| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5120702 | 2020-09-15 | Paper |
| Computational Methods for Time Series Analysis | 2020-07-15 | Paper |
| State-space modeling for seismic signal analysis | 2018-10-30 | Paper |
| The auxiliary iterated extended Kalman particle filter | 2017-06-20 | Paper |
| Indexation and causation of financial markets. Nonstationary time series analysis method | 2016-04-06 | Paper |
| Preface: Special issue in honor of Dr. Hirotugu Akaike | 2016-01-15 | Paper |
| Bias and variance reduction techniques for bootstrap information criteria | 2016-01-15 | Paper |
| Computational aspects of sequential Monte Carlo filter and smoother | 2014-09-26 | Paper |
| Constructing a credit default swap index and detecting the impact of the financial crisis | 2012-09-05 | Paper |
| Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plant | 2011-09-16 | Paper |
| A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs | 2011-06-22 | Paper |
| In memory of Hirotugu Akaike | 2010-09-14 | Paper |
| Introduction to Time Series Modeling | 2010-05-05 | Paper |
| Algorithmic Learning Theory | 2010-02-23 | Paper |
| Information criteria and statistical modeling. | 2007-11-15 | Paper |
| Signal extraction and knowledge discovery based on statistical modeling | 2007-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4665170 | 2005-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4653596 | 2005-03-07 | Paper |
| Signal Extraction Problems in Seismology | 2005-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3044541 | 2004-08-11 | Paper |
| Asymptotic theory for information criteria in model selection -- functional approach | 2003-05-22 | Paper |
| Smoothness prior approach to explore mean structure in large-scale time series | 2003-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2753032 | 2001-10-23 | Paper |
| Bootstrapping log likelihood and EIC, an extension of AIC | 2000-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217907 | 2000-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4249457 | 1999-12-14 | Paper |
| Information criteria for the predictive evaluation of bayesian models | 1999-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247401 | 1999-11-08 | Paper |
| Generalised information criteria in model selection | 1997-11-18 | Paper |
| Kullback-leibler information approach to the optimum measurement point for bayesian estimation | 1997-11-11 | Paper |
| Detection of Coseismic Changes of Underground Water Level | 1997-11-09 | Paper |
| Smoothness priors analysis of time series | 1996-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839938 | 1995-11-28 | Paper |
| The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother | 1995-10-18 | Paper |
| A time varying coefficient vector AR modeling of nonstationary covariance time series | 1994-06-16 | Paper |
| Estimation of the arrival times of seismic waves by multivariate time series model | 1993-04-01 | Paper |
| Non-Gaussian seasonal adjustment | 1989-01-01 | Paper |
| Smoothness priors transfer function estimation | 1989-01-01 | Paper |
| Non-Gaussian State-Space Modeling of Nonstationary Time Series | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3747471 | 1986-01-01 | Paper |
| A smoothness priors long AR model method for spectral estimation | 1985-01-01 | Paper |
| A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series | 1985-01-01 | Paper |
| Bayesian analysis of outliers via akaike's predictive likelihood of a model | 1984-01-01 | Paper |
| Changing spectrum estimation | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3223818 | 1983-01-01 | Paper |
| A quasi Bayesian approach to outlier detection | 1982-01-01 | Paper |
| A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940703 | 1981-01-01 | Paper |
| Corrigenda to Kitagawa, Nelson and Bishop | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3895346 | 1980-01-01 | Paper |
| On the Use of AIC for the Detection of Outliers | 1979-01-01 | Paper |
| A new ship's auto pilot design through a stochastic model | 1979-01-01 | Paper |
| A procedure for the modeling of non-stationary time series | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3898530 | 1978-01-01 | Paper |
| An algorithm for solving the matrix equationX = FXFT+S | 1977-01-01 | Paper |
| On a search procedure for the optimal AR-MA order | 1977-01-01 | Paper |
