• Article  

      Model-free model-fitting and predictive distributions 

      Politis, Dimitris Nicolas (2013)
      The problem of prediction is revisited with a view towards going beyond the typical nonparametric setting and reaching a fully model-free environment for predictive inference, i.e., point predictors and predictive intervals. ...
    • Article  

      Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order 

      Politis, Dimitris Nicolas; Romano, J. P. (1999)
      The problem of nonparametric estimation of a multivariate density function is addressed. In particular, a general class of estimators with favorable asymptotic performance (bias, variance, rate of convergence) is proposed. ...
    • Article  

      New explicit filters and smoothers for diffusions with nonlinear drift and measurements 

      Charalambous, Charalambos D.; Elliott, R. J. (1998)
      The optimal least-squares filtering of a diffusion x(t) from its noisy measurements {y(τ); 0 ≤ τ ≤ t} is given by the conditional mean E[x(t)\y(τ); 0 ≤ τ ≤ t]. When x(t) satisfies the stochastic diffusion equation dx(t) = ...
    • Article  

      Wavelet shrinkage for natural exponential families with quadratic variance functions 

      Antoniadis, Anestis; Sapatinas, Theofanis (2001)
      We propose a wavelet shrinkage methodology for univariate natural exponential families with quadratic variance functions, covering the Gaussian, Poisson, gamma, binomial, negative binomial and generalised hyperbolic secant ...
    • Article  

      Which banks smooth and at what price? 

      Kokas, Soterios; Vinogradov, Dmitri; Zachariadis, Marios (Elsevier, 2020-12)
      By adjusting lending, banks can smooth the macroeconomic impact of deposit fluctuations. This may, however, lead to extended periods of disproportionately high lending relative to deposit intake and, under certain conditions, ...