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Engineering Statistics

Department of Mathematical Statistics
Lund University with Lund Institute of Technology

List of publications, 1996-2000

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Stochastic methods in telecommunications

  1. Andersson, S. (1998): Evaluating rare events performance with heavy tails.. (Manuscript.)
  2. Andersson, S. (2000): Likelihood-based traffic modelling with Markov-modulated Poisson processes. Licentiate thesis, Mathematical Statistics, Lund (LUTFMS-2002-2000).
  3. Andersson, S. & Rydén, T. (1999):  Local dependencies and poissonfication of data traffic, Tech. Rep. 1999:15, Dept. of Mathematical Statistics, Lund.
  4. Andersson, S. & Rydén, T. (2000): Local dependencies and Poissonification of data traffic -- A case study. 5th INFORMS Telecommunications Conference, Boca Raton, March 2000.
  5. Andersson, S. & Rydén, T. (2000): Maximum likelihood estimation of a structured MMPP with applications to traffic modelling. 13th ITC Specialists' Seminar: IP Traffic Measurements, Modeling and Management, Monterey, September 2000.
  6. Asmussen, S. (1998) Matrix-analytic models and their analysis. Invited paper for Scand. J. Statist..
  7. Asmussen, S. (1999) Semi-Markov queues with heavy tails. Invited paper for 2'nd International Conference on Semi-Markov Models, Compiegne, France, Dec. 9-11, 1998. Proceedings, Chapter 17, pp. 269-284.
  8. Asmussen, S. (1998) Subexponential asymptotics for stochastic processes: extremal behaviour, stationary distributions and first passage times. Ann. Appl. Probab., 8, 354-374.
  9. Asmussen, S. (1998) Extreme value theory for queues via cycle maxima. Extremes, 1 (1999) 137-168.
  10. Asmussen, S., Binswanger, K. & B. Højgaard (2000): Rare events simulation for heavy-tailed distributions. Bernoulli, 6 (2000) 303-322..
  11. Asmussen, S. & M. Bladt (1996): Renewal theory and queueing algorithms for matrix-exponential distributions. In Matrix-Analytic Methods in Stochastic Models (A.S. Alfa & S. Chakravarty, eds.), 313-341. Marcel Dekker, New York.
  12. Asmussen, S. & Collamore, J. (1999): Exact asymptotics for a large deviations problem for the GI/G/1 queue. Markov Processes Relat. Fields, 5 (1999) 451-476.
  13. Asmussen, S., Glynn, P.W. & H. Thorisson (1996): Discretization error in simulation of one-dimensional reflecting Brownian motion. Ann. Appl. Probab., 5, 875-896.
  14. Asmussen, S., Jobmann, M. & Schwefel, H-P. (2000): Exact buffer overflow calculations for queues via martingales. Preprint.
  15. Asmussen, S. & V. Kalashnikov (1998): Failure rates for regenerative systems with heavy tails. J. Math. Sci., 93 (1999) 486-500.
  16. Asmussen, S. & C. Klüppelberg (1997): Stationary M/G/1 excursions in the presence of heavy tails. J. Appl. Probab., 34, 208-212.
  17. Asmussen, S., Klüppelberg, C. & Sigman, K. (1999): Sampling at subexponential times, with queueing applications, Stochastic Processes and Their Applications, 79 (1999) 265-286.
  18. Asmussen, S. & . Møller, J. R. (1999): Tail probabilities for M/G/1 type queueing models with subexponential increments. Invited paper to Queueing Systems on heavy tails (K. Sigman, Ed.), 33 (1999) 153-176.
  19. Asmussen, S & Møller, J. R. (1999): Calculation of steady waiting time distribution in {GI}/{PH}/c and {MAP}/{PH}/c queues, Tech. Rep. 1999:13, Dept. of Mathematical Statistics, Lund, 1999.
