Now showing items 1-5 of 5
Isotonic smoothing splines under sequential designs
(Elsevier, 1994-01)
Isotonic smoothing splines are introduced as a natural extension of ordinary isotonic estimates in the estimation of a regression function [mu](x)=E{Y|X=x}. A constructive characterization for the isotonic smoothing splines ...
A central limit theorem for functions of a Markov chain with applications to shifts
(Elsevier, 1992-05)
A sufficient condition is developed for partial sums of a function of a stationary, ergodic Markov chain to be asymptotically normal. For Bernoulli and Lebesgue shifts, the condition may be related to the Fourier coefficients ...
Fixed width interval estimation for the reciprocal drift of Brownian motion
(Elsevier, 1992-01)
Let b(t), 0t[mu]. The problem of setting a fixed width confidence interval for [theta]=1[+45 degree rule][mu] is considered. The intervals studied are of the form , where [zeta] is a stopping time and . Stopping times ...
Scale and Translation Invariant Methods for Enhanced Time-Frequency Pattern Recognition
(Kluwer Academic Publishers; Springer Science+Business Media, 1998-10)
Time-frequency (t-f) analysis has clearly reached a certain maturity. One can now often provide striking visual representations of the joint time-frequency energy representation of signals. However, it has been difficult ...
A local limit theorem for sums of dependent random variables
(Elsevier, 1990-03)
A local version of the central limit theorem is established for normalized sums of dependent random variables when a global theorem is known and conditional distributions are sufficiently smooth. The proof uses ideas from ...