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11/13/2019
The Value of the High, Low and Close in the Estimation of Brownian Motion: Extended Version
The conditional density of Brownian motion is considered given the max, ...
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11/13/2019
Mean and Variance of Brownian Motion with Given Final Value, Maximum and ArgMax: Extended Version
The conditional expectation and conditional variance of Brownian motion ...
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11/12/2019
Combinatorial Models of Cross-Country Dual Meets: What is a Big Victory?
Combinatorial/probabilistic models for cross-country dual-meets are prop...
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03/30/2018
Spectral Estimation of Plasma Fluctuations I: Comparison of Methods
The relative root mean squared errors (RMSE) of nonparametric methods fo...
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03/28/2018
A Sherman-Morrison-Woodbury Identity for Rank Augmenting Matrices with Application to Centering
Matrices of the form A + (V_1 + W_1)G(V_2 + W_2)^* are considered where ...
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03/26/2018
A Hierarchy of Empirical Models of Plasma Profiles and Transport
Two families of statistical models are presented which generalize global...
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03/16/2018
Sufficient Conditions for a Linear Estimator to be a Local Polynomial Regression
It is shown that any linear estimator that satisfies the moment conditio...
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03/16/2018
Optimal Boundary Kernels and Weightings for Local Polynomial Regression
Kernel smoothers are considered near the boundary of the interval. Kerne...
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03/14/2018
Smoothing Spline Growth Curves With Covariates
We adapt the interactive spline model of Wahba to growth curves with cov...
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03/14/2018
Block Diagonally Dominant Positive Definite Sub-optimal Filters and Smoothers
We examine stochastic dynamical systems where the transition matrix, Φ, ...
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03/12/2018
Minimum bias multiple taper spectral estimation
Two families of orthonormal tapers are proposed for multi-taper spectral...
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03/12/2018
Statistical tests for evaluating an earthquake prediction method
The impact of including postcursors in the null hypothesis test is discu...
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03/12/2018
Kernel estimation of the instantaneous frequency
We consider kernel estimators of the instantaneous frequency of a slowly...
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03/11/2018
Function Estimation Using Data Adaptive Kernel Estimation - How Much Smoothing?
We determine the expected error by smoothing the data locally. Then we o...
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03/11/2018
Adaptive Smoothing of the Log-Spectrum with Multiple Tapering
A hybrid estimator of the log-spectral density of a stationary time seri...
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03/11/2018
Optimal Estimation of Dynamically Evolving Diffusivities
The augmented, iterated Kalman smoother is applied to system identificat...
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03/11/2018
Fast Adaptive Identification of Stable Innovation Filters
The adaptive identification of the impulse response of an innovation fil...
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03/11/2018
Adaptive Kernel Estimation of the Spectral Density with Boundary Kernel Analysis
A hybrid estimator of the log-spectral density of a stationary time seri...
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03/11/2018
Banded Matrix Fraction Representation of Triangular Input Normal Pairs
An input pair (A,B) is triangular input normal if and only if A is trian...
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03/11/2018
Piecewise Convex Function Estimation and Model Selection
Given noisy data, function estimation is considered when the unknown fun...
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03/11/2018
Piecewise Convex Function Estimation: Representations, Duality and Model Selection
We consider spline estimates which preserve prescribed piecewise convex ...
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03/11/2018
Piecewise Convex Function Estimation: Pilot Estimators
Given noisy data, function estimation is considered when the unknown fun...
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03/11/2018
Optimal Data-based Kernel Estimation of Evolutionary Spectra
Complex demodulation of evolutionary spectra is formulated as a two-dime...
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03/11/2018
Improved Asymptotics for Zeros of Kernel Estimates via a Reformulation of the Leadbetter-Cryer Integral
The expected number of false inflection points of kernel smoothers is ev...
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03/11/2018