  20. Asmussen, S. & C.A. O' Cinneide (1998) On the tail of the waiting time in a Markov-modulated M/G/1 queue (submitted).
  21. Asmussen, S. & C.A. O'Cinneide (1998) Phase-type representations in matrix-geometric and matrix-exponential solutions. with applications to many-server queues. Stochastic Models, 14, 369-387.
  22. Asmussen, S., Schmidl, H. & V. Schmidt (1999): Tail probabilities for non-standard risk and queueing processes with subexponential tails. Advances in Applied Probability, 31 (1999) 422-447.
  23. Asmussen, S. & J.L. Teugels (1996) Convergence rates for M/G/1 queues and ruin problems with heavy tails. J. Appl. Probab., 33, 1181-1190.
  24. Asmussen, S. & C.-L. Wang (1996) Variance reduction for simulating transient GI/G/1 behaviour. Probab. Th. Eng. Sci., 10, 197-205.
  25. Heikkinen, T. (1999): On distributed resource allocation in a multimedia network. Proc. IEEE Vehic. Tech. Conf., Amsterdam, 1999.
  26. Heikkinen, T. (2000): Optimal quality of service and pricing in the wireless Internet. ITC seminar 2000, Lillehammer, 2000.
  27. Holst, J., Lindoff, B. & N. Svensson (1998): Wavelets and noise cancellation in mobile communication. Int. Conference on Signal Processing Applications and Technology. Toronto, pp. 1540-1544.
  28. Michna, Z. (1998): Ruin probabilities and first passage times for self-similar processes. PhD dissertation. Dept. of Mathematical Statistics, Lund University.
  29. Michna}, Z. (1999): On tail probabilities and first passage times for fractional Brownian motion. Mathematical Methods of Operations Research, 49 (1999), 335-354.
  30. Möller, J. (2000): Tail asymptotics for M/G/1 type queueing processes with light-tailed increments. Preprint.
  31. Nissanka, T. (1998): A comparison of various noise reduction methods in mobile communication, (Masters thesis) TFMS-5061
  32. Nordström, F. (1998): Time- and frequency dependent noise reduction in speech, (Masters thesis) TFMS-5064.
  33. Nordström, F., Holst, J. & Lindoff, B (1999): Time and frequency dependent noise reduction in speech signals. Proc. ICSPAT'99, Orlando, 1999.
  34. Robert, C.P., Rydén, T. & D.M.Titterington (2000): Bayesian inference in hidden Markov models through reversible jump Markov chain Monte Carlo. Journal of the Royal Statistical Society B, 62 (2000) 57-75.
  35. Rydén, T.: An EM algorithm for estimation in Markov-modu lated Poisson processes. Computational Statistics & Data Analysis, 21 (1996), 431-447.
  36. Rydén, T.: On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions. Journal of Applied Probability, 33 (1996), 640-653.
  37. Rydén, T. (1998): Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes. Stochastic Models, 13 (1997), 417-433.
  38. Rydén, T. (1998):Optimal overload control of systems with access buffers - a difficult problem. Computer Networks and ISDN Systems, 30 (1998), 999-1005.
  39. Rydén, T. (2000): Statistical inference for Markov-modulated Poisson processes and Markovian arrival processes. Third International Conference on Matrix Analytic Methods in Stochastic Models, Leuven, July 2000. In Advances in Algorithmic Methods for Stochastic Models, G.~Latouche and P.~Taylor (eds.), Notable Publications, Neshanic Station, NJ, pp.~329--350.
  40. Svensson, N. (): Wavelets and Noise cancellation in mobile communication, (Masters thesis) TFMS-5062

