[164] A note on the detection of outliers, (1979).
[177] Robust estmation through the modeling of data generation, 1979.
[180] A transformation method for the solution of the matrix equation AX+XB+C = 0, 1980.
[184] A nonstationary time series model and recursive techeniques for fitting, 1980. (Published in revised form in JTSA, Vol.2, No.2 (1981))
[185] A quasi Bayesian approach to outlier detection, (with H.Akaike) 1980. (Published in revised form in AISM, Vol.34, No.2 (1982))
[194] Changing spectrum estimation, 1980. (Published in revised form in JSV, Vol.89, No.4 (1983))
[213] A quasi Bayesian approach to outlier analysis, 1981. (Rewritten and registered as RM-249)
[233] A smoothness priors approach to the modeling of time series with trend and seasonality, (with W.Gersch) 1982. (Published in revised form in JASA, Vol.79, No.386 (1984))
[234] A smoothness priors AR model method for spectral estimation, (with W.Gersch), 1982. (Published in IEEE ac-30, No.1 (1985))
[235] The prediction of time series with trends and seasonalities, (with W.Gersch), 1982. (Published in revised form in JBES, Vol.1, No.3 (1983))
[236] A smoothness priors approach to the spectrum estimation and modeling of nonstationary time series, (with W.Gersch), 1982. (Published in IEEE ac-30, No.1 (1985))
[237] A time invariant and time varying multivariate autoregressive modeling of econometric time series, (with W.Gersch), 1982.
[249] Bayesian analysis of outliers via Akaike's predictive likelihood of a model, 1982. (Published in Comm. in Statist. Vol.6, No.1 (1984))
[283] Decomposition of a signal by a time series model and extraction of micro earthquakes, (with T.Takanami), 1984. (Published in Signal Processing, Vol.8, No.2 (1985))
[290] Non-Gaussian smoothness prior modeling of nonstationary time series, 1985. (Published in JASA, Vol.82, No.400 (1987)) [343] Smoothing time series with nonlinear state space model, 1988. (Published in revised form in Statistica Sinica, Vol.1, No.2 (1991)) [355] Non-Gaussian seasonal adjustment, 1988. (Published in CMA Vol.18, No.6/7 (1989)) [380] Estimation of the arrival times of seismic waves by multivariate time series model, 1990. (Published in Annals of the Institute of Statistical Mathematics, Vol.43, No.3 (1991)). [388] Two-filter formula for smoothing and an implementation of the Gaussian-sum smoother, 1990. (Published in AISM, Vol. 46, No. 4 (1994)), [434] A Time varying coefficient vector AR modeling of nonstationary covariance time series, (with Xing-Qi Jiang), 1992. (Published in Signal Processing, Vol. 33 (1993)) [462] A Monte Carlo filtering and smoothing method for non-Gaussian nonlinear state space models, 1993. [476] A note on the maximum likelihood fitting of continuous AR model, 1993. [478] A derivation of the Kalman filter and the fixed interval smoother as special cases of the non-Gaussian filter and smoother, 1993. [481] Information criteria for the predictive evaluation of Bayesian models, 1993. [518] Smoothness priors analysis of quasi-periodic time series, (with Will Gersch), 1994. [522] Detection of coseismic changes of undergraound water level, (with Norio Matsumoto), 1994. [529] Kullback-Leibler information approach to the optimum measurement point for Bayesian estimation, (with Akifumi Yafune and Makio Ishiguro), 1994. [532] Bootstrapping log likelihood and EIC, an extension of AIC, (with M. Ishiguro and Y. Sakamoto), 1994. [540] Model selection by EIC, a bootstrap version of AIC, (with M. Ishiguro and Y. Sakamoto), 1995. [576] Non-Gaussian stochastic volatility model, (with Y. Nagahara), 1995 [578] Self-organizing state space model, 1995 [579] Monte Carlo smoothing method for seasonal adjustment, (with Y. Nagahara), 1995. [661] State space decomposition of daily scanner sales into trend, day-of-the-week effect and price promotion effect, (with F. Kondo) Jan. 1998. [663] Second order bias correction for generalized information criterion, (with S. Konishi), Feb. 1998. [667] Time-varying regression coefficient estimates of scanner sales based on vector state space model, (with F. Kondo), May 15, 1998. [683] Improved information criteria for statistical modeling, (with S. Konishi) Aug. 1998. [687] Decomposition of Price Promotion Effect into Brand Substitution and Category Expansion, 1998.
[701] 時系列モデルによる金融政策の分析とシミュレーション, (川崎能典，佐藤整尚，田中直毅と共著) Oct. 14. 1998. [713] Bias and variance reduction techniques for log-likelihood based information criterion, (with S. Konishi) Dec. 1998. [726] Signal Extraction problems in Seismology, (with T. Takanami and N. Matsumoto), May 1999. [738] Four time-varying aspects on scanner sales based on vector state space mdeol, (with F. Kondo) Sep.1, 1999. [765] Forecasting with Time-varying Competitive Structure Models: Application to Daily Scanner Sales, (with Kondo,F.N.) July 14, 2000. [810] Semi-Markov switching slope model, (with Hakamata, M.) July 19, 2001. [886] Extended power contribution that can be applied without independence assumption, (with Tanokura, Y.) July 4, 2003. [902] Generalized power contribution to detect correlated noise sources, (with Tanokura, Y.) Dec. 26 2003 [98-J-12] 非ガウス型状態空間モデルによる確率的ボラティリティモデルの推定(佐藤整尚，永原裕一と共著) July 1998. [98-J-22] 一般化状態空間モデルによる分散変動時系列の解析 (佐藤整尚と共著) Oct. 1998. 日本銀行調査統計局 Working Paper [01-03] 時系列モデルによるインフレ率予測誤差の分析(川崎能典と共著) Sep. 2001.
Research Memoranda, The Institute of Statistical Mathematics
1975-1979
1980-1984
1985-1989
1990-1994
1995-1999
1995-1999
日本銀行金融研究所 IMES Discussion Paper
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Updated December 30, 2014