79 citations · 131 across the 21 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2015★ 1 cited
Principal Components Analysis for Semimartingales and Stochastic PDE
Alberto Ohashi, Alexandre B Simas
In this work, we develop a novel principal component analysis (PCA) for semimartingales by introducing a suitable spectral analysis for the quadratic variation operator. Motivated…
math.ST2012
On the Discrete Cramér-von Mises Statistics under Random Censorship
Dorival Leão, Alberto Ohashi
In this work, nonparametric log-rank-type statistical tests are introduced in order to verify homogeneity of purely discrete variables subject to arbitrary right-censoring for infi…