
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, ...
read it

Mean and Variance of Brownian Motion with Given Final Value, Maximum and ArgMax: Extended Version
The conditional expectation and conditional variance of Brownian motion ...
read it

Combinatorial Models of CrossCountry Dual Meets: What is a Big Victory?
Combinatorial/probabilistic models for crosscountry dualmeets are prop...
read it

Spectral Estimation of Plasma Fluctuations I: Comparison of Methods
The relative root mean squared errors (RMSE) of nonparametric methods fo...
read it

A ShermanMorrisonWoodbury 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 ...
read it

A Hierarchy of Empirical Models of Plasma Profiles and Transport
Two families of statistical models are presented which generalize global...
read it

Sufficient Conditions for a Linear Estimator to be a Local Polynomial Regression
It is shown that any linear estimator that satisfies the moment conditio...
read it

Optimal Boundary Kernels and Weightings for Local Polynomial Regression
Kernel smoothers are considered near the boundary of the interval. Kerne...
read it

Smoothing Spline Growth Curves With Covariates
We adapt the interactive spline model of Wahba to growth curves with cov...
read it

Block Diagonally Dominant Positive Definite Suboptimal Filters and Smoothers
We examine stochastic dynamical systems where the transition matrix, Φ, ...
read it

Minimum bias multiple taper spectral estimation
Two families of orthonormal tapers are proposed for multitaper spectral...
read it

Statistical tests for evaluating an earthquake prediction method
The impact of including postcursors in the null hypothesis test is discu...
read it

Kernel estimation of the instantaneous frequency
We consider kernel estimators of the instantaneous frequency of a slowly...
read it

Function Estimation Using Data Adaptive Kernel Estimation  How Much Smoothing?
We determine the expected error by smoothing the data locally. Then we o...
read it

Adaptive Smoothing of the LogSpectrum with Multiple Tapering
A hybrid estimator of the logspectral density of a stationary time seri...
read it

Optimal Estimation of Dynamically Evolving Diffusivities
The augmented, iterated Kalman smoother is applied to system identificat...
read it

Fast Adaptive Identification of Stable Innovation Filters
The adaptive identification of the impulse response of an innovation fil...
read it

Adaptive Kernel Estimation of the Spectral Density with Boundary Kernel Analysis
A hybrid estimator of the logspectral density of a stationary time seri...
read it

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...
read it

Piecewise Convex Function Estimation and Model Selection
Given noisy data, function estimation is considered when the unknown fun...
read it

Piecewise Convex Function Estimation: Representations, Duality and Model Selection
We consider spline estimates which preserve prescribed piecewise convex ...
read it

Piecewise Convex Function Estimation: Pilot Estimators
Given noisy data, function estimation is considered when the unknown fun...
read it

Optimal Databased Kernel Estimation of Evolutionary Spectra
Complex demodulation of evolutionary spectra is formulated as a twodime...
read it

Improved Asymptotics for Zeros of Kernel Estimates via a Reformulation of the LeadbetterCryer Integral
The expected number of false inflection points of kernel smoothers is ev...
read it

Reduction of Restricted Maximum Likelihood for Random Coefficient Models
The restricted maximum likelihood (REML) estimator of the dispersion mat...
read it