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57
Bootstraps for Time Series
, 1999
"... We compare and review block, sieve and local bootstraps for time series and thereby illuminate theoretical facts as well as performance on nitesample data. Our (re) view is selective with the intention to get a new and fair picture about some particular aspects of bootstrapping time series. The ge ..."
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Cited by 55 (4 self)
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We compare and review block, sieve and local bootstraps for time series and thereby illuminate theoretical facts as well as performance on nitesample data. Our (re) view is selective with the intention to get a new and fair picture about some particular aspects of bootstrapping time series. The generality of the block bootstrap is contrasted by sieve bootstraps. We discuss implementational dis/advantages and argue that two types of sieves outperform the block method, each of them in its own important niche, namely linear and categorical processes, respectively. Local bootstraps, designed for nonparametric smoothing problems, are easy to use and implement but exhibit in some cases low performance. Key words and phrases. Autoregression, block bootstrap, categorical time series, context algorithm, double bootstrap, linear process, local bootstrap, Markov chain, sieve bootstrap, stationary process. 1 Introduction Bootstrapping can be viewed as simulating a statistic or statistical pro...
Multiresolution and wavelets
 Proc. Edinburgh Math. Soc
, 1994
"... Multiresolution is investigated on the basis of shiftinvariant spaces. Given a finitely generated shiftinvariant subspace S of L2(IR d), let Sk be the 2 kdilate of S (k ∈ Z). A necessary and sufficient condition is given for the sequence {Sk}k ∈ Z to form a multiresolution of L2(IR d). A general ..."
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Cited by 48 (24 self)
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Multiresolution is investigated on the basis of shiftinvariant spaces. Given a finitely generated shiftinvariant subspace S of L2(IR d), let Sk be the 2 kdilate of S (k ∈ Z). A necessary and sufficient condition is given for the sequence {Sk}k ∈ Z to form a multiresolution of L2(IR d). A general construction of orthogonal wavelets is given, but such wavelets might not have certain desirable properties. With the aid of the general theory of vector fields on spheres, it is demonstrated that the intrinsic properties of the scaling function must be used in constructing orthogonal wavelets with a certain decay rate. When the scaling function is skewsymmetric about some point, orthogonal wavelets and prewavelets are constructed in such a way that they possess certain attractive properties. Several examples are provided to illustrate the general theory.
History and evolution of the Density Theorem for Gabor frames
, 2007
"... The Density Theorem for Gabor Frames is one of the fundamental results of timefrequency analysis. This expository survey attempts to reconstruct the long and very involved history of this theorem and to present its context and evolution, from the onedimensional rectangular lattice setting, to arb ..."
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Cited by 17 (6 self)
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The Density Theorem for Gabor Frames is one of the fundamental results of timefrequency analysis. This expository survey attempts to reconstruct the long and very involved history of this theorem and to present its context and evolution, from the onedimensional rectangular lattice setting, to arbitrary lattices in higher dimensions, to irregular Gabor frames, and most recently beyond the setting of Gabor frames to abstract localized frames. Related fundamental principles in Gabor analysis are also surveyed, including the Wexler–Raz biorthogonality relations, the Duality Principle, the Balian–Low Theorem, the Walnut and Janssen representations, and the Homogeneous Approximation Property. An extended bibliography is included.
The Fundamental Role of General Orthonormal Bases in System Identification
 IEEE Transactions on Automatic Control
, 1997
"... The purpose of this paper is threefold. Firstly, it is to establish that contrary to what might be expected, the accuracy of well known and frequently used asymptotic variance results can depend on choices of fixed poles or zeros in the model structure. Secondly, it is to derive new variance express ..."
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Cited by 14 (10 self)
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The purpose of this paper is threefold. Firstly, it is to establish that contrary to what might be expected, the accuracy of well known and frequently used asymptotic variance results can depend on choices of fixed poles or zeros in the model structure. Secondly, it is to derive new variance expressions that can provide greatly improved accuracy while also making explicit the influence of any fixed poles or zeros. This is achieved by employing certain new results on generalised Fourier series and the asymptotic properties of Toeplitzlike matrices in such a way that the new variance expressions presented here encompass preexisting ones as special cases. Via this latter analysis a new perspective emerges on recent work pertaining to the use of orthonormal basis structures in system identification. Namely, that orthonormal bases are much more than an implementational option offering improved numerical properties. In fact, they are an intrinsic part of estimation since, as shown here, or...
Introduction to the fractional Fourier transform and its applications
 in Advances in Imaging and Electron Physics
, 1999
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SUSLOV: The qharmonic oscillator and the AlSalam and Carlitz polynomials
 Letters in Mathematical Physics
, 1993
"... Abstract. One more model of a qharmonic oscillator based on the qorthogonal polynomials of AlSalam and Carlitz is discussed. The explicit form of qcreation and qannihilation operators, qcoherent states and an analog of the Fourier transformation are established. A connection of the kernel of t ..."
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Cited by 12 (2 self)
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Abstract. One more model of a qharmonic oscillator based on the qorthogonal polynomials of AlSalam and Carlitz is discussed. The explicit form of qcreation and qannihilation operators, qcoherent states and an analog of the Fourier transformation are established. A connection of the kernel of this transform with a family of selfdual biorthogonal rational functions is observed.
Topics In Harmonic Analysis With Applications To Radar And Sonar
 in RADAR and SONAR, Part 1, IMA Volumes in Mathematics and its Applications
, 1991
"... This minicourse is an introduction to basic concepts and tools in group representation theory, both commutative and noncommutative, that are fundamental for the analysis of radar and sonar imaging. Several symmetry groups of physical interest will be studied (circle, line, rotation, ax + b, Heisenbe ..."
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Cited by 12 (1 self)
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This minicourse is an introduction to basic concepts and tools in group representation theory, both commutative and noncommutative, that are fundamental for the analysis of radar and sonar imaging. Several symmetry groups of physical interest will be studied (circle, line, rotation, ax + b, Heisenberg, etc.) together with their associated transforms and representation theories (DFT, Fourier transform, expansions in spherical harmonics, wavelets, etc.). Through the unifying concepts of group representation theory, familiar tools for commutative groups, such as the Fourier transform on the line, extend to transforms for the noncommutative groups which arise in radarsonar. The insight and results obtained will be related directly to objects of interest in radarsonar, such as the ambiguity function. The material will be presented with many examples and should be easily comprehensible by engineers and physicists, as well as mathematicians. *School of Mathematics and IMA, University of Minnesota. The research contribution of this paper was supported in part by the National Science Foundation under grant DMS 8823054 Typeset by A M ST E X 1 2 WILLARD MILLER JR.* TABLE OF CONTENTS 1.