A translation-invariant denoising method, based on the Minimum Description Length (MDL) criterion and the Shift-Invariant Wavelet Packet Decomposition (SIWPD) is presented. A collection of signal models is generated using an extended library of orthonormal wavelet-packet bases, and an additive cost function, approximately representing the MDL principle, is derived. We show that the minimum desc...

A translation-invariant denoising method, based on the Minimum Description Length (MDL) criterion and the Shift-Invariant Wavelet Packet Decomposition (SIWPD) is presented. A collection of signal models is generated using an extended library of orthonormal wavelet-packet bases, and an additive cost function, approximately representing the MDL principle, is derived. We show that the minimum desc...

This paper applies the panel fixed effects with vector decomposition estimator to three FDI datasets to estimate the impact of time-invariant variables on FDI while including fixed effects. We find that the omission of fixed effects significantly biases several of these variables, especially those proxying for trade costs and culture. After including fixed effects, we find that many time-invari...

Various wavelet-based estimators of self-similarity or long-range dependence scaling exponent are studied extensively. These estimators mainly include the (bi)orthogonal wavelet estimators and the Wavelet Transform Modulus Maxima (WTMM) estimator. This study focuses both on short and long time-series. In the framework of Fractional Auto-Regressive Integrated Moving Average (FARIMA) processes, w...

The applicability of employing a parameter-dependent control to a nuclear pressurized water reactor is investigated and is compared to that of using an H1 control. A linear time-invariant controller cannot maintain performance over the entire operating range. The parameterdependent synthesis technique produces a controller which achieves speci ed performance against the worst-case time variatio...

Based on the bounds due to Doyle and Boyd, we present simple upper and lower bounds for the `-norm of the `tail' of the impulse response of nite-dimensional discrete-time linear time-invariant systems. Using these bounds, we may in turn compute the `1-gain of these systems to any desired accuracy. By combining these bounds with results due to Khammash and Pearson, we derive upper and lower boun...

In this paper we propose an estimator of the entropy of a continuous random variable. The estimator is obtained by modifying the estimator proposed by Vasicek (1976). Consistency of estimator is proved, and comparisons are made with Vasicek’s estimator (1976), van Es’s estimator (1992), Ebrahimi et al.’s estimator (1994) and Correa’s estimator (1995). The results indicate that the proposed esti...

The classical unbiasedness condition utilized e.g. by the best linear unbiased estimator (BLUE) is very stringent. By softening the ”global” unbiasedness condition and introducing component-wise conditional unbiasedness conditions instead, the number of constraints limiting the estimator’s performance can in many cases significantly be reduced. In this paper we extend the findings on the compon...

We consider finite-order moving average and nonlinear autoregressive processes with no parametric assumption on the error distribution, and present a kernel density estimator of a bootstrap series that estimates their marginal densities root-n consistently. This is equal to the rate of the best known convolution estimators, and faster than the standard kernel density estimator. We also conduct ...

The Weibull distribution has received much interest in reliability theory. well-known maximum likelihood estimators (MLE) of this fam ily are not available closed form expression. In work, we propose a consistent and estimator for shape parameter three-parameter distribution. Apart from high degree performance, the derived is location scale-invariant.