research
∙
09/15/2023
Information Criterion for a Large Scale Subset Regression Models
The information criterion for determining the number of explanatory vari...
share
research
∙
10/12/2022
Fitting State-space Model for Long-term Prediction of the Log-likelihood of Nonstationary Time Series Models
The goodness of the long-term prediction in the state-space model was ev...
research
∙
09/24/2022
An implimentation of the Differential Filter for Computing Gradient and Hessian of the Log-likelihood of Nonstationary Time Series Models
The state-space model and the Kalman filter provide us with unified and ...
research
∙
09/21/2022
The Information Criterion GIC of Trend and Seasonal Adjustment Models
This paper presents an algorithm for computing the GIC and the TIC of th...
research
∙
01/03/2020