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In this paper, we derive elementary M- and optimally robust asymptotic linear (AL)-estimates for the parameters of an Ornstein-Uhlenbeck process. Simulation and estimation of the process are already well-studied, see Iacus (Simulation and inference for sto ...
The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based estimator for the ...
This work is concerned with the estimation of the spreading potential of the disease in the initial stages of an epidemic. A speedy and accurate estimation is important for determining whether or not interventions are necessary to prevent a major outbreak. ...
We propose a novel statistical formulation of the image-reconstruction problem from noisy linear measurements. We derive an extended family of MAP estimators based on the theory of continuous-domain sparse stochastic processes. We highlight the crucial ro ...
Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...
We propose a novel statistical formulation of the image-reconstruction problem from noisy linear measurements. We derive an extended family of MAP estimators based on the theory of continuous-domain sparse stochastic processes. We highlight the crucial rol ...
The goal of this thesis is to study an anisotropic adaptive algorithm for transonic compressible viscous flow around an airwing. A convection-diffusion model problem is considered, an anisotropic a posteriori error estimator for the H1 semi-norm of the err ...
We introduce an a posteriori modeling error estimator for the effective computation of electric potential propagation in the heart. Starting from the Bidomain problem and an extended formulation of the simplified Monodomain system, we build a hybrid model, ...
Loss tomography aims at inferring the loss rate of links in a network from end-to-end measurements. Previous work in [1] has developed optimal maximum likelihood estimators (MLEs) for link loss rates in a single-source multicast tree. However, only sub-opt ...
Emissions of harmful substances into the atmosphere are a serious environmental concern. In order to understand and predict their effects, it is necessary to estimate the exact quantity and timing of the emissions, from sensor measurements taken at differe ...