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.

Training a Linear Neural Network with a Stable LSP Solution for Jamming Cancellation

Two jamming cancellation algorithms are developed based on a stable solution of least squares problem (LSP) provided by regularization. They are based on filtered singular value decomposition (SVD) and modifications of the Greville formula. Both algorithms allow an efficient hardware implementation. Testing results on artificial data modeling difficult real-world situations are also provided.

Bootstrap for Critical Branching Process with Non-Stationary Immigration

2000 Mathematics Subject Classification: Primary 60J80, Secondary 62F12, 60G99.

Monte Carlo Method for Reconstruction of Densities

2000 Mathematics Subject Classification: 65C05