Statistical modelling in energy systems

  1. Andersson, K. (2000): The interaction between the operator and energy prediction system Enerplan. (Masters thesis).
  2. Aronsson, M. (1997): Using neural networks for prediction on nonlinear time series. (Masters thesis)
  3. Arvastson, L (1998): EnerPlan - A tool for planning of energy production (in Swedish). User's Manual, Version 1.0, 11 pp.
  4. Arvastson, L. (1996): A note on temperature modelling using wavelets. Project note, pp. 1-44.
  5. Arvastson, L. & J. Holst (1998): A semi-physical stochastic model for a district heating netweork. Submitted to Euroheat & Power - Fernwärme International, pp. 1-13.
  6. Arvastson, L. & J. Holst (1997): A state-space model for a district heating network. Intern. Symposium on District Heating and Cooling Simulation, Rejkjavik. pp 1-11.
  7. Arvastson, L. & Wollerstrand, J. (1997): On sizing of domestic hot water heaters of instantaneous type. Intern. Symposium on District Heating and Cooling Simulation, Rejkjavik. pp 1-17.
  8. Arvastson, L. & Wollerstrand, J. (1997): Computation of maximum hot water flows in district heating substations (in Swedish). Nordisk Workshop - Abonnentcentraler för Fjärrvärme och Fjärrkyla.
  9. Felix, R. (1997): Prediction of power load using piecewise linear models. (Masters thesis, in Swedish), pp. 1-76.
  10. Feltenmark, S., Halldin, R., Holst, J. & Rappe, J. (1999): A model for seasonal planning in a hydro-thermal power system. Tech. Rep., Optimization and Systems Theory, Royal Institute of Technology, October 1999.
  11. Hansen, L.H., Madsen, H., Holst, J., Bidstrup, N. & Vadstrup, P. (1997): A dynamic nonlinear model of a thermostatic valve. CLIMA 2000, ASHREA, Brussels.
  12. Hansen, L.H., Madsen, H., Holst, J., Bidstrup, N. & Vadstrup, P. (1998): A dynamic nonlinear model of a turbulent frow in a pipe. Submitted to Building and Environment.
  13. Holst, J. (1997): On energy measurements. Project note, (in Swedish), pp. 1-15.
  14. Hulusjö, A. (1997): En optimal start/stopp strategi för fjärrvärmeproduktion, (Masters thesis) NFMS-5044
  15. Ingimundarson, A., Wollerstrand, J. & Arvastson, L. (1998): On sizing of flow meters used in customer devices in district heating systems. Proceedings of the 9:th International Conference on Flow Measurements, Lund, pp 461-467.
  16. Jónsson, G. & J. Holst (1997): On estimating heat transfer coefficients. Manuscript, pp. 1-19.
  17. Jónsson, G., Jonsson, V. & J. Holst (1998): On-line estimation of fouling in heat exchangers. Submitted, pp. 1-32.
  18. Jonsson, P. (1997). Rensning och prediktion av belastningsdata på ett nät för gasdistribution. (Masters thesis)
  19. Jonsson, P. (1998): Outlier detection and load prediction. Proceedings of the 10:th Conference of the European Consortium for Mathematics in Industry, Gothenburg, 8 pp.
  20. Lindgren, F. (1997): Flame reconstruction by Markov Chain Monte Carlo simulation, (Masters thesis) NFMS-5041.
  21. Lindgren, F. (1997): Reconstruction of flames. The art and science of Bayesian image analysis, 17th L.A.R.S. workshop, Leeds.
  22. Lindgren, F., Johansson, B. & Holst, J. (1997): Flame reconstruction in spark ignition engines. Paper 972825, SAE International Fall Fuels & Lubricants Meeting & Exposition, Tulsa, Oklahoma, 12 pp.
  23. Madsen, H., Melgaard, H. & J. Holst: Application of a thermal network on Case 3. Chapter 9 in System Identification Competition, Ed. J. Bloem, Joint Research Centre, Ispra, European Commission, 1996.
  24. Pettersson, J. (1997): Prediction of power load in local nets. (Masters thesis, in Swedish).
  25. Sadegh, P, Hansen, L H, Madsen, H & Holst, J (1998): Maxmin input design for linear dynamic systems. Journal of Information and Optimization Sciences, 19 (1998) 223-240.
  26. Sadegh, P., Madsen, H. & Holst, J. (1999): Optimal input design for change detection in linear dynamic stochastic systems. Preliminarily accepted by Automatica.
  27. Sällberg, M. (1997): Detection and correction of measurement errors in the hourly power load. (Masters thesis, in Swedish).
  28. Wiktorsson, M and Arvastson, L (1998): Examination of the uncertainty calculations in CORE WATCH. External Investigation 1998:1, Dept of Mathematical Statistics, Lund, 48 pp.
  29. Zhao, H. (1997): Stochastic programming. Project note, pp. 1-8.
  30. Zhao, H. (1999): An efficient algorithm for solving two-stage recourse problems. Sixth SIAM Conference on Optimization, Atlanta, 1999.
  31. Zhao, H., von Heiroth, P., Holst, J. & L. Arvastson (1997): Modelling the fuel comsumption in a CHP plant. IFAC/CIGRE Symposium on control of Power Systems and Power Plants. Beijing, 481-486.
  32. Zhao, H & Holst, J (1998): Estimation of time delay in district heating systems. Dept of Mathematical Statistics, Lund Institute of Technology, Manuscript, 15 pp.
  33. Zhao, H & Holst, J (1998): Study on a network aggregation model in DH systems. Euroheat & Power - Fernwärme International, 27 (1998) 38-44.
  34. Zhao, H & Holst, J (1999): Optimal operation of a CHP type district heating system under uncertainty. Proc. 7th International Symposium of District Heating and Cooling, Lund, Nordic Energy Research Programme, 1999, 1-8.
  35. Zhao, H, Holst, J & Arvastson, L (1998): Optimal operation of coproduction with a storage. Energy - The International Journal, 23 (1998) 859-866.

