The following pages link to Genshiro Kitagawa (Q269795):
Displaying 50 items.
- Indexation and causation of financial markets. Nonstationary time series analysis method (Q269796) (← links)
- (Q457254) (redirect page) (← links)
- Computational aspects of sequential Monte Carlo filter and smoother (Q457255) (← links)
- Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plant (Q638885) (← links)
- Signal extraction and knowledge discovery based on statistical modeling (Q860830) (← links)
- Preface: Special issue in honor of Dr. Hirotugu Akaike (Q904060) (← links)
- Bias and variance reduction techniques for bootstrap information criteria (Q904082) (← links)
- Smoothness priors transfer function estimation (Q909631) (← links)
- A new ship's auto pilot design through a stochastic model (Q1132812) (← links)
- On a search procedure for the optimal AR-MA order (Q1135601) (← links)
- A procedure for the modeling of non-stationary time series (Q1143109) (← links)
- A quasi Bayesian approach to outlier detection (Q1168661) (← links)
- Estimation of the arrival times of seismic waves by multivariate time series model (Q1207640) (← links)
- Bootstrapping log likelihood and EIC, an extension of AIC (Q1293718) (← links)
- A time varying coefficient vector AR modeling of nonstationary covariance time series (Q1314568) (← links)
- (Q1822875) (redirect page) (← links)
- Non-Gaussian seasonal adjustment (Q1822876) (← links)
- Smoothness prior approach to explore mean structure in large-scale time series (Q1870538) (← links)
- Asymptotic theory for information criteria in model selection -- functional approach (Q1874086) (← links)
- The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother (Q1895418) (← links)
- Smoothness priors analysis of time series (Q1922286) (← links)
- State-space modeling for seismic signal analysis (Q1991379) (← links)
- The auxiliary iterated extended Kalman particle filter (Q2357902) (← links)
- Information criteria and statistical modeling. (Q2460366) (← links)
- In memory of Hirotugu Akaike (Q2638178) (← links)
- (Q2753032) (← links)
- (Q2906621) (← links)
- A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (Q3008844) (← links)
- Changing spectrum estimation (Q3036537) (← links)
- (Q3044541) (← links)
- Detection of Coseismic Changes of Underground Water Level (Q3129036) (← links)
- A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series (Q3217482) (← links)
- A smoothness priors long AR model method for spectral estimation (Q3217483) (← links)
- (Q3223818) (← links)
- Computational Methods for Time Series Analysis (Q3298642) (← links)
- Introduction to Time Series Modeling (Q3558524) (← links)
- Bayesian analysis of outliers via akaike's predictive likelihood of a model (Q3680066) (← links)
- (Q3747471) (← links)
- Non-Gaussian State-Space Modeling of Nonstationary Time Series (Q3787329) (← links)
- On the Use of AIC for the Detection of Outliers (Q3854433) (← links)
- (Q3895346) (← links)
- (Q3898530) (← links)
- (Q3940703) (← links)
- Corrigenda to Kitagawa, Nelson and Bishop (Q3948436) (← links)
- A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER (Q3956271) (← links)
- An algorithm for solving the matrix equation<i>X = FXF</i><sup>T</sup>+<i>S</i> (Q4139559) (← links)
- (Q4217907) (← links)
- (Q4247401) (← links)
- (Q4249457) (← links)
- Information criteria for the predictive evaluation of bayesian models (Q4269958) (← links)
