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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

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

8

Smoothness priors transfer function estimation

Will Gersch, Genshiro Kitagawa

Journal:

Year:

1989

Language:

english

File:

PDF, 547 KB

english, 1989

9

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

10

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

11

[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

12

Generalised Information Criteria in Model Selection

Sadanori Konishi and Genshiro Kitagawa

Journal:

Year:

1996

Language:

english

File:

PDF, 1.19 MB

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

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

15

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

16

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

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

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

20

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

21

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

22

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

23

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

24

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

25

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

26

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

27

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

28

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

29

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

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

On the Use of AIC for the Detection of Outliers

Kitagawa, Genshiro

Journal:

Year:

1979

Language:

english

File:

PDF, 587 KB

english, 1979

32

In Memory of Hirotugu Akaike

Kitagawa, Genshiro

Journal:

European Journal of Control

Year:

2010

Language:

english

File:

PDF, 74 KB

english, 2010

33

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

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

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

36

Theory and Methods

Kitagawa, Genshiro

Journal:

Journal of the American Statistical Association

Year:

1998

Language:

english

File:

PDF, 1.19 MB

english, 1998

37

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

38

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

39

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

40

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

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

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

43

Batch-adaptive ship's autopilots

Jin Soek Park, Kohei Ohtsu, Genshiro Kitagawa

Journal:

International Journal of Adaptive Control and Signal Processing

Year:

2000

Language:

english

File:

PDF, 181 KB

english, 2000

44

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

45

A new ship's auto pilot design through a stochastic model

Kohei Ohtsu, Michio Horigome, Genshiro Kitagawa

Journal:

Year:

1979

Language:

english

File:

PDF, 934 KB

english, 1979

46

Smoothness prior approach to explore mean structure in large-scale time series

Genshiro Kitagawa, Tomoyuki Higuchi, Fumiyo N. Kondo

Journal:

Theoretical Computer Science

Year:

2003

Language:

english

File:

PDF, 354 KB

english, 2003

47

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

48

The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother

Genshiro Kitagawa

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1994

Language:

english

File:

PDF, 827 KB

english, 1994

49

A procedure for the modeling of non-stationary time series

Genshiro Kitagawa, Hirotugu Akaike

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1978

Language:

english

File:

PDF, 598 KB

english, 1978

50

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