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Uchida, M. Joint distributions of numbers of successruns until the first consecutive k successes in a secondorder twostate Markov chain. [3/6/1996] (dvi) 

Uchida, M. On number of occurrences of successruns of exact length k. [3/6/1996] (dvi) 

Terlaky, T. and Tsuchiya, T. A note on Mascarenhas'counter example about global convergence of the affine scaling algorithm. [3/27/1996] (ps.gz) 

Iba, Y. Statistical methods for information integration (ver.2.5). [2/19/1996] 

Kitakado, T. and Hirano, K. Distribution of the number of success runs in twostate Markov chain and its applications. [2/9/1996] 

Iba, Y. and TanakaYamawaki, M. A Statistical analysis of human random number generators. [1/31/1996] 

Iba, Y. An introduction to statistical physics  spin models on lattices and Markov chain Monte Carlo . [1/31/1996] 

Higuchi, T. An analysis of timevarying frequency wave by using SelfORganizing TIme Series Model(SORTism). [1/31/1996] 

Kawano, H. and Higuchi, T. Bootstrap method for the minimum variance analysis:Error estimation for the maximum variance eigenvector. [1/31/1996] 

Ogata, Y. Spacetime pointprocess models for earthquake occurrences. [1/12/1996] 

Tsuchiya, T. and Konishi, S. General saddlepoint approximations and normalizing transformations for statistics in multivariate analysis. [1/9/1996] 

Shoji, I. Consistency of the estimator derived from the Euler method. [12/26/1995] 

Shoji, I. and Ozaki, T. A local linearization method for multivariate stochastic processes. [12/26/1995] 

Yoshimoto, A. and Shoji, I. Forest land valuation for Sugi and Hinoki stands under stochastic log prices in Japanese markets. [12/21/1995] 

Iba, Y. Information integration and fundamental problems in artificial intelligence. [12/5/1995] 

Iba, Y. Statistical methods for information integration (ver.1.1). [12/5/1995] 

Yamasita, S. Modal choice model by logit model with NM utility function. [12/1/1995] 

Kawano, H. and Higuchi, T. A generalization of the minimum variance analysis method. [11/7/1995] 

Sakamoto, Y. , Takada, Y. and Yoshida, N. Inadmissibility of the usual prediction region in a multivariate normal distribution. [11/2/1995] 

Kitagawa, G. and Nagahara, Y. Monte Carlo smoothing method for seasonal adjustment. [10/24/1995] 

Kitagawa, G. Selforganizing state space model. [10/24/1995] 

Yato, T. and Yamasita, S. An infinite period problem of pension ALM: An application for MDP. [10/25/1995] 

Nagahara, Y. and Kitagawa, G. NonGaussian stochastic volatility model. [9/27/1995] 

Wang, J.F. , Ohuchi, S. and Taguri, M. Higher order accurate confidence intervals for smooth functions of means with application to the correlation coefficient. [9/14/1995] 

Wang, J.F. and Taguri, M. Effect of bootstrap resample size for quadratic functional statistics. [9/14/1995] 

Wang, J.F. and Taguri, M. Bootstrap method  an introduction from a twosample problem. [9/14/1995] 

Sakamoto, Y.(Coordinator Research Committee for the Study of the Japanese
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Ogata, Y. Markov chain Monte Carlo integration through simulated annealing and its application to likelihood computation of Bayesian models. [8/3/1995] 

Iba, Y. Markov chain Monte Calro algorithms and their applications to statistics. [7/6/1995] 

Nagahara, Y. Note on a comparison of parameter estimation methods for a stochastic differential equation. [7/5/1995] 

Nagahara, Y. NonGaussian distribution for stock returns and related stochastic differential equation. [7/5/1995] 

Tsuchiya, T.(Takahiro) and Matsunawa, T. Improved nonparametric statistical uncertainty relations. [6/26/1995] 

Tsuchiya, T. and Matsunawa, T. Specification of nonparametric models for observations in multivariate real case. [6/26/1995] 

