Genshiro Kitagawa

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Genshiro Kitagawa Q269795



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Batch-adaptive ship's autopilots
International Journal of Adaptive Control and Signal Processing
2025-05-06Paper
Introduction to time series modeling with applications in R2020-09-15Paper
Computational Methods for Time Series Analysis
Compstat
2020-07-15Paper
State-space modeling for seismic signal analysis
Applied Mathematical Modelling
2018-10-30Paper
The auxiliary iterated extended Kalman particle filter
Optimization and Engineering
2017-06-20Paper
Indexation and causation of financial markets. Nonstationary time series analysis method
SpringerBriefs in Statistics
2016-04-06Paper
Preface: Special issue in honor of Dr. Hirotugu Akaike
Annals of the Institute of Statistical Mathematics
2016-01-15Paper
Bias and variance reduction techniques for bootstrap information criteria
Annals of the Institute of Statistical Mathematics
2016-01-15Paper
Computational aspects of sequential Monte Carlo filter and smoother
Annals of the Institute of Statistical Mathematics
2014-09-26Paper
Constructing a credit default swap index and detecting the impact of the financial crisis2012-09-05Paper
Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plant
Applied Mathematical Modelling
2011-09-16Paper
A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs
Optimal Control Applications & Methods
2011-06-22Paper
In memory of Hirotugu Akaike
European Journal of Control
2010-09-14Paper
Introduction to time series modeling. Translated from the Japanese by the author2010-05-05Paper
Signal extraction and knowledge discovery based on statistical modeling
Lecture Notes in Computer Science
2010-02-23Paper
Information criteria and statistical modeling.
Springer Series in Statistics
2007-11-15Paper
Signal extraction and knowledge discovery based on statistical modeling
Theoretical Computer Science
2007-01-09Paper
scientific article; zbMATH DE number 2154629 (Why is no real title available?)2005-04-09Paper
scientific article; zbMATH DE number 2141416 (Why is no real title available?)2005-03-07Paper
Signal Extraction Problems in Seismology
International Statistical Review
2005-01-03Paper
scientific article; zbMATH DE number 2086351 (Why is no real title available?)2004-08-11Paper
Asymptotic theory for information criteria in model selection -- functional approach
Journal of Statistical Planning and Inference
2003-05-22Paper
Smoothness prior approach to explore mean structure in large-scale time series
Theoretical Computer Science
2003-05-14Paper
scientific article; zbMATH DE number 1666092 (Why is no real title available?)2001-10-23Paper
Bootstrapping log likelihood and EIC, an extension of AIC
Annals of the Institute of Statistical Mathematics
2000-05-08Paper
scientific article; zbMATH DE number 1222386 (Why is no real title available?)2000-04-27Paper
scientific article; zbMATH DE number 1302962 (Why is no real title available?)1999-12-14Paper
Information criteria for the predictive evaluation of bayesian models
Communications in Statistics: Theory and Methods
1999-11-10Paper
scientific article; zbMATH DE number 1302137 (Why is no real title available?)1999-11-08Paper
Generalised information criteria in model selection
Biometrika
1997-11-18Paper
Kullback-leibler information approach to the optimum measurement point for bayesian estimation
Communications in Statistics: Theory and Methods
1997-11-11Paper
Detection of Coseismic Changes of Underground Water Level1997-11-09Paper
Smoothness priors analysis of time series
Lecture Notes in Statistics
1996-09-16Paper
scientific article; zbMATH DE number 775743 (Why is no real title available?)1995-11-28Paper
The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
Annals of the Institute of Statistical Mathematics
1995-10-18Paper
A time varying coefficient vector AR modeling of nonstationary covariance time series
Signal Processing
1994-06-16Paper
Estimation of the arrival times of seismic waves by multivariate time series model
Annals of the Institute of Statistical Mathematics
1993-04-01Paper
Non-Gaussian seasonal adjustment
Computers & Mathematics with Applications
1989-01-01Paper
Smoothness priors transfer function estimation
Automatica
1989-01-01Paper
Non-Gaussian State-Space Modeling of Nonstationary Time Series
Journal of the American Statistical Association
1987-01-01Paper
scientific article; zbMATH DE number 3984294 (Why is no real title available?)1986-01-01Paper
A smoothness priors long AR model method for spectral estimation
IEEE Transactions on Automatic Control
1985-01-01Paper
A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
IEEE Transactions on Automatic Control
1985-01-01Paper
Bayesian analysis of outliers via akaike's predictive likelihood of a model
Communications in Statistics. Simulation and Computation
1984-01-01Paper
scientific article; zbMATH DE number 3890637 (Why is no real title available?)1983-01-01Paper
Changing spectrum estimation
Journal of Sound and Vibration
1983-01-01Paper
A quasi Bayesian approach to outlier detection
Annals of the Institute of Statistical Mathematics
1982-01-01Paper
scientific article; zbMATH DE number 3757567 (Why is no real title available?)1981-01-01Paper
A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
Journal of Time Series Analysis
1981-01-01Paper
Corrigenda to Kitagawa, Nelson and Bishop
Technometrics
1981-01-01Paper
scientific article; zbMATH DE number 3702510 (Why is no real title available?)1980-01-01Paper
On the Use of AIC for the Detection of Outliers1979-01-01Paper
A new ship's auto pilot design through a stochastic model
Automatica
1979-01-01Paper
scientific article; zbMATH DE number 3706494 (Why is no real title available?)1978-01-01Paper
A procedure for the modeling of non-stationary time series
Annals of the Institute of Statistical Mathematics
1978-01-01Paper
An algorithm for solving the matrix equation<i>X = FXF</i><sup>T</sup>+<i>S</i>
International Journal of Control
1977-01-01Paper
On a search procedure for the optimal AR-MA order
Annals of the Institute of Statistical Mathematics
1977-01-01Paper


Research outcomes over time


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