Calculating summary statistics such as the mean, standard deviation, and an upper confidence limit on the mean is straightforward when the data values are known. However, environmental data often are reported from the analytical laboratory as left censored, meaning the actual concentration for a given contaminant was not detected above the method detection limit. Therefore, the true concentrati...

This paper is the third part of our study started with Cattiaux, León and Prieur (2014 2013). For some ergodic hamiltonian systems we obtained a central limit theorem for a non-parametric estimator of the invariant density (Cattiaux et al. 2014) and of the drift term (Cattiaux et al. 2013), under partial observation (only the positions are observed). Here we obtain similarly a central limit the...

capacity of a road facility as an important characteristic in transportation and traffic studies is defined as the maximum rate of flow that could be held by that facility, which has been supposed to have a constant and certain value. this assumption, although necessary for most traffic studies, has also caused some problems, like that of demand exceeding capacity in many road facilities. resea...

In order to estimate model parameters and circumvent possible dif-6 ficulties encountered with the likelihood function, we propose to replace the like-7 lihood in the formula of the posterior distribution by a function depending on a 8 contrast. The properties of the contrast-based (CB) posterior distribution and 9 MAP estimator are studied to understand what the consequences of incorporat-10 i...

In this paper, we prove some weak limit theorems for the Fourier estimator of multivariate volatility proposed by Malliavin and Mancino ( [12], [13]). We first give a central limit theorem for the estimator of the integrated volatility assuming that we observe the whole path of the Ito process. Then we study the case of discrete time observations possibly non synchronous. In this framework we p...

Preface. These notes, though mainly written after the course was given, follow quite closely my lectures at the 22nd Saint FlourÉcole d' ´ Eté de Calcul des Probabilités, 8–25 July 1992. I am really grateful to the organisers and the participants who have shaped the lecture notes in many ways. The vague title is a cover-up for the more honest 'topics in and around survival analysis which intere...

We show that the number of segregating sites is a sufficient statistic for the scaled mutation parameter (theta) in the limit as the number of sites tends to infinity and there is free recombination between sites. We assume that the mutation parameter at each site tends to zero such than the total mutation parameter (theta) is constant in the limit. Our results show that Watterson's estimator i...

In this note I will study the relationship between the conditional sum of squares (CSS) estimator of moving averages and the maximum likelihood (ML) estimator. I will show that the CSS estimator can be converted into the ML estimator via the use of the EM algorithm. A by-product of the EM algorithm is an expression for the likelihood function and the score. This argument generalizes to autoregr...

In this paper, we present an Approximate Linear Minimum Mean Square Error (ALMMSE) fast fading channel estimator for Orthogonal Frequency Division Multiplexing (OFDM). The ALMMSE channel estimator utilizes the knowledge of the structure of the autocorrelation matrix given by the Kronecker product between the time correlation matrix and the frequency correlation matrix. Simulation results show t...