5 citations · 13 across the 5 of their papers we have counts for
6 papers
Phase transitions and approximations of mean squared error for state-space models with fractional differencing
Prabir Burman, Xiucai Ding, Robert H. Shumway
We study trend estimation in state-space models in which the trend has a fractional stochastic difference of order and the observation errors form a short-range-dependent sta…
Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
Matthew J. Schneider, Rufus Rankin, Prabir Burman +1
The M6 Competition assessed the performance of competitors using a ranked probability score and an information ratio (IR). While these metrics do well at picking the winners in the…
Nonparametric estimation of dynamics of monotone trajectories
Debashis Paul, Jie Peng, Prabir Burman
We study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on…
Semiparametric modeling of autonomous nonlinear dynamical systems with application to plant growth
Debashis Paul, Jie Peng, Prabir Burman
We propose a semiparametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects…
Estimation of trend in state-space models: Asymptotic mean square error and rate of convergence
Prabir Burman, Robert H. Shumway
The focus of this paper is on trend estimation for a general state-space model , where the th difference of the trend is assumed to be i.i.d., a…
Semiparametric modeling of autonomous nonlinear dynamical systems with applications
Debashis Paul, Jie Peng, Prabir Burman
In this paper, we propose a semi-parametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-s…