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This paper defines a new procedure to efficiently estimate nonparametric simultaneous e-quations models that have been explored by Newey et al (1999) and Su and Ullah (2008).The proposed estimation pr...
Severe Ionosphere magnetic storms are feared events for integrity and continuity of navigation systems such as EGNOS, the European SBAS (Satellite-Based Augmentation System) complementing GPS and an a...
The problem of joint estimation of power spectrum and modulation from realizations of frequency modulated stationary wideband signals is considered. The study is motivated by some specific signal clas...
Extracting activation patterns from functional Magnetic Resonance Images (fMRI) datasets remains challenging in rapid-event designs due to the inherent delay of blood oxygen level-dependent (BOLD) sig...
The promotion work 'The Estimation of Transport Logistic Processes Models on the Base of Intensive Computer Methods of Statistics' has been worked out by Helen Afanasyeva to obtain the scientific degr...
We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge o...
The measurements with the background estimation from an off-zone are widely used in astrophysics, accelerator physics and other areas. Usually, the expected number of the background events in the off-...
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian L\'evy noise is present, the conventional Kalman filter may fail to be effective d...
This work develops the asymptotic properties (weak consistency and Gaussianity), in the high-frequency limit, of approximate maximum likelihood estimators for the spectral parameters of Gaussian and i...
We study the nonparametric estimators of the infinitesimal coefficients of the second-order jump-diffusion models. Under the mild conditions, we obtain the weak consistency and the asymptotic normalit...
Modeling viral dynamics in HIV/AIDS studies has resulted in a deep understanding of pathogenesis of HIV infection from which novel antiviral treatment guidance and strategies have been derived. Viral ...

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