Genshiro Kitagawa

Available identifiers

zbMath Open kitagawa.genshiroWikidataQ11401652 ScholiaQ11401652MaRDI QIDQ269795

List of research outcomes

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
https://portal.mardi4nfdi.de/entity/Q2906621	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
Smoothness priors transfer function estimation	1989-01-01	Paper
Non-Gaussian seasonal adjustment	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 time-varying AR coefficient modeling of nonstationary covariance time series	1985-01-01	Paper
A smoothness priors long AR model method for spectral estimation	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
https://portal.mardi4nfdi.de/entity/Q3940703	1981-01-01	Paper
Corrigenda to Kitagawa, Nelson and Bishop	1981-01-01	Paper
A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3895346	1980-01-01	Paper
A new ship's auto pilot design through a stochastic model	1979-01-01	Paper
On the Use of AIC for the Detection of Outliers	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
On a search procedure for the optimal AR-MA order	1977-01-01	Paper
An algorithm for solving the matrix equationX = FXFT+S	1977-01-01	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Genshiro Kitagawa