G
Genshiro Kitagawa
Researcher at University of Tokyo
Publications - 144
Citations - 11153
Genshiro Kitagawa is an academic researcher from University of Tokyo. The author has contributed to research in topics: Akaike information criterion & Autoregressive model. The author has an hindex of 38, co-authored 137 publications receiving 10700 citations. Previous affiliations of Genshiro Kitagawa include Graduate University for Advanced Studies & University of Tulsa.
Papers
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Journal ArticleDOI
Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models
TL;DR: A new algorithm based on a Monte Carlo method that can be applied to a broad class of nonlinear non-Gaussian higher dimensional state space models on the provision that the dimensions of the system noise and the observation noise are relatively low.
Journal ArticleDOI
Akaike Information Criterion Statistics
Journal ArticleDOI
Non-Gaussian State—Space Modeling of Nonstationary Time Series
TL;DR: A non-Gaussian state—space approach to the modeling of nonstationary time series is shown, where the system noise and the observational noise are not necessarily Gaussian.
Book
Information Criteria and Statistical Modeling
TL;DR: A generalized information criterion (GIC) and a bootstrap information criterion are presented, which provide unified tools for modeling and model evaluation for a diverse range of models, including various types of nonlinear models and model estimation procedures such as robust estimation, the maximum penalized likelihood method and a Bayesian approach.
Book
Akaike Information Criterion Statistics
Y. Sakamoto,Genshiro Kitagawa +1 more
TL;DR: Akaike Information Criterion Statistics as discussed by the authors is a set of statistics about the Akaike information criterion statistics of a given set of Akaikes, e.g., as discussed by the authors.