Selected Papers by G. Kitagawa

1. G. Kitagawa, Computational aspects of sequential Monte Carlo filter and smoother, Ann. Inst. Statist. Math., 66(3), 443-471 (2014).
2. G. Kitagawa, S. Konishi, Bias and variance reduction techniques for bootstrap information criteria. Ann. Ins. Statist. Math., 62(1), 209-234 (2010).
3. G. Kitagawa, T. Takanami and N. Matsumoto, Signal extraction problems in seismology, Int. Statist. Review, 69 (2001), 129-152.
4. G. Kitagawa, Self-organizing state space model, J. Amer. Statist. Assoc., 93 (1998), 1203-1215.
5. M. Ishiguro, Y. Sakamoto and G. Kitagawa, Bootstrapping log likelihood and EIC, an extension of AIC, Ann. Inst. Statist. Math., 49 (1997), 411-434.
6. S. Konishi and G. Kitagawa, Generalized information criteria in model selection, Biometrika, 83 (1996), 875-890.
7. G. Kitagawa and N. Matsumoto, Detection of coseismic changes of underground water level, J. Amer. Statist. Assoc., 91 (1996), 521-528.
8. G. Kitagawa, Monte Carlo filter and smoother for non-Gaussian nonlinear state space models, J. Comp. Graph. Statist., 5 (1996), 1-25.
9. T. Takanami and G. Kitagawa, Estimation of the arrival times of seismic waves by multivariate time series model, Ann. Inst. Statist. Math., 43( 3) 407-433 (1991).
10. G. Kitagawa, A nonlinear smoothing method for time series analysis, Statistica Sinica, 1(2) 371-388 (1991).
11. G. Kitagawa, Non-Gaussian state-space modeling of nonstationary time series, J. Amer. Statist. Assoc., 82 (1987), 1032-1063.
12. G. Kitagawa and W. Gersch, A smoothness priors-time varying AR coefficient modeling of nonstationary covariance time series, IEEE Trans. Automat. Contr., 30, 48-56 (1985).
13. G. Kitagawa and W. Gersch, A smoothness priors-state space approach to the modeling of time series with trend and seasonality, J. Amer. Statist. Assoc., 79 (1984), 378-389.
14. W. Gersch and G. Kitagawa, The prediction of time series with trends and seasonalities. Journal of Business & Economic Statistics, 1(3) 253-264 (1983)
15. G. Kitagawa, Changing spectrum estimation. Journal of Sound and Vibration, 89(4) (1983) 433-445
16. A nonstationary time series model and its fitting by a recursive filter. G. Kitagawa, Journal of Time Series Analysis, 2(2), 103-116 (1981)
17. G. Kitagawa, On the use of AIC for the detection of outliers. Technometrics, 21(2) 193-199 (1979)
18. K.Ohtsu, M.Horigome and G. Kitagawa, A new ship's auto pilot design through a stochastic model. Automatica, 15(3) 255-268 (1979)
19. G. Kitagawa and H. Akaike, A procedure for the modeling of non-stationary time series. Ann. Inst. Statist. Math., 30(2), B 351-363 (1978)

Updated December 29, 2014