All ebooks by Genshiro Kitagawa in PDF and EPUB
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All ebooks by Genshiro Kitagawa in PDF and EPUB


3  Book(s)
Download this eBook Indexation and Causation of Financial Markets
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Indexation and Causation of Financial Markets


Genshiro Kitagawa , Yoko Tanokura


?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 method. In order to fully reflect the movements of prices or returns on a...

Publication date: 2016-01-07
Format: PDF, ePub
Publisher: Springer
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£44,99
Download this eBook Time Series Modeling for Analysis and Control
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Time Series Modeling for Analysis and Control


Genshiro Kitagawa , Kohei Ohtsu , Hui Peng


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 forth in this book can be applied to many other complicated, large, or...

Publication date: 2015-03-19
Format: ePub
Publisher: Springer
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£44,99
Download this eBook Information Criteria and Statistical Modeling
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Information Criteria and Statistical Modeling


Genshiro Kitagawa , Sadanori Konishi


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 applications of the AIC have been reported in various fields of natural...

Publication date: 2007-09-12
Format: PDF
Publisher: Springer
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£89,50

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