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03/31/2023
Accounting for Vibration Noise in Stochastic Measurement Errors
The measurement of data over time and/or space is of utmost importance i...
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08/01/2022
A penalized two-pass regression to predict stock returns with time-varying risk premia
We develop a penalized two-pass regression with time-varying factor load...
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06/20/2022
The Generalized Method of Wavelet Moments with Exogenous Inputs: a Fast Approach for the Analysis of GNSS Position Time Series
The Global Navigation Satellite System (GNSS) daily position time series...
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04/17/2022
A Flexible Bias Correction Method based on Inconsistent Estimators
An important challenge in statistical analysis lies in controlling the e...
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06/30/2021
Scale-wise Variance Minimization for Optimal Virtual Signals: An Approach for Redundant Gyroscopes
The increased use of low-cost gyroscopes within inertial sensors for nav...
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12/19/2020
Prevalence Estimation from Random Samples and Census Data with Participation Bias
Countries officially record the number of COVID-19 cases based on medica...
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10/26/2020
A General Approach for Simulation-based Bias Correction in High Dimensional Settings
An important challenge in statistical analysis lies in controlling the b...
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06/23/2020
SWAG: A Wrapper Method for Sparse Learning
Predictive power has always been the main research focus of learning alg...
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02/19/2020
Asymptotically Optimal Bias Reduction for Parametric Models
An important challenge in statistical analysis concerns the control of t...
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01/13/2020
Robust Two-Step Wavelet-Based Inference for Time Series Models
Complex time series models such as (the sum of) ARMA(p,q) models with ad...
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11/16/2019
Wavelet-Based Moment-Matching Techniques for Inertial Sensor Calibration
The task of inertial sensor calibration has required the development of ...
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07/25/2019
Phase Transition Unbiased Estimation in High Dimensional Settings
An important challenge in statistical analysis concerns the control of t...
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05/04/2019
Multivariate Signal Modelling with Applications to Inertial Sensor Calibration
The common approach to inertial sensor calibration for navigation purpos...
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01/20/2019
A simple recipe for making accurate parametric inference in finite sample
Constructing tests or confidence regions that control over the error rat...
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10/10/2018