Tsuchiya, T. and Matsunawa, T. Multivariate nonparametric statistical uncertainty relation and statistical fundamental equations for complex random matrices. [6/26/1995] 

Higuchi, T. The Kitagawa Monte Carlo filter using the genetic algorithm operators. [6/26/1995] 

Tanemura, M. Some problems of spatial patterns on the sphere. [6/23/1995] 

Klebanov, L.B. , Rachev, S.T. and Shimizu, R. Distributions of linear forms with random coefficients. [6/15/1995] 

Shoji, I. Comparative study of estimation methods for a continuous time stochastic process. [6/1/1995] 

Yoshida, N. Asymptotic expansion of a functional of a onedimensional diffusion process. [5/31/1995] 

Yanagimoto, T. Estimation based on estimating equations  From the maximum likelihood method and the method of moments. [5/2/1995] 

Iba, Y. Learning with hierarchical structures  an approach from Bayesian statistics . [4/25/1995] 

Shoji, I. Approximation of a continuous time stochastic process by a new local linearization method. [4/20/1995] 

Higuchi, T. On the resampling scheme in the filtering procedure of the Kitagawa Monte Carlo filter. [4/18/1995] 

Ichikawa, M. and Konishi, S. Bootstrap tests for the goodness of fit in linear latent variable models. [4/17/1995] 

Itoh, Y. The paperscissorsstone model A nonlinear integrable system. (mpg:30MB) (wmv:3MB) 

Muramatsu, M. and Tsuchiya, T. Infeasibility detection in an affine scaling infeasible interior point algorithm. [3/31/1995] 

Florian, J. Topology and geometry design for trusses by interior point methods. [3/31/1995] 

Wang, J.F. and Taguri, M. Better jackknife confidence intervals. [3/20/1995] 

Kanefuji, K. and Iwase, K. On an exponential inverse Gaussian distribution. [3/15/1995] 

Konishi, S. and Kitagawa, G. Generalized information criterion and the bootstrap. [3/16/1995] 

Ishiguro, M. A spatiotemporal model of atmospheric fluctuation. [3/14/1995] 

Monteiro, R.D.C. and Tsuchiya, T. Global convergence of the affine scaling algorithm for convex quadratic programming. [3/28/1995] 

Zhao, Y. Distributions of linear combinations and error rates of linear discriminant function under elliptical distributions. [3/10/1995] 

Yato, T. and Yamasita, S. The sensitivity analysis and simplifying the calculation of the pension ALM. [3/28/1995] 

Shoji, I. and Ozaki, T. Reconsideration of the local linearization scheme for nonlinear time series modeling. [2/7/1995] 

Higuchi, T. Statistical inference of groundwater radon. [2/1/1995] 

Nishiyama, Y. A central limit theorem for infinite dimensional local Martingales. [1/31/1995] 

Yamasita, S. The relationship of regularity to late avoidance behaviour of traffic mode choice. [1/6/1995] 

Kitagawa, G. , Ishiguro, M. and Sakamoto, Y. Model selection by EIC, a bootstrap version of AIC. [1/6/1995] 

Aki, S. and Hirano, K. Lifetime distribution and estimation problems of consecutivekoutofn:F systems. [1/4/1995] 

Freund, R.W. and Jarre, F. A QMRbased interiorpoint algorithm for solving linear programs. [12/28/1994] 

Miller, A.S. and Nakamura, T. Conservative trends in the U.S.: Disentangling period, age and cohort effects. [12/15/1994] 

Jarre, F. and Wright, S. On the role of the objective function in barrierfunction methods. [12/1/1994] 

Freund, R.W. , Jarre, F. and Schaible, S. On interiorpoint methods for fractional programs and their convex reformulation. [11/29/1994] 

Hossain, Md.F. , Kashiwagi, N. and Hirano, K. A generalization of the power inverse Gaussian distribution with some properties. [11/28/1994] 

Matsunawa, T. Basic parametric statistical model building without assuming existence of true distributions. [11/14/1994] 

