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stat.CO2019
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion
Kexuan Li, Aleksey S. Polunchenko
For the classical Shiryaev--Roberts martingale diffusion considered on the interval , where is a given absorbing boundary, it is shown that the rate of convergence of…
stat.CO2019
Analytic Evaluation of the Fractional Moments for the Quasi-Stationary Distribution of the Shiryaev Martingale on an Interval
Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev
We consider the quasi-stationary distribution of the classical Shiryaev diffusion restricted to the interval with absorption at a fixed . We derive analytically a clos…
math.ST2019
Nonparametric Inference under B-bits Quantization
Kexuan Li, Ruiqi Liu, Ganggang Xu +1
Statistical inference based on lossy or incomplete samples is often needed in research areas such as signal/image processing, medical image storage, remote sensing, signal transmis…