相关论文: Moment-based Parameter Estimation for ${\Gamma}$-p…

In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional…

Gravitational-wave astronomy seeks to extract information about astrophysical systems from the gravitational-wave signals they emit. For coalescing compact-binary sources this requires accurate model templates for the inspiral and,…

We present a new framework for the robust estimation of latent time series models which is fairly general and, for example, covers models going from ARMA to state-space models. This approach provides estimators which are (i) consistent and…

This paper proposes simple moment based spectrum sensing algorithm for cognitive radio networks in a flat fading channel. It is assumed that the transmitted signal samples are binary (quadrature) phase-shift keying BPSK (QPSK), Mary…

The fluctuating two-ray (FTR) fading model provides a much better fit than other fading models for small-scale fading measurements in millimeter wave communications. In this paper, using a mixture of gamma distributions, new exact…

A $\Gamma$-convergence analysis is used to perform a 3D-2D dimension reduction of variational problems with linear growth. The adopted scaling gives rise to a nonlinear membrane model which, because of the presence of higher order external…

We study kernel-based estimation of nonparametric time-varying parameters (TVPs) in linear models. Our contributions are threefold. First, we establish consistency and asymptotic normality of the kernel-based estimator for a broad class of…

Weak identification arises in many statistical problems when key variables exhibit weak correlations-for example, when instrumental variables correlate weakly with treatment, or when proxy variables correlate weakly with unmeasured…

In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoretical analysis (multivariate delta method)…

We discuss a problem of parameter estimation for quantum two-level system, qubit system, in presence of unknown phase parameter. We analyze trade-off relations for mean-square errors when estimating relevant parameters with separable…

Usually, clinicians assess the correct hemodynamic behavior and fetal well-being during the gestational age thanks to their professional expertise, with the support of some indices defined for Doppler fetal waveforms. Although this approach…

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Longitudinal studies frequently incorporate covariates that evolve over time, creating complex dependence structures between outcomes and predictors. When covariates are time dependent, standard power analysis tools--largely developed for…

We present a general problem formulation for optimal parameter estimation based on quantized observations, with application to antenna array communication and processing (channel estimation, time-of-arrival (TOA) and direction-of-arrival…

Relativistic effects on the precision of quantum metrology for particle detectors, such as two-level atoms are studied. The quantum Fisher information is used to estimate the phase sensitivity of atoms in non-inertial motions or in…

We present a new framework for robust estimation and inference on second-order stationary time series and random fields. This framework is based on the Generalized Method of Wavelet Moments which uses the wavelet variance to achieve…

We introduce and characterize the Multi-cluster Two-Wave (MTW) fading model, which generalizes \textit{both} the Durgin's Two-Wave with Diffuse Power (TWDP) and the $\kappa$-$\mu$ models under a common umbrella. The MTW model consists of an…

This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient estimator requires explicit nonparametric estimation and so…

The estimation of signal parameters using quantized data is a recurrent problem in electrical engineering. As an example, this includes the estimation of a noisy constant value and of the parameters of a sinewave, that is, its amplitude,…

We study Cressie Read power divergence (CRPD) estimation for moment based models, focusing on finite sample behavior. While generalized empirical likelihood estimators, dual to CRPD, are known to outperform generalized method of moments…