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This work deals with factorial models for multiple time series. Its core content puts it at the interface between statistics and finance. After a brief description of the historical link between the two sciences, it reviews the literature on factorial mode ...
Fluorescence correlation spectroscopy (FCS) has emerged as a powerful technique for measuring low concentrations of fluorescent molecules and their diffusion constants. In FCS, the experimental data is conventionally fit using standard local search techniq ...
A vital task in sports video annotation is to detect and segment areas of the playfield. This is an important first step in player or ball tracking and detecting the location of the play on the playfield. In this paper we present a technique using statisti ...
We introduce a browser evaluation test (BET), and describe a trial run application of the test. The BET is a method for assessing meeting browser performance using the number of observations of interest found in the minimum amount of time as the evaluation ...
In this thesis, we focus on Impulse Radio (IR) Ultra-WideBand (UWB) ranging and positioning techniques under indoor propagation environments. IR-UWB, a new carrierless communication scheme using impulses, is a candidate technology for future communication, ...
Robust statistics has multiple goals, which are not always aligned. Robust thinking grew out of data analysis and the realisation that empirical evidence is at times supported merely by one or a few observations. The paper examines the outgrowth from this ...
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows the estimation of ...
We argue that robust statistics has multiple goals, which are not always aligned. Robust thinking grew out of data analysis and the realisation that empirical evidence is at times supported merely by one or a few observations. The paper examines the outgro ...
We introduce a browser evaluation test (BET), and describe a trial run application of the test. The BET is a method for assessing meeting browser performance using the number of observations of interest found in the minimum amount of time as the evaluation ...
Multiuser interference (MUI) statistical models for impulse radio ultra-wideband (IR-UWB) systems can be an important in providing an accurate estimate of the channel state. As such, it can have a major impact on the overall system performance. In the lite ...
