The following pages link to Elias Masry (Q553000):
Displaying 50 items.
- The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
- Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates (Q583762) (← links)
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes (Q689165) (← links)
- Spectral density estimation for stationary stable processes (Q794377) (← links)
- Strong consistency and rates for recursive probability density estimators of stationary processes (Q1089711) (← links)
- Linear/nonlinear forms and the normal law: Characterization by high order correlations (Q1092559) (← links)
- Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772) (← links)
- Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators (Q1120234) (← links)
- Covariance and spectral properties of the wavelet transform and discrete wavelet coefficients of second-order random fields (Q1128740) (← links)
- Discrete-time spectral estimation of continuous-time processes The orthogonal series method (Q1145460) (← links)
- Model fitting for continuous-time stationary processes from discrete-time data (Q1186773) (← links)
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
- Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes (Q1209605) (← links)
- Optimum prefiltering in randomly sampled data systems (Q1211788) (← links)
- Bandlimited processes and certain nonlinear transformations (Q1230465) (← links)
- Prequential and cross-validated regression estimation (Q1275343) (← links)
- Probability density estimation from dependent observations using wavelets orthonormal bases (Q1336906) (← links)
- Spectral estimation of continuous-time stationary processes from random sampling (Q1336985) (← links)
- (Q1382471) (redirect page) (← links)
- Multivariate regression estimation: Local polynomial fitting for time series (Q1382472) (← links)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Local linear regression estimation for time series with long-range dependence (Q1613610) (← links)
- Convergence properties of wavelet series expansions of fractional Brownian motion (Q1815713) (← links)
- Multivariate probability density estimation for associated processes: Strong consistency and rates. (Q1871223) (← links)
- Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)
- Expansion of multivariate weakly stationary stochastic processes (Q2540807) (← links)
- On the representation of weakly continuous stochastic processes (Q2550246) (← links)
- Erratum: ''On the representation of weakly continuous stochastic processes'' (Q2553130) (← links)
- Design and analysis of a fast frequency-hopped DBPSK communication system. II: Error performance in AWGN plus partial-band noise jamming (Q2726539) (← links)
- Alpha-stable signals and adaptive filtering (Q2734411) (← links)
- Trapezoidal Monte Carlo Integration (Q3034725) (← links)
- (Q3216555) (← links)
- (Q3221199) (← links)
- Closed-Form Analytical Results for the Rejection of Narrow-Band Interference in PN Spread-Spectrum Systems--Part II: Linear Interpolation Filters (Q3221865) (← links)
- Sampling designs for the detection of signals in noise (Q3323829) (← links)
- Closed-Form Analytical Results for the Rejection of Narrow-Band Interference in PN Spread-Spectrum Systems--Part I: Linear Prediction Filters (Q3335667) (← links)
- (Q3344647) (← links)
- Multivariate probability density deconvolution for stationary random processes (Q3357983) (← links)
- Flicker noise and the estimation of the Allan variance (Q3361771) (← links)
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality (Q3365348) (← links)
- Multivariate regression estimation with errors-in-variables for stationary processes (Q3432363) (← links)
- On Linear Operations on Stationary and Non Stationary Random Processes (Q3462355) (← links)
- Constrained adaptive filtering algorithms: asymptotic convergence properties for dependent data (Q3476734) (← links)
- The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples (Q3486671) (← links)
- Almost sure convergence analysis of autoregressive spectral estimation in additive noise (Q3492699) (← links)
- Deconvolving multivariate kernel density estimates from contaminated associated observations (Q3547335) (← links)
- Performance Analysis of High Data Rate MIMO Systems in Frequency-Selective Fading Channels (Q3548890) (← links)
- Multivariate Signal Parameter Estimation Under Dependent Noise From 1-Bit Dithered Quantized Data (Q3604481) (← links)
- Probability density estimation from sampled data (Q3670366) (← links)
