| Publication | Date of Publication | Type |
|---|
Analysis of Signal Reconstruction With Jittered Sampling
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
Random Sampling Estimates of Fourier Transforms: Antithetical Stratified Monte Carlo
IEEE Transactions on Signal Processing | 2018-07-09 | Paper |
The Estimation of the Fourth-Order Cumulant for Dependent Data: Consistency and Asymptotic Normality
IEEE Transactions on Signal Processing | 2018-07-09 | Paper |
A Digital Requantizer With Shaped Requantization Noise That Remains Well Behaved After Nonlinear Distortion
IEEE Transactions on Signal Processing | 2018-06-27 | Paper |
Random sampling of deterministic signals: statistical analysis of Fourier transform estimates
IEEE Transactions on Signal Processing | 2017-10-30 | Paper |
Field Estimation From Randomly Located Binary Noisy Sensors
IEEE Transactions on Information Theory | 2017-08-08 | Paper |
On Linear Operations on Stationary and Non Stationary Random Processes
Communications in Statistics: Theory and Methods | 2016-01-05 | Paper |
The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis
Statistics & Probability Letters | 2011-07-26 | Paper |
Multivariate Signal Parameter Estimation Under Dependent Noise From 1-Bit Dithered Quantized Data
IEEE Transactions on Information Theory | 2009-02-24 | Paper |
Deconvolving multivariate kernel density estimates from contaminated associated observations
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Performance Analysis of High Data Rate MIMO Systems in Frequency-Selective Fading Channels
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Multivariate regression estimation with errors-in-variables for stationary processes
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
Nonparametric regression estimation for dependent functional data: asymptotic normality
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Convergence analysis of the constant modulus algorithm
IEEE Transactions on Information Theory | 2005-06-01 | Paper |
Analysis of mean-square error and transient speed of the LMS adaptive algorithm
IEEE Transactions on Information Theory | 2005-05-11 | Paper |
A Time‐Domain Semi‐parametric Estimate for Strongly Dependent Continuous‐Time Stationary Processes
Journal of Time Series Analysis | 2004-11-24 | Paper |
Alpha-stable signals and adaptive filtering
IEEE Transactions on Signal Processing | 2003-11-09 | Paper |
Local polynomial fitting under association
Journal of Multivariate Analysis | 2003-09-01 | Paper |
Multivariate probability density estimation for associated processes: Strong consistency and rates.
Statistics & Probability Letters | 2003-05-07 | Paper |
NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
Econometric Theory | 2002-11-14 | Paper |
Local linear regression estimation for time series with long-range dependence
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Local linear regression estimation under long-range dependence: strong consistency and rates
IEEE Transactions on Information Theory | 2002-08-04 | Paper |
Wavelet-Based estimation of multivariate regression functions in besov spaces*
Journal of Nonparametric Statistics | 2002-04-07 | Paper |
Design and analysis of a fast frequency-hopped DBPSK communication system. II: Error performance in AWGN plus partial-band noise jamming
IEEE Transactions on Communications | 2001-09-11 | Paper |
Multivariate regression estimation of continuous-time processes from sampled data: local polynomial fitting approach
IEEE Transactions on Information Theory | 2000-09-07 | Paper |
Memory-universal prediction of stationary random processes
IEEE Transactions on Information Theory | 2000-06-13 | Paper |
On the Spectral Density of the Wavelet Transform of Fractional Brownian Motion
Journal of Time Series Analysis | 2000-03-01 | Paper |
Prequential and cross-validated regression estimation
Machine Learning | 1999-10-31 | Paper |
Multivariate regression estimation: Local polynomial fitting for time series
Nonlinear Analysis: Theory, Methods & Applications | 1999-06-23 | Paper |
| scientific article; zbMATH DE number 1223604 (Why is no real title available?) | 1998-11-15 | Paper |
Convergence properties of wavelet series expansions of fractional Brownian motion
Applied and Computational Harmonic Analysis | 1998-10-26 | Paper |
Covariance and spectral properties of the wavelet transform and discrete wavelet coefficients of second-order random fields
Signal Processing | 1998-08-13 | Paper |
Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
Stochastic Processes and their Applications | 1998-03-29 | Paper |
Multivariate regression estimation: Local polynomial fitting for time series
Stochastic Processes and their Applications | 1998-03-29 | Paper |
Local Polynomial Estimation of Regression Functions for Mixing Processes
Scandinavian Journal of Statistics | 1997-08-28 | Paper |
Minimum complexity regression estimation with weakly dependent observations
