Annals of the Institute of Statistical Mathematics

Golf Swing Motion Analysis: An Experiment on the Use of Verbal Analysis in Statistical Reasoning
pp. 1-10(10)
Author: Akaike H.

Special Issue on Nonlinear Non-Gaussian Models and Related Filtering Methods
pp. 3-3(1)
Authors: Kitagawa G.; Higuchi T.

Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data
pp. 11-30(20)
Authors: Fahrmeir L.; Lang S.

Fully Bayesian Analysis of Switching Gaussian State Space Models
pp. 31-49(19)
Authors: Frühwirth-Schnatter S.

A Monte Carlo Filtering Approach for Estimating the Term Structure of Interest Rates
pp. 50-62(13)
Authors: Takahashi A.; Sato S.

Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques
pp. 63-81(19)
Author: Tanizaki H.

Maximum a Posteriori Sequence Estimation Using Monte Carlo Particle Filters
pp. 82-96(15)
Authors: Godsill S.; Doucet A.; West M.

Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models
pp. 97-112(16)
Authors: Bergman N.; Doucet A.; Gordon N.

Lévy-Driven Carma Processes
pp. 113-124(12)
Author: Brockwell P.J.

Estimating Functions for Nonlinear Time Series Models
pp. 125-141(17)
Authors: Chandra S.A.; Taniguchi M.

Sequential Estimation for a Functional of the Spectral Density of a Gaussian Stationary Process
pp. 142-158(17)
Authors: Shiohama T.; Taniguchi M.

Asymptotics for Wavelet Based Estimates of Piecewise Smooth Regression for Stationary Time Series
pp. 159-178(20)
Authors: Truong Y.K.; Patil P.N.

Web Quantlets for Time Series Analysis
pp. 179-188(10)
Authors: Härdle W.; Kleinow T.; Tschernig R.