Genshiro Kitagawa,: search on Z-Library

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1

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Kitagawa, Genshiro

Journal:

Journal of Computational and Graphical Statistics

Year:

1996

Language:

english

File:

PDF, 1.22 MB

english, 1996

2

A new optimal portfolio selection strategy based on a quadratic form mean–variance model with transaction costs

Hui Peng, Genshiro Kitagawa, Min Gan, Xiaohong Chen

Journal:

Optimal Control Applications and Methods

Year:

2011

Language:

english

File:

PDF, 170 KB

english, 2011

3

[Springer Series in Statistics] Selected Papers of Hirotugu Akaike || Information Theory and an Extension of the Maximum Likelihood Principle

Parzen, Emanuel, Tanabe, Kunio, Kitagawa, Genshiro

Year:

1998

Language:

english

File:

PDF, 1.31 MB

english, 1998

4

Non-Gaussian State—Space Modeling of Nonstationary Time Series

Kitagawa, Genshiro

Journal:

Journal of the American Statistical Association

Year:

1987

Language:

english

File:

PDF, 1012 KB

english, 1987

5

The Practice of Time Series Analysis ||

Akaike, Hirotugu, Kitagawa, Genshiro

Year:

1999

Language:

english

File:

PDF, 34.30 MB

english, 1999

6

A Smoothness Priors-State Space Modeling of Time Series with Trend and Seasonality

Genshiro Kitagawa and Will Gersch

Journal:

Journal of the American Statistical Association

Year:

1984

Language:

english

File:

PDF, 2.51 MB

english, 1984

7

Smoothness priors transfer function estimation

Will Gersch, Genshiro Kitagawa

Journal:

Year:

1989

Language:

english

File:

PDF, 547 KB

english, 1989

8

Extraction of signal by a time series model and screening out micro earthquakes

Genshiro Kitagawa, Tetsuo Takanami

Journal:

Signal Processing

Year:

1985

Language:

english

File:

PDF, 624 KB

english, 1985

9

A quasi Bayesian approach to outlier detection

Genshiro Kitagawa, Hirotugu Akaike

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1982

Language:

english

File:

PDF, 526 KB

english, 1982

10

Time series analysis of monthly body weight and blood pressures of one man from 29 to 65 years

Yoshiki Okajima, Masami Togo, Genshiro Kitagawa, Shinhachi Nishikawa

Journal:

American Journal of Human Biology

Year:

2000

Language:

english

File:

PDF, 386 KB

english, 2000

11

A time varying coefficient vector AR modeling of nonstationary covariance time series

Xing-Qi Jiang, Genshiro Kitagawa

Journal:

Signal Processing

Year:

1993

Language:

english

File:

PDF, 1.09 MB

english, 1993

12

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Genshiro Kitagawa

Journal:

Journal of Computational and Graphical Statistics

Year:

1996

Language:

english

File:

PDF, 863 KB

english, 1996

13

[Springer Series in Statistics] Information Criteria and Statistical Modeling ||

Konishi, Sadanori, Kitagawa, Genshiro

Year:

2008

Language:

english

File:

PDF, 5.14 MB

english, 2008

14

Computational aspects of sequential Monte Carlo filter and smoother

Kitagawa, Genshiro

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2014

Language:

english

File:

PDF, 2.79 MB

english, 2014

15

Generalised Information Criteria in Model Selection

Sadanori Konishi and Genshiro Kitagawa

Journal:

Year:

1996

Language:

english

File:

PDF, 1.19 MB

english, 1996

16

[Springer Series in Statistics] Selected Papers of Hirotugu Akaike || A New Look at the Statistical Model Identification

Parzen, Emanuel, Tanabe, Kunio, Kitagawa, Genshiro

Year:

1998

Language:

english

File:

PDF, 1.11 MB

english, 1998

17

A modeling approach to financial time series based on market microstructure model with jumps

Peng, Hui, Kitagawa, Genshiro, Tamura, Yoshiyasu, Xi, Yanhui, Qin, Yemei, Chen, Xiaohong

Journal:

Applied Soft Computing

Year:

2015

Language:

english

File:

