Koki Kyo, Genshiro Kitagawa. Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles. Asian J. of Management Science and Applications. 2021. 6. 2. 134-134
Hui Peng, Genshiro Kitagawa, Yoshiyasu Tamura, Yanhui Xi, Yemei Qin, Xiaohong Chen. A modeling approach to financial time series based on market microstructure model with jumps. APPLIED SOFT COMPUTING. 2015. 29. 40-51
Genshiro Kitagawa. Computational aspects of sequential Monte Carlo filter and smoother. Annals of the Institute of Statistical Mathematics. 2014. 66. 3. 443-471
Multivariable RBF-ARX model-based robust MPC approach and application to thermal power plan
(2010 IEEE International Conference on Control Applications (CCA) 2010)
Self-tuned Model for Seasonal Adjustment,
(Joint Statistical Meetings, Chicago, U.S.A. 1996)
Monte Carlo Methods for the Estimation and Selection of Time Series Models
(Sydney Int. Stat. Cong., 28th Symp. Interface,Sydney, Australia 1996)
Time Varying VARModeling of Nonstationary Time Series
(US-Japan Joint Seminor on Statistical Time Series Analysis, Honolulu, U.S.A. 1993)
State Space Modeling of Time Series and Some Applications to Climatological Data
(5th International Meeting on Statistical Climatology, Toronto, Canada 1992)
