Penalized Least Squares Fitting

* Supported by the Army Research Office under grant DAAD-19-02-10059.

Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model

2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.

Group Comparisons on Cognitive Attributes Using the Least Squares Distance Model of Cognitive Diagnosis

2010 Mathematics Subject Classification: 62P15.

Monte Carlo Method for Reconstruction of Densities

2000 Mathematics Subject Classification: 65C05