2026 Genshiro Kitagawa: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	36	2564	2285	42	38	160	18399

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Mathematics

2564

2285

160

18399

Research.com Recognitions

2000 - Fellow of the American Statistical Association (ASA)

Overview

Genshiro Kitagawa is affiliated with the University of Tokyo in Japan. Their research spans across the fields of Computer Science and Economics, Econometrics and Finance, focusing on several subfields including Artificial Intelligence, Economics and Econometrics, Signal Processing, General Economics, Econometrics and Finance, and Management Science and Operations Research.

Their work covers a range of topics such as Complex Systems and Time Series Analysis, Time Series Analysis and Forecasting, Monetary Policy and Economic Impact, Market Dynamics and Volatility, Economic Theory and Policy, Stock Market Forecasting Methods, and Forecasting Techniques and Applications.

Kitagawa has contributed papers to various prominent publication venues. These include:

arXiv (Cornell University) with 8 publications
Journal of Business Cycle Research with 2 publications
Asian Journal of Management Science and Applications with 1 publication

Selected recent papers authored or co-authored by Kitagawa include:

"A Moving Linear Model Approach for Extracting Cyclical Variation from Time Series Data" (2023), published in the Journal of Business Cycle Research
"Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles" (2022), published in the Journal of Business Cycle Research
"Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles" (2021), published in the Asian Journal of Management Science and Applications
"Pearson chi^2-divergence Approach to Gaussian Mixture Reduction and its Application to Gaussian-sum Filter and Smoother" (2020), published in arXiv (Cornell University)
"An implimentation of the Differential Filter for Computing Gradient and Hessian of the Log-likelihood of Nonstationary Time Series Models" (2022), published in arXiv (Cornell University)

Frequent co-authors include:

Koki Kyo
Hideo Noda
Yoko Tanokura
Seisho Sato

Throughout their career, Kitagawa has worked extensively on topics that integrate statistical and computational methods with economic data analysis, particularly focusing on time series models and forecasting techniques. The research contributions also explore the cyclical behavior of economic indicators and methods for improving seasonal adjustments and decomposition of time series data.

Recognition received by Kitagawa includes the designation as a Fellow of the American Statistical Association (ASA) awarded in 2000.

Best Publications

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Genshiro Kitagawa

3329
Citations
Akaike Information Criterion Statistics

Y. Sakamoto;G. Kitagawa

2627
Citations
Akaike Information Criterion Statistics

Dan Grove;Y. Sakamoto;M. Ishiguro;G. Kitagawa

2615
Citations
Non-Gaussian State—Space Modeling of Nonstationary Time Series

Genshiro Kitagawa

1509
Citations
Information Criteria and Statistical Modeling

Sadanori Konishi;Genshiro Kitagawa

1271
Citations
Smoothness priors analysis of time series

Genshiro Kitagawa;Will Gersch

875
Citations
Generalised information criteria in model selection

Sadanori Konishi;Genshiro Kitagawa

623
Citations
A self-organizing state-space model

Genshiro Kitagawa

558
Citations
A Smoothness Priors–State Space Modeling of Time Series with Trend and Seasonality

Genshiro Kitagawa;Will Gersch

471
Citations
Selected papers of Hirotugu Akaike

Emanuel Parzen;Kunio Tanabe;Genshiro Kitagawa

423
Citations
A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series

G. Kitagawa;W. Gersch

362
Citations
A procedure for the modeling of non-stationary time series

Genshiro Kitagawa;Hirotugu Akaike

255
Citations
Introduction to Time Series Modeling

Genshiro Kitagawa

250
Citations
A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER

Genshiro Kitagawa

209
Citations
Theory and Methods

Genshiro Kitagawa

205
Citations
Bootstrapping Log Likelihood and EIC, an Extension of AIC

Makio Ishiguro;Yosiyuki Sakamoto;Genshiro Kitagawa

204
Citations
The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother

Genshiro Kitagawa

186
Citations
A new efficient procedure for the estimation of onset times of seismic waves.

Tetsuo Takanami;Genshiro Kitagawa

180
Citations
The Prediction of Time Series With Trends and Seasonalities

Will Gersch;Genshiro Kitagawa

175
Citations
ESTIMATION OF THE ARRIVAL TIMES OF SEISMIC WAVES BY MULTIVARIATE TIME SERIES MODEL

Tetsuo Takanami;Genshiro Kitagawa

168
Citations
Non-Gaussian state-space modeling of nonstationary time series. Comment. Rejoinder

G. Kitagawa;R. Kohn;C. F. Ansley;R. D. Martin

18
Citations

Frequent Co-Authors

Hirotugu Akaike The Graduate University for Advanced Studies, SOKENDAI

Alan T. Linde Carnegie Institution for Science

Dimitris A. Pados Florida Atlantic University

Xiaohong Chen Central South University

External Links

Personal website of Genshiro Kitagawa Google Scholar page

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