Tag: Estimation theory
Glitches can mildly bias EMRI inference in LISA
What the study found Streams of transient, non-Gaussian noise artifacts called glitches can bias inference for extreme mass ratio inspirals (EMRIs) in the Laser Interferometer Space Antenna (LISA), but the effect is relatively small when the glitches are moderately mitigated. The study found that EMRI inference is more robust to glitches than inference for some…
Detailed deduction of the Tennessee-Eastman benchmark model
Detailed mathematical reconstruction of the Tennessee-Eastman benchmark process model with previously unavailable parameters and explicit documentation of assumptions.
Spline-based score-driven models allow flexible time-varying parameters
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in StatisticsScore-driven time-varying parameter model using spline-based densities without parametric assumptions, with applications to inflation and volatility filtering.
