Karhunen-Loeve expansion for the additive two-sided Brownian motion
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- A Karhunen-Loève expansion for a mean-centered Brownian bridge
- A canonical process for estimation of convex functions: the ``invelope of integrated Brownian motion \(+t^ 4\).
- Bayesian estimation of Karhunen-Loève expansions; a random subspace approach
- Brownian motions with one-sided collisions: the stationary case
- Brownian-time processes: The PDE connection and the half-derivative generator
- Cube root asymptotics
- Estimating a monotone density from censored observations
- Height fluctuations for the stationary KPZ equation
- Iterated Brownian motion in an open set.
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- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
- Least Median of Squares Regression
- On the \(\mathbb L_p\)-error of monotonicity constrained estimators
- Probability and statistics. Part 6. Transl. from the Russian
- Robust Estimates of Location: Survey and Advances
- Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
- The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift
Cited in
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- Karhunen-Loève expansion for additive Slepian processes
- Karhunen-Loève expansions for the detrended Brownian motion
- Karhunen-Loève expansion for additive Brownian motions
- Karhunen-Loeve expansion for the additive detrended Brownian motion
- Karhunen-Loève expansion for the second order detrended Brownian motion
- Karhunen-Loève expansion for a generalization of Wiener bridge
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