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20172026
most citedAn Uncertainty Principle for Estimates of Floquet Multipliers

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math.DS2017★ 1 cited

An Uncertainty Principle for Estimates of Floquet Multipliers

Aurya Javeed

We derive a Cramér-Rao lower bound for the variance of Floquet multiplier estimates that have been constructed from stable limit cycles perturbed by noise. To do so, we consider pe…

stat.ME2017

Timing Observations of Diffusions

Aurya Javeed, Giles Hooker

This paper addresses a problem in experimental design: We consider Itô diffusions specified by some and assume that we are allowed to observe their sample paths o…