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In this paper, we propose some estimators for the parameters of a statistical model based on Kullback-Leibler divergence of the survival function in continuous setting. We prove that the proposed estimators are subclass of "generalized…
This paper presents the misestimation of temperature when observations from a kappa distributed plasma are analyzed as a Maxwellian. One common method to calculate the space plasma parameters is by fitting the observed distributions using…
A new partial functional linear regression model for panel data with time varying parameters is introduced. The parameter vector of the multivariate model component is allowed to be completely time varying while the function-valued…
We discuss parametric estimation of a degenerate diffusion system from time-discrete observations. The first component of the degenerate diffusion system has a parameter $\theta_1$ in a non-degenerate diffusion coefficient and a parameter…
We present a new proof of the quantum Cramer-Rao bound for precision parameter estimation [1-3] and extend it to a more general class of measurement procedures. We analyze a generalized framework for parameter estimation that covers most…
Quantum metrology derives its capabilities from the careful employ of quantum resources for carrying out measurements. This advantage, however, relies on refined data postprocessing, assessed based on the variance of the estimated…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
The problem on the Cramer-Rao Lower Bounds (CRLBs) for the joint time delay and Doppler stretch estimation of an extended target is considered in this paper. The integral representations of the CRLBs for both the time delay and the Doppler…
The sensitivity parameter is widely used for quantifying fine tuning. However, examples show it fails to give correct results under certain circumstances. We argue that these problems only occur when calculating the sensitivity of a…
Dynamic state and parameter estimation methods for dynamic security assessment in power systems are becoming increasingly important for system operators. Usually, the data used for this type of applications stems from phasor measurement…
We propose a new finite sample corrected variance estimator for the linear generalized method of moments (GMM) including the one-step, two-step, and iterated estimators. Our formula additionally corrects for the over-identification bias in…
We consider the problem of modulating the value of a parameter onto a band-limited signal to be transmitted over a continuous-time, additive white Gaussian noise (AWGN) channel, and estimating this parameter at the receiver. The performance…
Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…
We consider the evolution of narrow-band wave trains of finite amplitude in a nonlinear dispersive system which is described by the Klein--Gordon equation with arbitrary polynomial nonlinearity. We use a new perturbative technique which…
The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite…
In this paper, we propose a new probability distribution function which accurately describes turbulence-induced fading under a wide range of turbulence conditions. The proposed model, termed Double Generalized Gamma (Double GG), is based on…
Recent studies found that many channels are affected by additive noise that is impulsive in nature and is best explained by heavy-tailed symmetric alpha-stable distributions. Dealing with impulsive noise environments comes with an added…
We propose a panel ARMA-GARCH model to capture the dynamics of large panel data with $N$ individuals over $T$ time periods. For this model, we provide a two-step estimation procedure to estimate the ARMA parameters and GARCH parameters…
Classical MD data on the charge-charge dynamic structure factor of two-component plasmas (TCP) modeled in Phys. Rev. A 23, 2041 (1981) are analyzed using the sum rules and other exact relations. The convergent power moments of the imaginary…
In this work we consider the problem of estimating a high-dimensional $p \times p$ covariance matrix $\Sigma$, given $n$ observations of confounded data with covariance $\Sigma + \Gamma \Gamma^T$, where $\Gamma$ is an unknown $p \times q$…