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Spatial autocorrelation is a parameter of importance for network data analysis. To estimate spatial autocorrelation, maximum likelihood has been popularly used. However, its rigorous implementation re...
When the functional data are not homogeneous, e.g., there exist multiple classes of func-tional curves in the dataset, traditional estimation methods may fail. In this paper, we propose a new estimati...
We study the estimation of tail probabilities in a queue via a semi-parametric estimator based on the maximum value of the workload, observed over the sampled time interval. Logarithmic consistency an...
This paper presents a randomization-based framework for estimating causal effects under interference between units. We develop the case of estimating average unit-level causal effects from a randomize...
When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers mus...
Networks are a popular tool for representing elements in a system and their interconnectedness. Many observed networks can be viewed as only samples of some true underlying network. Such is frequently...
We consider estimation of the quadratic (co)variation of a semimartingale from discrete observations which are irregularly spaced under high-frequency asymptotics. In the univariate setting, results b...
This paper proposes a general family of estimators for estimating the population mean in systematic sampling in the presence of non-response adapting the family of estimators proposed by Khoshnevisan ...
An efficient estimator is constructed for the quadratic covariation or integrated covolatility matrix of a multivariate continuous martingale based on noisy and non-synchronous observations under high...
We consider a two-stage procedure (TSP) for estimating an inverse regression function at a given point, where isotonic regression is used at stage one to obtain an initial estimate and a local linea...
The standard textbook method for estimating the probability of a biased coin from finite tosses implicitly assumes the sample sizes are large and gives incorrect results for small samples. We describ...
In this paper we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, mult...
This paper presents a backfitting-type method for estimating and forecasting a periodically correlated partially linear model with exogeneous variables and heteroskedastic input noise. A rate of conve...
This paper presents a backfitting-type method for estimating and forecasting a periodically correlated partially linear model with exogeneous variables and heteroskedastic input noise. A rate of conve...
This article deals with the estimation of a probability p of an undesirable event. Its occurence is formalized by the exceedance of a threshold reliability value by the unidimensional output of a (tim...

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