Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Title

Now showing items 121-140 of 1633

    • Article  

      Backstepping Control of Linear Time-Varying Systems with Known and Unknown Parameters 

      Zhang, Y.; Fidan, B.; Ioannou, Petros A. (2003)
      The backstepping control design procedure has been used to develop stabilizing controllers for time invariant plants that are linear or belong to some class of nonlinear systems. The use of such a procedure to design ...
    • Article  

      Backward difference formulae for Kuramoto–Sivashinsky type equations 

      Akrivis, Georgios; Smyrlis, Yiorgos-Sokratis (2017)
      We analyze the discretization of the periodic initial value problem for Kuramoto–Sivashinsky type equations with Burgers nonlinearity by implicit–explicit backward difference formula (BDF) methods, establish stability and ...
    • Article  

      Bagging multiple comparisons from microarray data 

      Politis, Dimitris Nicolas (2008)
      Bagging and subagging procedures are put forth with the purpose of improving the discovery power in the context of large-scale simultaneous hypothesis testing. Bagging and subagging significantly improve discovery power ...
    • Article  

      Banded and tapered estimates for autocovariance matrices and the linear process bootstrap 

      McMurry, T. L.; Politis, Dimitris Nicolas (2010)
      We address the problem of estimating the autocovariance matrix of a stationary process. Under short range dependence assumptions, convergence rates are established for a gradually tapered version of the sample autocovariance ...
    • Article  

      Bandwidth selection for functional time series prediction 

      Antoniadis, Anestis; Paparoditis Efstathios, E.; Sapatinas, Theofanis (2009)
      We propose a method to select the bandwidth for functional time series prediction. The idea underlying this method is to calculate the empirical risk of prediction using past segments of the observed series and to select ...
    • Article  

      Baxter’s inequality for triangular arrays 

      Meyer, M.; McMurry, T.; Politis, Dimitris Nicolas (2015)
      A central problem in time series analysis is prediction of a future observation. The theory of optimal linear prediction has been well understood since the seminal work of A. Kolmogorov and N. Wiener during World War II. ...
    • Article  

      Bayesian analysis of the unobserved ARCH model 

      Giakoumatos, Stefanos G.; Dellaportas, Petros; Politis, Dimitris Nicolas (2005)
      The Unobserved ARCH model is a good description of the phenomenon of changing volatility that is commonly appeared in the financial time series. We study this model adopting Bayesian inference via Markov Chain Monte Carlo ...
    • Article  

      Bäcklund transformations for generalized nonlinear Schrödinger equations 

      Kingston, John G.; Sophocleous, Christodoulos (1990)
      A general class of Bäcklund transformations are considered for equations of the form izy + zxx + f(z,z̄) = 0, where f(z,z̄) is a function of z = x + iy and z̄ = x - iy. The nonlinear forms of this equation that admit such ...
    • Article  

      The bergman kernel method for the numerical conformal mapping of simply connected domains 

      Levin, D.; Papamichael, Nicolas; Sideridis, Alexander B. (1978)
      A numerical method for the conformal mapping of simply-connected domains onto the unit disc is considered. The method is based on the use of the Bergman kernel function of the domain. It is shown that, for a successful ...
    • Article  

      Bergman Orthogonal Polynomials and the Grunsky Matrix 

      Beckermann, Bernhard; Stylianopoulos, Nikos (2018)
      By exploiting a link between Bergman orthogonal polynomials and the Grunsky matrix, probably first observed by Kühnau (Ann Acad Sci Math 10:313–329, 1985), we improve on some recent results on strong asymptotics of Bergman ...
    • Article  

      Bergman Orthogonal Polynomials and the Grunsky Matrix 

      Beckermann, B.; Stylianopoulos, Nikos S. (2017)
      By exploiting a link between Bergman orthogonal polynomials and the Grunsky matrix, probably first observed by Kühnau (Ann Acad Sci Math 10:313–329, 1985), we improve on some recent results on strong asymptotics of Bergman ...
    • Article  

      Bergman orthogonal polynomials on an archipelago 

      Gustafsson, B.; Putinar, M.; Saff, E. B.; Stylianopoulos, Nikos S. (2008)
      Growth estimates for orthogonal polynomials with respect to area measure (Bergman polynomials) over the union of finitely many Jordan regions with piecewise smooth boundary are obtained by a careful investigation of the ...
    • Article  

      Bergman polynomials on an archipelago: Estimates, zeros and shape reconstruction 

      Gustafsson, B.; Putinar, M.; Saff, E. B.; Stylianopoulos, Nikos S. (2009)
      Growth estimates of complex orthogonal polynomials with respect to the area measure supported by a disjoint union of planar Jordan domains (called, in short, an archipelago) are obtained by a combination of methods of ...
    • Article  

      Bergman-Weil expansion for holomorphic functions 

      Vidras, Alekos; Yger, Alain (Springer, 2022)
      Using a modified Cauchy–Weil representation formula in a Weil polyhedron D f ⊂ U ⊂ Cn, we prove a generalized version of Lagrange interpolation formula (at any order) with respect to a discrete set defined by VD f ( f ) ...
    • Article  

      A Bernstein function related to Ramanujan's approximations of exp(n) 

      Koumandos, S. (2013)
      Ramanujan's sequence θ(n),n=0,1,2,..., is defined by en/2 =∑j=0 n-1nj/j!+nn/n! θ(n). It is possible to define, in a simple manner, the function θ(x) for all nonnegative real numbers x. We show that the function λ(x):=x ...
    • Article  

      BIAS‐CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION 

      Politis, Dimitris Nicolas; Romano, J. P. (1995)
      Abstract. The theory of nonparametric spectral density estimation based on an observed stretch X1,…, XN from a stationary time series has been studied extensively in recent years. However, the most popular spectral estimators, ...
    • Article  

      Biological applications of time series frequency domain clustering 

      Fokianos, Konstantinos; Promponas, Vasilis J. (2012)
      Clustering methods are used routinely to form groups of objects with similar characteristics. Collections of time series datasets appear in several biological applications. Some of these applications require grouping the ...
    • Book  

      Biostat 2006, Proceedings of the international conference statistical methods for biomedical and technical systems 

      Βόντα, Φιλία ([s. n.], 2006)
    • Article  

      Block Bootstrap for Poisson‐Sampled Almost Periodic Processes 

      Dehay, Dominique; Dudek, Anna E.; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2015)
    • Article  

      Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes 

      Jentsch, C.; Politis, Dimitris Nicolas; Paparoditis Efstathios, E. (2015)
      We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme ...