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stat.ME2020★ 45 cited
Sequential estimation of Spearman rank correlation using Hermite series estimators
Michael Stephanou, Melvin Varughese
In this article we describe a new Hermite series based sequential estimator for the Spearman rank correlation coefficient and provide algorithms applicable in both the stationary a…
stat.ME2009
Parameter Estimation for Multivariate Diffusion Systems
Melvin M. Varughese
Diffusion processes are widely used for modelling real-world phenomena. Except for select cases however, analytical expressions do not exist for a diffusion process' transitional p…