Benjamin Kedem-Kimelfeld

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Person:1230333

Available identifiers

zbMath Open kedem.benjaminWikidataQ102123566 ScholiaQ102123566MaRDI QIDQ1230333

List of research outcomes

PublicationDate of PublicationType
Estimation of tail probabilities by repeated augmented reality2021-11-09Paper
Bayesian semiparametric density ratio modelling with applications to medical malpractice reform2020-12-30Paper
Bayesian analysis of a density ratio model2020-04-23Paper
Out-of-sample fusion in risk prediction2019-08-27Paper
Statistical Data Fusion2017-03-30Paper
Comments on: Some recent theory for autoregressive count time series2013-02-05Paper
Semiparametric regression in testicular germ cell data2012-10-21Paper
Introduction to semiparametric methods2011-04-18Paper
On the efficiency of a semiparametric approach to the one-way layout2011-04-18Paper
From the early days of the semiparametric field: a conversation with Ya'acov Ritov2011-04-18Paper
Semiparametric distribution forecasting2010-09-20Paper
Forecasting mortality rates via density ratio modeling2008-09-25Paper
Semi-parametric cluster detection2008-02-15Paper
Regression theory for categorical time series2005-02-24Paper
Partial Likelihood Inference For Time Series Following Generalized Linear Models2004-11-24Paper
https://portal.mardi4nfdi.de/entity/Q31496602002-09-26Paper
A Semiparametric Approach to the One-Way Layout2002-07-30Paper
https://portal.mardi4nfdi.de/entity/Q45167282000-11-28Paper
Normal orthant probabilities in the equicorrelation case2000-08-27Paper
A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models2000-03-01Paper
Zero-crossing rates of mixtures and products of Gaussian processes1999-11-21Paper
Prediction and classification of non-stationary categorical time series1999-08-16Paper
Bayesian Prediction of Transformed Gaussian Random Fields1999-05-05Paper
Tracking abrupt frequency changes1998-08-09Paper
Non-dependence of the predictive distribution on the population size1996-09-01Paper
https://portal.mardi4nfdi.de/entity/Q48849421996-07-08Paper
A note on autocovariance estimation in the presence of discrete spectra1996-01-25Paper
https://portal.mardi4nfdi.de/entity/Q48393591995-07-17Paper
Asymptotic normality of sample autocovariances with an application in frequency estimation1995-06-18Paper
https://portal.mardi4nfdi.de/entity/Q43236381995-02-20Paper
On autocorrelation estimation in mixed-spectrum Gaussian processes1994-10-11Paper
AN ITERATIVE FILTERING ALGORITHM FOR NON-FOURIER FREQUENCY ESTIMATION1994-09-08Paper
Iteration of mappings and fixed points in mixed spectrum analysis1994-08-11Paper
Strong consistency of the contraction mapping method for frequency estimation1994-02-07Paper
Asymptotic analysis of a multiple frequency estimation method1993-12-06Paper
https://portal.mardi4nfdi.de/entity/Q46943191993-06-29Paper
ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES1993-06-29Paper
Stochastic modeling of rain rate processes: a diffusion model1993-01-17Paper
https://portal.mardi4nfdi.de/entity/Q40156571993-01-16Paper
Zero-crossing rates of functions of Gaussian processes1992-06-26Paper
Monotone gain, first-order autocorrelation and zero-crossing rate1991-01-01Paper
THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS1990-01-01Paper
Higher order crossings spectral analysis of an almost periodic random sequence in noise1989-01-01Paper
DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS1987-01-01Paper
On the lognormality of rain rate1987-01-01Paper
Higher-Order Crossings in Time Series Model Identification1987-01-01Paper
On the asymptotic variance of higher order crossings with special reference to a fast white noise test1986-01-01Paper
A Stochastic Characterization of the Sine Function1986-01-01Paper
On the sinusoidal limit of stationary time series1984-01-01Paper
A two-dimensional higher order crossings theorem (Corresp.)1983-01-01Paper
Time series discrimination by higher order crossings1982-01-01Paper
Some Graphical Considerations in Time Series Analysis1982-01-01Paper
On nearest neighbor degeneracies of indistinguishable particles1981-01-01Paper
On goodness of fit of time series models: An application of higher order crossings1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38591491980-01-01Paper
Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting1980-01-01Paper
Sufficiency and the number of level crossings by a stationary process1978-01-01Paper
Counting the number of 0-1 stationary time series having the same likelihood1977-01-01Paper
On the asymptotic normality of linear rank statistics1977-01-01Paper
Exponomial forecasts of nonstationary time series1976-01-01Paper
Sufficient statistics associated with a two-state second-order Markov chain1976-01-01Paper
Exact maximum likelihood estimation of the parameter in the AR(1) process after hard limiting (Corresp.)1976-01-01Paper
Estimating the Lags of Lag Processes1975-01-01Paper

Research outcomes over time


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