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MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES

Journal of time series analysis, 1996-11, Vol.17 (6), p.571-599

Masry, Elias

1996

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Nonparametric regression estimation for dependent functional data: asymptotic normality

Stochastic processes and their applications, 2005, Vol.115 (1), p.155-177

Masry, Elias

2005

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Analysis of Signal Reconstruction With Jittered Sampling

IEEE transactions on signal processing, 2011-01, Vol.59 (1), p.27-34

Masry, Elias

2011

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On Linear Operations on Stationary and Non Stationary Random Processes

Communications in statistics. Theory and methods, 2015-05, Vol.44 (10), p.2104-2106

Masry, Elias

2015

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Local Polynomial Estimation of Regression Functions for Mixing Processes

Scandinavian journal of statistics, 1997-06, Vol.24 (2), p.165-179

Masry, Elias

1997

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The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis

Statistics & probability letters, 2011-08, Vol.81 (8), p.1039-1045

Masry, Elias

2011

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The Estimation of the Fourth-Order Cumulant for Dependent Data: Consistency and Asymptotic Normality

IEEE transactions on signal processing, 2010-04, Vol.58 (4), p.1991-1998

Masry, E.

2010

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Performance degradation of OFDM systems due to Doppler spreading

IEEE transactions on wireless communications, 2006-06, Vol.5 (6), p.1422-1432

2006

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Multivariate Signal Parameter Estimation Under Dependent Noise From 1-Bit Dithered Quantized Data

IEEE transactions on information theory, 2008-04, Vol.54 (4), p.1637-1654

2008

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Random sampling of deterministic signals: statistical analysis of Fourier transform estimates

IEEE transactions on signal processing, 2006-05, Vol.54 (5), p.1750-1761

Masry, E.

2006

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Strong consistency and rates for deconvolution of multivariate densities of stationary processes

Stochastic processes and their applications, 1993-08, Vol.47 (1), p.53-74

Masry, Elias

1993

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Random Sampling Estimates of Fourier Transforms: Antithetical Stratified Monte Carlo

IEEE transactions on signal processing, 2009-01, Vol.57 (1), p.194-204

2009

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Multivariate regression estimation local polynomial fitting for time series

Stochastic processes and their applications, 1996-12, Vol.65 (1), p.81-101

Masry, Elias

1996

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A Digital Requantizer With Shaped Requantization Noise That Remains Well Behaved After Nonlinear Distortion

IEEE transactions on signal processing, 2007-11, Vol.55 (11), p.5382-5394

2007

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Field Estimation From Randomly Located Binary Noisy Sensors

IEEE transactions on information theory, 2009-11, Vol.55 (11), p.5197-5210

2009

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Convergence analysis of the constant modulus algorithm

IEEE transactions on information theory, 2003-06, Vol.49 (6), p.1447-1464

2003

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Deconvolving multivariate kernel density estimates from contaminated associated observations

IEEE transactions on information theory, 2003-11, Vol.49 (11), p.2941-2952

Masry, E.

2003

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Local polynomial fitting under association

Journal of multivariate analysis, 2003-08, Vol.86 (2), p.330-359

Masry, Elias

2003

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Multivariate probability density estimation for associated processes: strong consistency and rates

Statistics & probability letters, 2002-06, Vol.58 (2), p.205-219

Masry, Elias

2002

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Alpha-stable signals and adaptive filtering

IEEE transactions on signal processing, 2000-11, Vol.48 (11), p.3011-3016

Masry, E.

2000

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Optimum transmit-receive beamforming with noisy channel estimates for correlated MIMO Rayleigh channels

IEEE transactions on communications, 2008-11, Vol.56 (11), p.1869-1880

2008

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The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion

IEEE transactions on information theory, 1993-01, Vol.39 (1), p.260-264

Masry, E.

1993

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Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality

Econometric theory, 1995-02, Vol.11 (2), p.258-289

1995

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Asymptotics in Statistics and Probability: Papers in Honor of George Gregory Roussas

Puri, Madan L

1st edition., 2019

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Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series

Stochastic processes and their applications, 1997-05, Vol.67 (2), p.177-193

Masry, Elias

1997

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MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES

Nonparametric regression estimation for dependent functional data: asymptotic normality

Analysis of Signal Reconstruction With Jittered Sampling

On Linear Operations on Stationary and Non Stationary Random Processes

Local Polynomial Estimation of Regression Functions for Mixing Processes

The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis

The Estimation of the Fourth-Order Cumulant for Dependent Data: Consistency and Asymptotic Normality

Performance degradation of OFDM systems due to Doppler spreading

Multivariate Signal Parameter Estimation Under Dependent Noise From 1-Bit Dithered Quantized Data

Random sampling of deterministic signals: statistical analysis of Fourier transform estimates

Strong consistency and rates for deconvolution of multivariate densities of stationary processes

Random Sampling Estimates of Fourier Transforms: Antithetical Stratified Monte Carlo

Multivariate regression estimation local polynomial fitting for time series

A Digital Requantizer With Shaped Requantization Noise That Remains Well Behaved After Nonlinear Distortion

Field Estimation From Randomly Located Binary Noisy Sensors

Convergence analysis of the constant modulus algorithm

Deconvolving multivariate kernel density estimates from contaminated associated observations

Local polynomial fitting under association

Multivariate probability density estimation for associated processes: strong consistency and rates

Alpha-stable signals and adaptive filtering

Optimum transmit-receive beamforming with noisy channel estimates for correlated MIMO Rayleigh channels

The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion

Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality

Asymptotics in Statistics and Probability: Papers in Honor of George Gregory Roussas

Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series

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