This paper deals with arrival time estimation of a narrow-band signal disturbed by white gaussian noise. In order to estimate the distance between a transmitting source and a reflecting target an estimator, based on the criterion of minimum mean square error (MMSE), is investigated. The MMSE-estimator is implemented in an experimental ultrasound pulse-echo system, and results of comparative sim...

We propose a new semiparametric estimator of the degree of persistence in volatility for long memory stochastic volatility (LMSV) models. The estimator uses the periodogram of the log squared returns in a local Whittle criterion which explicitly accounts for the noise term in the LMSV model. Finite-sample and asymptotic standard errors for the estimator are provided. An extensive simulation stu...

Di Crescenzo and Longobardi (2002) has been proposed a measure of uncertainty related to past life namely past entropy. The present paper addresses the question of extending this concept to bivariate set-up and study some properties of the proposed measure. It is shown that the proposed measure uniquely determines the distribution function. Characterizations for some bivariate lifetime models a...

in this paper a robust road departure avoidance system based on a closed-loop driver decision estimator (dde) is presented. the main idea is that of incorporating the driver intent in the control of the vehicle. the driver decision estimator computes the vehicle look ahead lateral position based on the driver input and uses this position to establish the risk of road departure. to induce a risk...

We investigate the time-varying ARCH (tvARCH) process. It is shown that it can be used to describe the slow decay of the sample autocorrelations of the squared returns often observed in financial time series, which warrants the further study of parameter estimation methods for the model. Since the parameters are changing over time, a successful estimator needs to perform well for small samples....

We investigate the time-varying ARCH (tvARCH) process. It is shown that it can be used to describe the slow decay of the sample autocorrelations of the squared returns often observed in financial time series, which warrants the further study of parameter estimation methods for the model. Since the parameters are changing over time, a successful estimator needs to perform well for small samples....

In this paper we characterize and construct efficient estimators of linear functionals of a bivariate distribution with equal marginals. An efficient estimator equals the empirical estimator minus a correction term and provides significant improvements over the empirical estimator. We construct an efficient estimator by estimating the correction term. For this we use the least squares principle...

We consider a modified version of the de Finetti model in insurance risk theory for which we examine the problem of estimating the “time-in-the red” over a finite horizon. We propose a smoothed estimator based on a conditioning argument. We establish unbiasedness for this estimator, show that its variance is lower than the näıve estimator based on counts, and present simulation results which sh...

Using double sampling technique, a generalized difference-cum-ratio type estimator has been proposed for estimating the population mean. The expressions for bias and mean square error of proposed estimator have been obtained. The conditions under which proposed estimator is better than the regression estimator and mean per unit estimator have also been obtained. The gain in efficiency over the ...

The maximum asymptotic bias of an estimator is a global robustness measure of the performance of an estimator. The projection median estimator for multivariate location shows a remarkable behavior regarding asymptotic bias. In this paper we consider a modi cation of the projection median estimator which renders an estimate with better bias performance for point mass contaminations (the worst si...