger, Mayura remembered it was because of him that she loved mysteries which led to an understand at the end.
Aired 26/04/2003EP 4 - My Dad's a Great Detective?!

Mythical Detective Loki Ragnarok
Loki, the Norse god of mischief, has been exiled to the human world for what was apparently a bad joke. Along with being exiled, he's forced to take the form of a child. He's told the only way he can get back to the world of the gods is if he can collect auras of evil that take over human hearts, and so to do this he runs a detective agency. Loki is soon joined by a human girl named Mayura who is a maniac for mysteries, and she soon helps out in her own way. However, soon other Norse gods begin to appear, and most have the intent to assassinate Loki for reasons unclear.
(Source: Anime News Network)