← All authors Kurt S. Riedel Millennium Engineering and Integration (United States) (per OpenAlex) · ORCID · OpenAlex
17 papers in scope · 17 published · 1 on the econ.EM arXiv · 3,764 citations · h-index 6 (over the papers listed here)
Papers (1 of 17)
Mean and variance of Brownian motion with given final value, maximum and argmax
published 2021 · Stochastic Models · 2 citations · first circulated 2019
The value of the high, low and close in the estimation of Brownian motion
published 2020 · Statistical Inference for Stochastic Processes · 4 citations · first circulated 2019
published 2019 · Journal of Quantitative Analysis in Sports
Exponential Condition Number of Solutions of the Discrete Lyapunov Equation
published 2004 · IEEE Transactions on Signal Processing · 3 citations
with A.P. Mullhaupt
Banded matrix fraction representation of triangular input normal pairs
published 2001 · IEEE Transactions on Automatic Control · 8 citations
with A.P. Mullhaupt, Andrew P. Mullhaupt
Piecewise convex function estimation: pilot estimators
published 1997 · The Annals of Statistics · 2 citations
Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral
published 1997 · Statistics & Probability Letters · 2 citations
Numerical Bayesian Methods Applied to Signal Processing
published 1997 · Technometrics · 354 citations
with Joseph J. K. Ó Ruanaidh, William J. Fitzgerald
Fast adaptive identification of stable innovation filters
published 1997 · IEEE Transactions on Signal Processing · 5 citations
with A.P. Mullhoupi, Andrew P. Mullhaupt
Minimum bias multiple taper spectral estimation
published 1995 · IEEE Transactions on Signal Processing · 343 citations
with Alexander Sidorenko
Detection of Abrupt Changes: Theory and Application
published 1994 · Technometrics · 2987 citations
Signal Processing and Its Applications (Handbook of Statistics lo)
published 1994 · Technometrics · 1 citations
Signal Processing and Its Applications (Handbook of Statistics 10)
published 1994 · Technometrics
with N. K. Bose, C. R. Rao
Kernel estimation of the instantaneous frequency
published 1994 · IEEE Transactions on Signal Processing · 21 citations
Optimal data-based kernel estimation of evolutionary spectra
published 1993 · IEEE Transactions on Signal Processing · 30 citations
Physicists' Statistical Biases Evaluated
published 1993 · Physics Today
with L. Mertz, R. D. Petrasso
Block diagonally dominant positive definite approximate filters and smoothers
published 1993 · Automatica · 2 citations
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