Ishiguro, M. , Sakamoto, Y. and Kitagawa, G. Bootstrapping log likelihood and EIC, an extension of AIC. [11/9/1994] 

Ozaki, T. A likelihood analysis of chaos: A simple statistical method for the identification of chaos. [10/28/1994] 

Shoji, I. and Ozaki, T. A note on the rate of convergence of the new local linearization method. [10/7/1994] 

Yafune, A. , Ishiguro, M. and Kitagawa, G. KullbackLeibler information approach to the optimum measurement point for Bayesian estimation. [10/5/1994] 

Nagahara, Y. Crosssectionalskewdependent distribution models for industry returns in Japanese stock market. [9/28/1994] 

Shimizu, R. and Fujikoshi, Y. Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures. [9/27/1994] 

Hossain, Md. F. Estimation of finite and closed population size: An inverse sampling approach with unequal recapture probability. [9/21/1994] 

Nishiyama, Y. Local asymptotic normarity of a sequential model for marked point processes and its applications. [9/12/1994] 

Shoji, I. and Ozaki, T. Estimation for a continuous time stochastic process : A new local linearization approach. [9/6/1994] 

Nakamura, N. The estimation of finite mixture distributions and the clustering procedure. [8/31/1994] 

Kitagawa, G. and Matsumoto, N. Detection of coseismic changes of underground water level. [8/30/1994] 

Tsunoda, T., Ueda, S. and Itoh, Y. Adpositions in word order typology. [8/29/1994] 

Yoshida, N. Asymptotic expansion for local density of martingales. [8/23/1994] 

Kato, H., Wada, T. and Ishiguro, M. A study of human body balance by new multivariate feedback models with common low frequency components. [8/19/1994] 

Kitagawa, G. and Gersch, W. Smoothness priors analysis of quasiperiodic time series. [8/17/1994] 

Yoshida, N. Malliavin calculus and asymptotic expansion for martingales. [7/29/1994] 

Jin, M.Z. Classification of sentences by wordlength distribution of verbs with proportions of Japanese words and those of compound words. [7/15/1994] 

Nagahara, Y. Recursive formula for evaluating the normalizing constant and cumulative function of type IV family of Pearson system of distributions. [7/5/1994] 

Jin, M.Z. Classification of sentences by data of the used commas in sentences [6/20/1994] 

Takahashi, T. Neuronal basis for perception and memory in the cerebral cortex. [6/1/1994] 

Takahashi, T. Quantitative methods for analyzing responses of multiple neurons. [6/1/1994] 

Takahashi, T. and Riquimaroux, H. Timevariant structure of the primate auditory cortex. [6/1/1994] 

Tsuchiya, T. A new family of polynomialtime interior point algorithms for linear programming. [5/23/1994 

Ikoma, N. Estimation for peak frequency of time varying power spectrum from nonstationary irregular vibration data. [5/17/1994] 

Aki, S. and Hirano, K. Joint distributions of numbers of successruns until the first consecutive {\em k} successes. [5/16/1994] 

Nakamura, N. and Konishi, S. Estimation procedure for the number of components in a multivariate finite mixture model. [4/26/1994] 

Shoji, I. and Ozaki, T. A multicountry comparison of the models of the shortterm interest rates using the local linearization method. [4/21/1994] 

Shimizu, R. and Fujikoshi, Y. An improvement on error bounds for asymptotic expansions of the distribution function of a scale mixture variate. [3/23/1994] 

Yoshida, N. Malliavin calculus and asymptotic expansion for martingales. [3/22/1994] 

Ogata, Y. Evaluation of Bayesian visualization models―Two computational methods. [3/15/1994] 

Honda, Masayuki(Chiba University Hospital) and Konishi, Sadanori The effect of a shrinkage estimator on the linear discriminant function. [2/22/1994] 

Zhao, Y. and Konishi, S. Limit distributions of multivariate kurtosis and moments under ScheiddeggerWatson distributions. [2/22/1994] 

Matsunawa, T. and Zhao, Y. Specification of models for observations in multivariate cases. [2/21/1994] 