Related papers: Interpolation Problem for Multidimensional Station…
A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…
We wish to discriminate spike sequences based on the degree of irregularity. For this purpose, we search for a rational expressions of quadratic functions of consecutive interspike intervals that efficiently measures spiking irregularity.…
This paper deals with the problem of estimating the state of a linear time-invariant system in the presence of sporadically available measurements and external perturbations. An observer with a continuous intersample injection term is…
This paper considers the problem of reconstructing missing parts of functions based on their observed segments. It provides, for Gaussian processes and arbitrary bijective transformations thereof, theoretical expressions for the…
We consider the problem of multiple sensor scheduling for remote state estimation of multiple process over a shared link. In this problem, a set of sensors monitor mutually independent dynamical systems in parallel but only one sensor can…
We consider the estimation of the value of a linear functional of the slope parameter in functional linear regression, where scalar responses are modeled in dependence of random functions. The theory in this paper covers in particular…
We study in this paper the function approximation error of linear interpolation and extrapolation. Several upper bounds are presented along with the conditions under which they are sharp. All results are under the assumptions that the…
We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…
Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…
This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…
We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…
This paper has two main goals: (a) establish several statistical properties---consistency, asymptotic distributions, and convergence rates---of stationary solutions and values of a class of coupled nonconvex and nonsmoothempirical risk…
Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…
Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. One such representation is based on a limit of…
In this paper we study observation problem for linear 2-point BVP Dx=Bf assuming that information about system input f and random noise \eta in system state observation model y=Hx+\eta$ is incomplete (f and M\eta\eta' are some arbitrary…
In a previous article we developed an approach to the optimal (minimum variance, unbiased) statistical estimation technique for the equilibrium displacement of a damped, harmonic oscillator in the presence of thermal noise. Here, we expand…
The increasing amount of controllable generation and consumption in distribution grids poses a severe challenge in keeping voltage values within admissible ranges. Existing approaches have considered different optimal power flow…
In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…
In this paper, we study the performance of the non-conforming least-squares spectral element method for Stokes problem. Generalized Stokes problem has been considered and the method is shown to be exponential accurate. The numerical method…