Multivariate statistical methods for online process monitoring have been widely applied to
chemical, biological, and engineered systems. While methods based on principal …

Unbiased cross-validation (UCV) is a commonly-used method to calculate the optimal
bandwidth for the kernel density estimator (KDE), which estimates the underlying probability …

Instrumental daily series of temperature are often affected by inhomogeneities. Several
methods are available for their correction at monthly and annual scales, whereas few exist …

Optimal sampling for density estimation in continuous time - Blanke - 2003 - Journal of Time
Series Analysis - Wiley Online Library Skip to Article Content Skip to Article Information Wiley …

Abstract Let\left {Y_ N, N ≥ 1\right\} YN, N≥ 1 be a sequence of random variables of interest
and\left {T_ N, N ≥ 1\right\} TN, N≥ 1 be a sequence of truncating variables. For a given nn …

In this paper, first we propose sharp sampling schemes for nonparametric density estimation
for discretely observed continuous time processes. Next, since such samplings depend on …

We derive simple expressions for the asymptotic variance of the kernel-density estimator of a
stationary continuous-time process in one and d dimensions and relate convergence rates …

The cross‐validation (CV) criterion is known to be asecond‐order unbiased estimator of the
risk function measuring the discrepancy between the candidate model and the true model …

The problem of automatic bandwidth selection in nonparametric regression is considered
when a local linear estimator is used to derive nonparametrically the unknown regression …

La volatilita dei rendimentie considerata una misura di rischio nei mercati finanziari. Sono
stati proposti in letteratura diversi e sofisticati modelli parametrici per l'analisi della volatilita …