PDF, 1.50 MB

english, 2015

18

Statistical Inference Using Stochastic Switching Models for the Discrimination of Unobserved Display Promotion from POS Data

Tadahiko Sato, Tomoyuki Higuchi and Genshiro Kitagawa

Journal:

Marketing Letters

Year:

2004

Language:

english

File:

PDF, 1.47 MB

english, 2004

19

A Self-Organizing State-Space Model

Genshiro Kitagawa

Journal:

Journal of the American Statistical Association

Year:

1998

Language:

english

File:

PDF, 1.79 MB

english, 1998

20

Monte Carlo Filtering and Smoothing for Nonlinear NON-Gaussian State Space Model

Kitagawa, Genshiro

Journal:

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

Year:

1998

File:

PDF, 3.05 MB

1998

21

Statistical Monitoring and Clustering of Ship's Time Series

Ohtsu, Kohei, Kitagawa, Genshiro, Peng, Hui

Journal:

IFAC Proceedings Volumes

Year:

2010

Language:

english

File:

PDF, 700 KB

english, 2010

22

Information criteria for the predictive evaluation of bayesian models

Genshiro, Kitagawa

Journal:

Communication in Statistics- Theory and Methods

Year:

1997

Language:

english

File:

PDF, 684 KB

english, 1997

23

A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER

Genshiro Kitagawa

Journal:

Journal of Time Series Analysis

Year:

1981

Language:

english

File:

PDF, 557 KB

english, 1981

24

In Memory of Hirotugu Akaike

Kitagawa, Genshiro

Journal:

European Journal of Control

Year:

2010

Language:

english

File:

PDF, 74 KB

english, 2010

25

Signal extraction and knowledge discovery based on statistical modeling

Genshiro Kitagawa

Journal:

Theoretical Computer Science

Year:

2006

Language:

english

File:

PDF, 383 KB

english, 2006

26

On the Use of AIC for the Detection of Outliers

Kitagawa, Genshiro

Journal:

Year:

1979

Language:

english

File:

PDF, 587 KB

english, 1979

27

The Prediction of Time Series with Trends and Seasonalities

Will Gersch and Genshiro Kitagawa

Journal:

Journal of Business and Economic Statistics

Year:

1983

Language:

english

File:

PDF, 565 KB

english, 1983

28

Kullback-leibler information approach to the optimum measurement point for bayesian estimation

Yafune, Akifumi, Ishiguro, Makio, Kitagawa, Genshiro

Journal:

Communication in Statistics- Theory and Methods

Year:

1996

Language:

english

File:

PDF, 634 KB

english, 1996

29

The Prediction of Time Series With Trends and Seasonalities

Gersch, Will, Kitagawa, Genshiro

Journal:

Journal of Business and Economic Statistics

Year:

1983

Language:

english

File:

PDF, 562 KB

english, 1983

30

[Springer Series in Statistics] Selected Papers of Hirotugu Akaike || Markovian Representation of Stochastic Processes and Its Application to the Analysis of Autoregressive Moving Average Processes

Parzen, Emanuel, Tanabe, Kunio, Kitagawa, Genshiro

Year:

1998

Language:

english

File:

PDF, 2.33 MB

english, 1998

31

Asymptotic theory for information criteria in model selection—functional approach

Sadanori Konishi, Genshiro Kitagawa

Journal:

Journal of Statistical Planning and Inference

Year:

2003

Language:

english

File:

PDF, 186 KB

english, 2003

32

Special Section on Nonparametric Approach to Time Series Analysis

Tomoyuki Higuchi, Genshiro Kitagawa

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2002

File:

PDF, 55 KB

2002

33

Theory and Methods

Kitagawa, Genshiro

Journal:

Journal of the American Statistical Association

Year:

1998

Language:

english

File:

PDF, 1.19 MB

english, 1998

34

Non-Gaussian State-Space Modeling of Nonstationary Time Series

Genshiro Kitagawa

Journal:

Journal of the American Statistical Association

Year:

1987

Language:

english

File:

PDF, 1.51 MB

english, 1987

35

Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plant

Hui Peng, Genshiro Kitagawa, Jun Wu, Kohei Ohtsu

Journal:

