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Testing and Locating Variance Changepoints with Application to Stock Prices
Abstract This article explores testing and locating multiple variance changepoints in a sequence of independent Gaussian random variables (assuming known and common mean). This type of problem isExpand
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On stability crossing curves for general systems with two delays
For the general linear scalar time-delay systems of arbitrary order with two delays, this article provides a detailed study on the stability crossing curves consisting of all the delays such that theExpand
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Parameter estimation of two-fluid capillary pressure–saturation and permeability functions
Abstract Accurate characterization and modeling of subsurface flow in multi-fluid soil systems require development of a rapid, reproducible experimental method that yields the information necessaryExpand
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  • Open Access
Comparison of five stochastic weather generators in simulating daily precipitation and temperature for the Loess Plateau of China
Stochastic weather generators are computer models used to simulate synthetic weather time series based on statistical characteristics of observed weather time series for a location of interest. TheExpand
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Frequency Domain Tests for Validation of Linear Fractional Uncertain Models
Abstract A frequency domain approach is adopted in this paper to tackle the problem of validating uncertainty models described by linear fractional transforms. It is shown that the validation problemExpand
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Change-point analysis as a tool to detect abrupt climate variations
Recently, there have been an increasing number of studies using change-point methods to detect artificial or natural discontinuities and regime shifts in climate. However, a major drawback with mostExpand
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  • Open Access
Finding the most appropriate precipitation probability distribution for stochastic weather generation and hydrological modelling in Nordic watersheds
Six precipitation probability distributions (exponential, Gamma, Weibull, skewed normal, mixed exponential and hybrid exponential/Pareto distributions) are evaluated on their ability to reproduce theExpand
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Functional organization of the human 4D Nucleome
Significance We explored the human genome as a dynamical system. Using a data-guided mathematical framework and genome-wide assays, we interrogated the dynamical relationship between genomeExpand
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  • Open Access
Worst case system identification in H/sub /spl infin//: validation of a priori information, essentially optimal algorithms, and error bounds
Resolves several important open issues pertaining to a worst-case control-oriented system identification problem known as identification in H/sub /spl infin//. First, a method is presented forExpand
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We discuss the statistical properties of a recently introduced unbiased stochastic approximation to the score equations for maximum likelihood calculation for Gaussian processes. Under certainExpand
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  • Open Access