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The FFT EnKF data assimilation method is proposed and applied to a stochastic cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF combines spatial statistics and ensemble f...
The smooth tests for testing uniformity were introduced by Neyman [15]. The data driven method of selecting the number d components in a smooth test for uniformity is discussed, including the rust-...
A data-driven score test for a conditional distribution in the GARCH(1,l) model is proposed. Conditional distribution assumption is verified by a score test, obtained from nesting the null density ...
We describe and investigate new tests for testing the validity of a semiparametric random-design linear regression model. The tests were introduced in Inglot and Ledwina (2006a, b). We repeat here ...
We propose a wavelet-based technique for the nonparametric estimation of functions contaminated with noise whose mean and variance are linked via a possibly unknown variance function. Our method, term...
A data-driven block thresholding procedure for wavelet regression is proposed and its theoretical and numerical properties are investigated. The procedure empirically chooses the block size and thre...
We construct a data-driven projection density estimator for continuous time processes. This estimator reaches superoptimal rates over a class F0 of densities that is dense in the family of all possibl...
We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the k...

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