Applied Mathematical Modelling

Year:

2011

Language:

english

File:

PDF, 709 KB

english, 2011

36

On a search procedure for the optimal AR-MA order

Genshiro Kitagawa

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1977

Language:

english

File:

PDF, 587 KB

english, 1977

37

Special Issue on Nonlinear Non-Gaussian Models and Related Filtering Methods

Genshiro Kitagawa, Tomoyuki Higuchi

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2001

File:

PDF, 66 KB

2001

38

Bootstrapping Log Likelihood and EIC, an Extension of AIC

Makio Ishiguro, Yosiyuki Sakamoto, Genshiro Kitagawa

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1997

File:

PDF, 736 KB

1997

39

Time series analysis of daily scanner sales: extraction of trend, day‐of‐the‐week effect and price promotion effect

Kondo, Fumiyo N., Kitagawa, Genshiro

Journal:

Marketing Intelligence & Planning

Year:

2000

Language:

english

File:

PDF, 905 KB

english, 2000

40

An algorithm for solving the matrix equation X = FXF T + S

KITAGAWA, GENSHIRO

Journal:

International Journal of Control

Year:

1977

Language:

english

File:

PDF, 238 KB

english, 1977

41

On the Use of AIC for the Detection of Outliers

Genshiro Kitagawa

Journal:

Year:

1979

Language:

english

File:

PDF, 828 KB

english, 1979

42

The auxiliary iterated extended Kalman particle filter

Xi, Yanhui, Peng, Hui, Kitagawa, Genshiro, Chen, Xiaohong

Journal:

Optimization and Engineering

Year:

2015

Language:

english

File:

PDF, 2.07 MB

english, 2015

43

Bayesian analysis of unemployment dynamics in Japan

Kyo, Koki, Noda, Hideo, Kitagawa, Genshiro

Journal:

Asian J of Management Science and Applications

Year:

2013

Language:

english

File:

PDF, 417 KB

english, 2013

44

Estimation of the arrival times of seismic waves by multivariate time series model

Tetsuo Takanami, Genshiro Kitagawa

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1991

Language:

english

File:

PDF, 1.40 MB

english, 1991

45

Direct Estimation Method for the Ship Motion Parameters based on Time Series Analysis

Terada, Daisuke, Kitagawa, Genshiro

Journal:

Journal of the Japan Society of Naval Architects and Ocean Engineers

Year:

2009

Language:

english

File:

PDF, 1.51 MB

english, 2009

46

[IEEE 2007 46th IEEE Conference on Decision and Control - New Orleans, LA, USA (2007.12.12-2007.12.14)] 2007 46th IEEE Conference on Decision and Control - Detection of low-frequency large-amplitude jump in financial time series

Hui Peng,, Genshiro Kitagawa,, Yoshiyasu Tamura,, Yoko Tanokura,, Min Gan,, Xiaohong Chen,

Year:

2007

Language:

english

File:

PDF, 350 KB

english, 2007

47

[IEEE 1982 21st IEEE Conference on Decision and Control - Orlando, FL, USA (1982.12.8-1982.12.10)] 1982 21st IEEE Conference on Decision and Control - An approach to the prediction of time series with trends and seasonalities

Gersch, Will, Kitagawa, Genshiro

Year:

1982

Language:

english

File:

PDF, 450 KB

english, 1982

48

Automatic transaction of signal via statistical modeling

Genshiro Kitagawa, Tomoyuki Higuchi

Journal:

New Generation Computing

Year:

2000

Language:

english

File:

PDF, 706 KB

english, 2000

49

A time varying AR coefficient model for modelling and simulating earthquake ground motion

Will Gersch, Genshiro Kitagawa

Journal:

Earthquake Engineering & Structural Dynamics

Year:

1985

Language:

english

File:

PDF, 738 KB

english, 1985

50

Detection of Coseismic Changes of Underground Water Level

Kitagawa, Genshiro, Matsumoto, Norio

Journal:

Journal of the American Statistical Association

Year:

1996

Language:

english

File:

PDF, 1.34 MB

english, 1996

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