Författare: Genshiro Kitagawa

The Akaike information criterion (AIC) derived as an estimator of the Kullback-Leibler information discrepancy provides a useful tool for evaluating statistical models, and numerous successful applic …

​This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the …

This book presents multivariate time series methods for the analysis and optimal control of feedback systems. Although ships’ autopilot systems are considered through the entire book, the methods set …

Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness …

The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the statistical and …

Due to the introduction of the information criterion AIC and development of prac- tical use of Bayesian modeling, the method of time analysis is now showing remarkable progress. In attempting the …

Praise for the first edition:[This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. … [It] is a valuable book, especially …

Praise for the first edition:[This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. … [It] is a valuable book, especially …

Available in English for the first time, this classic and influential book by the late Kohei Ohtsu presents real examples of ships in motion under irregular ocean waves, how to understand the …

Available in English for the first time, this classic and influential book by the late Kohei Ohtsu presents real examples of ships in motion under irregular ocean waves, how to understand the …