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We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics ...
On adaptive estimation based on ranks in ARMA processes
Local asymptotic normality (LAN) asymptotic linearity locally asymptotically minimax (LAM)
2009/9/21
This paper describe6 the adaptive estimation problem
based on ranks for the parameter of an ARMA process. Tbe local
asymptotic normality property with a ranked based central sequence
allows for the...
University of Kansas pharmacy school ranks third in nation in National Institutes of Health funding
Pharmacy
2007/3/6