Now showing items 1-3 of 3
Diverging moments and parameter estimation
Heavy tailed distributions enjoy increased popularity and become more readily applicable as the arsenal of analytical and numerical tools grows. They play key roles in modeling approaches in networking, finance, hydrology ...
Multiscale Likelihood Analysis and Complexity Penalized Estimation
We describe here a framework for a certain class of multiscale likelihood factorization wherein, in analogy to a wavlet decomposition of an LÂ² function, a given likelihood function has an alternative representation as a ...
Optimal Sampling Strategies for Multiscale Stochastic Processes
This paper studies multiscale stochastic processes which are random processes organized on the nodes of a tree. The random variables at different levels on the tree represent time series of samples of a stochastic process ...