4 papers
A Bayesian Approach for the Variance of Fine Stratification
Sepideh Mosaferi
Fine stratification is a popular design as it permits the stratification to be carried out to the fullest possible extent. Some examples include the Current Population Survey and N…
Bayesian Estimation of Variance under Fine Stratification via Mean-Variance Smoothing
Sepideh Mosaferi, Shonosuke Sugasawa
Fine stratification survey is useful in many applications as its point estimator is unbiased, but the variance estimator under the design cannot be easily obtained, particularly wh…
Optimal Change Point Detection and Inference in the Spectral Density of General Time Series Models
Sepideh Mosaferi, Abolfazl Safikhani, Peiliang Bai
This paper addresses the problem of detecting change points in the spectral density of time series, motivated by EEG analysis of seizure patients. Seizures disrupt coherence and fu…
Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory
Sepideh Mosaferi, Mark S. Kaiser
This article develops nonparametric cointegrating regression models with endogeneity and semi-long memory. We assume that semi-long memory is produced in the regressor process by t…