IEEE Transactions on Information Theory | 1997-08-05 | Paper |
Polynomial interpolation and prediction of continuous-time processes from random samples
IEEE Transactions on Information Theory | 1997-06-10 | Paper |
MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
Journal of Time Series Analysis | 1997-05-27 | Paper |
ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES
Journal of Time Series Analysis | 1995-08-30 | Paper |
Convergence analysis of the sign algorithm for adaptive filtering
IEEE Transactions on Information Theory | 1995-07-12 | Paper |
Spectral estimation of continuous-time stationary processes from random sampling
Stochastic Processes and their Applications | 1995-06-14 | Paper |
Wavelet approximation of deterministic and random signals: convergence properties and rates
IEEE Transactions on Information Theory | 1995-03-01 | Paper |
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
Econometric Theory | 1995-01-01 | Paper |
Probability density estimation from dependent observations using wavelets orthonormal bases
Statistics & Probability Letters | 1994-11-06 | Paper |
Strong consistency and rates for deconvolution of multivariate densities of stationary processes
Stochastic Processes and their Applications | 1994-10-25 | Paper |
Design and analysis of a fast frequency-hopped DBPSK communication system. I. System description and hop timing tracking loop analysis
IEEE Transactions on Communications | 1994-02-07 | Paper |
Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
Journal of Multivariate Analysis | 1993-05-16 | Paper |
The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
IEEE Transactions on Information Theory | 1993-05-16 | Paper |
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
Journal of Multivariate Analysis | 1993-04-01 | Paper |
Gaussian deconvolution via differentiation
The Canadian Journal of Statistics | 1992-12-14 | Paper |
Model fitting for continuous-time stationary processes from discrete-time data
Journal of Multivariate Analysis | 1992-06-28 | Paper |
Trapezoidal Stratified Monte Carlo Integration
SIAM Journal on Numerical Analysis | 1992-06-28 | Paper |
Multivariate probability density deconvolution for stationary random processes
IEEE Transactions on Information Theory | 1991-01-01 | Paper |
Flicker noise and the estimation of the Allan variance
IEEE Transactions on Information Theory | 1991-01-01 | Paper |
Almost sure convergence analysis of autoregressive spectral estimation in additive noise
IEEE Transactions on Information Theory | 1991-01-01 | Paper |
The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples
IEEE Transactions on Information Theory | 1990-01-01 | Paper |
Trapezoidal Monte Carlo Integration
SIAM Journal on Numerical Analysis | 1990-01-01 | Paper |
Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
Stochastic Processes and their Applications | 1989-01-01 | Paper |
Constrained adaptive filtering algorithms: asymptotic convergence properties for dependent data
IEEE Transactions on Information Theory | 1989-01-01 | Paper |
Convergence analysis of adaptive linear estimation for dependent stationary processes
IEEE Transactions on Information Theory | 1988-01-01 | Paper |
Performance of discrete-time predictors of continuous-time stationary processes
IEEE Transactions on Information Theory | 1988-01-01 | Paper |
Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
Journal of Multivariate Analysis | 1988-01-01 | Paper |
Autoregressive spectral estimation in additive noise
IEEE Transactions on Acoustics, Speech, and Signal Processing | 1988-01-01 | Paper |
Strong consistency and rates for recursive probability density estimators of stationary processes
Journal of Multivariate Analysis | 1987-01-01 | Paper |
Almost sure convergence of recursive density estimators for stationary mixing processes
Statistics & Probability Letters | 1987-01-01 | Paper |
Linear/nonlinear forms and the normal law: Characterization by high order correlations
Annals of the Institute of Statistical Mathematics | 1987-01-01 | Paper |
Recursive probability density estimation for weakly dependent stationary processes
IEEE Transactions on Information Theory | 1986-01-01 | Paper |
SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA
Journal of Time Series Analysis | 1985-01-01 | Paper |
Closed-Form Analytical Results for the Rejection of Narrow-Band Interference in PN Spread-Spectrum Systems--Part II: Linear Interpolation Filters
IEEE Transactions on Communications | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3888720 (Why is no real title available?) | 1984-01-01 | Paper |
Spectral density estimation for stationary stable processes
Stochastic Processes and their Applications | 1984-01-01 | Paper |
Closed-Form Analytical Results for the Rejection of Narrow-Band Interference in PN Spread-Spectrum Systems--Part I: Linear Prediction Filters
