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157
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COR
2006
15 years 6 months ago
2006
This paper presents a new generic filtering algorithm which simultaneously considers n conjunctions of constraints as well as those constraints mentioning some variables Yk of the...
171
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CSDA
2006
15 years 6 months ago
2006
A general test statistic for detecting change-points in multidimensional stochastic processes with unknown parameters is proposed. The test statistic is specialized to the case of...
184
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CSDA
2006
15 years 6 months ago
2006
The assessment of the influence of individual observations on the outcome of the analysis by perturbation has received a lot of attention for situations in which the observations ...
183
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CSDA
2006
15 years 6 months ago
2006
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
159
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DAM
2006
15 years 6 months ago
2006
Given a rectangular array where entries represent the pixels of a digitalized image, we consider the problem of reconstructing an image from the number of occurrences of each colo...