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math.ST2020
Stochastic modelling of Gaussian processes by improper linear functionals
Niels Lundtorp Olsen
Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussia…
math.ST2019
A new inequality for maximum likelihood estimation in statistical models with latent variables
Niels Lundtorp Olsen
Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involvi…