IEEE Transactions on Communications | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3882333 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3877729 (Why is no real title available?) | 1984-01-01 | Paper |
Probability density estimation from sampled data
IEEE Transactions on Information Theory | 1983-01-01 | Paper |
Non-parametric covariance estimation from irregularly-spaced data
Advances in Applied Probability | 1983-01-01 | Paper |
Sampling designs for the detection of signals in noise
IEEE Transactions on Information Theory | 1983-01-01 | Paper |
Truncation error bounds for the cardinal sampling expansion of band-limited signals
IEEE Transactions on Information Theory | 1982-01-01 | Paper |
Polynomial Interpolation of Randomly Sampled Bandlimited Functions and Processes
SIAM Journal on Applied Mathematics | 1982-01-01 | Paper |
The application of random reference sequences to the reconstruction of clipped differentiable signals
IEEE Transactions on Acoustics, Speech, and Signal Processing | 1982-01-01 | Paper |
Consistent estimation of continuous-time signals from nonlinear transformations of noisy samples
IEEE Transactions on Information Theory | 1981-01-01 | Paper |
The reconstruction of analog signals from the sign of their noisy samples
IEEE Transactions on Information Theory | 1981-01-01 | Paper |
Signal identification after noisy nonlinear transformations
IEEE Transactions on Information Theory | 1980-01-01 | Paper |
Discrete-time spectral estimation of continuous-time processes The orthogonal series method
The Annals of Statistics | 1980-01-01 | Paper |
On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities--Part II (Corresp.)
IEEE Transactions on Information Theory | 1980-01-01 | Paper |
On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities
IEEE Transactions on Information Theory | 1978-01-01 | Paper |
Alias-free sampling: An alternative conceptualization and its applications
IEEE Transactions on Information Theory | 1978-01-01 | Paper |
Poisson sampling and spectral estimation of continuous-time processes
IEEE Transactions on Information Theory | 1978-01-01 | Paper |
Spectral estimation of continuous-time processes: Performance comparison between periodic and Poisson sampling schemes
IEEE Transactions on Automatic Control | 1978-01-01 | Paper |
Distortionless demodulation of narrow-band single-sideband angle modulated signals
IEEE Transactions on Information Theory | 1977-01-01 | Paper |
A note on Gaussian processes and zero-memory non-linear transformations
Journal of Applied Probability | 1977-01-01 | Paper |
Zakai’s Class of Bandlimited Functions and Processes: Its Characterization and Properties
SIAM Journal on Applied Mathematics | 1976-01-01 | Paper |
Discrete-time spectral estimation of continuous-parameter processes -- A new consistent estimate
IEEE Transactions on Information Theory | 1976-01-01 | Paper |
Bandlimited processes and certain nonlinear transformations
Journal of Mathematical Analysis and Applications | 1976-01-01 | Paper |
Delta Modulation of the Wiener Process
IEEE Transactions on Communications | 1975-01-01 | Paper |
A Consistent Estimate of the Spectrum by Random Sampling of the Time Series
SIAM Journal on Applied Mathematics | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3434971 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3511325 (Why is no real title available?) | 1973-01-01 | Paper |
An extension of Szasz's theorem and its application
IEEE Transactions on Information Theory | 1973-01-01 | Paper |
The recovery of distorted band-limited stochastic processes
IEEE Transactions on Information Theory | 1973-01-01 | Paper |
The Representation of Stochastic Processes without Loss of Information
SIAM Journal on Applied Mathematics | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3350865 (Why is no real title available?) | 1972-01-01 | Paper |
Linear transformations and the preservation of completeness
IEEE Transactions on Automatic Control | 1972-01-01 | Paper |
On Covariance Functions of Unit Processes
SIAM Journal on Applied Mathematics | 1972-01-01 | Paper |
Erratum: On the representation of weakly continuous stochastic processes
Information Sciences | 1972-01-01 | Paper |
On the representation of weakly continuous stochastic processes
Information Sciences | 1971-01-01 | Paper |
Random sampling and reconstruction of spectra
Information and Control | 1971-01-01 | Paper |
Expansion of multivariate weakly stationary stochastic processes
Information Sciences | 1970-01-01 | Paper |
Optimum prefiltering in randomly sampled data systems
Journal of the Franklin Institute | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3457923 (Why is no real title available?) | 1969-01-01 | Paper |
Bases in Hilbert Space Related to the Representation of Stationary Operators
SIAM Journal on Applied Mathematics | 1968-01-01 | Paper |
Series expansion of wide-sense stationary random processes
IEEE Transactions on Information Theory | 1968-01-01 | Paper |
