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Genshiro Kitagawa
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Cited by
Year
Monte Carlo filter and smoother for non-Gaussian nonlinear state space models
G Kitagawa
Journal of computational and graphical statistics 5 (1), 1-25, 1996
34071996
Akaike information criterion statistics
Y Sakamoto, M Ishiguro, G Kitagawa
30971986
Non-Gaussian State-Space Modeling of Nonstationary Time Series
G Kitagawa
Journal of the American statistical association 82 (400), 1032-1041, 1987
15701987
Information Criteria and Statistical Modeling
S Konishi, G Kitagawa
Springer, 2008
12972008
Smoothness priors analysis of time series
G Kitagawa, W Gersch
Springer Science & Business Media, 1996
909*1996
Selected papers of hirotugu akaike
H Akaike, E Parzen, K Tanabe, G Kitagawa
Springer Science & Business Media, 1998
7241998
Generalised information criteria in model selection
S Konishi, G Kitagawa
Biometrika 83 (4), 875-890, 1996
6151996
A self-organizing state-space model
G Kitagawa
Journal of the American Statistical Association, 1203-1215, 1998
5531998
情報量統計学
坂元慶行, 石黒真木夫, 北川源四郎
共立出版, 東京, 1983
4871983
A smoothness priors–state space modeling of time series with trend and seasonality
G Kitagawa, W Gersch
Journal of the American Statistical Association 79 (386), 378-389, 1984
4841984
A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
G Kitagawa, W Gersch
IEEE Transactions on Automatic Control 30 (1), 48-56, 1985
3591985
Introduction to time series modeling
G Kitagawa
Chapman & Hall, CRC press, 2010
3082010
A procedure for the modeling of non-stationary time series
G Kitagawa, H Akaike
Annals of the Institute of Statistical Mathematics 30, 351-363, 1978
2431978
Bootstrapping log likelihood and EIC, an extension of AIC
M Ishiguro, Y Sakamoto, G Kitagawa
Annals of the institute of Statistical Mathematics 49, 411-434, 1997
2081997
A nonstationary time series model and its fitting by a recursive filter
G Kitagawa
Journal of Time Series Analysis 2 (2), 103-116, 1981
2011981
時系列解析入門
北川源四郎
岩波書店, 2005
200*2005
The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
G Kitagawa
Annals of the Institute of Statistical Mathematics 46, 605-623, 1994
1891994
The prediction of time series with trends and seasonalities
W Gersch, G Kitagawa
Journal of Business & Economic Statistics 1 (3), 253-264, 1983
1821983
FORTRAN 77 programming for time series analysis
G Kitagawa
Iwanami Syoten, Tokyo, 1993
180*1993
A new efficient procedure for the estimation of onset times of seismic waves
T Takanami, G Kitagawa
Journal of Physics of the Earth 36 (6), 267-290, 1988
1641988
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Articles 1–20