Stochastic processes in marine and mechanical engineering

  1. Aage, C., Allan, T., Boonstra, H., Carter, D., Lindgren, G. & M. Olagnon (1999): Oceans from Space - A textbook for offshore engineers and naval architects. IFREMER, Brest, 1999, pp. 1-169.
  2. Baxevani, A., K. Podgorski and I. Rychlik (2000): Distributions of responses experiences by a vessel. COMKISS Scientific report, pp. 1-23.
  3. Baxevani, A., G. Lindgren, I. Rychlik and L. Tual (2000): A statistical analysis of satellite data of wave parameters in the Mediterranean and Northern Atlantic. COMKISS Scientific report, pp. 1-31.
  4. Broberg, K.B. & Lindgren, G. (2000): The Rayleigh hypothesis for wave amplitudes, and the Lévy-Cramér characterization of the Gaussian distribution. Preprint, Mathematical statistics, Lund.
  5. Brodtkorb, P., Johannesson, P., Lindgren, G., Rychlik, I., Rydén & Sjö (1999): WAFO toolbox - wave analysis for fatigue and oceanography, Tech. Rep., Dept of Mathematical Statistics, Lund, 1999.
  6. Holtsberg, A. & J. Holst (199?): On pseudo-linear estimators and angle-only tracking. Under revision for IEEE Trans. on Aerospace and Electronic Systems.
  7. Johannesson, P. (1997): Rainflow cycles for random loads with Markov regime. Licentiate thesis, Dept. of Mathematical Statistics, Lund, pp. 1-66.
  8. Johannesson, P. (1997): Matlab Toolbox: Rainflow Cycles for Switching Processes. Technical manual, TFMS-7008, pp. 1-43.
  9. Johannesson, P. (1998): Rainflow Cycles for Switching Processes with Markov Structure. Probability in the Engineering and Informational Sciences, 12 (1998) 143-175.
  10. Johannesson, P. (1998): Rainflow Matrix for Switching Random Loads. Proc. 4th International Conference on Stochastic Structural Dynamics, Notre Dame, Indiana, USA, pp. 281-286.
  11. Johannesson, P. (1999): Rainflow analysis of switching Markov loads. PhD theses, Mathematical Statistics, Lund (ISBN 91-628-3784-2), pp. 1-205.
  12. Karlsson, N., Holtsberg, A. & J. Holst (1996): Interactive target tracking in the bearing-time plot. IFAC 1996 Triennial World Congress, San Fransisco. Paper 3a-09, Vol. I, pp. 285-290.
  13. Stefan Larsson: Bearings-Only target motion analysis for infrared sensors, (Masters thesis) TFMS-5063
  14. Leadbetter M. R. and Rychlik I.(1999): Extremes and high level exceedances of stationary random fields for ocean structure reliability, Stochastically Excited Nonlinear Ocean Structures, Ch. 6, edited by M.F. Shlesinger and T. Swean, World Scientific, pp. 156-186.
  15. Cecilia Liljeberg: Development and testing of navigation algorithms, (Masters thesis) TFMS-5060.
  16. Lindgren, G. (2000): Wave analysis by Slepian models. Probabilistic Engineering Mechanics, 15 (2000) 49-57.
  17. Lindgren G., Rychlik I. & Prevosto M. (1998): The relation between wave length and wave period distribution in random Gaussian waves. Journal Offshore and Polar Engineering, 8 (1998) 258-264.
  18. Lindgren, G., Rychlik, I. & M. Prevosto (1999): Stochastic Doppler shift and encountered wave period distributions in Gaussian waves. Ocean Engineering, 26 (1999) 507-518.
  19. Lindgren, G., Rychlik, I. & M. Prevosto (1999): Stochastic Doppler shift and encountered wave period distributions in Gaussian waves. Proc. 4th Intern. Conference on Stochastic Structural Dynamics, eds. B. Spencer & E. Johnsson, Notre Dame, Indiana, (1999) 229-234.
  20. Lindgren, G. & Rydén, J. (2000): Transfer function approximations of the rainflow filter. Preprint, Mathematical Statistics, Lund,
  21. Logothetis, A., Krishnamurthy, V., Holst, J. & A. Isaksson (1997): Model state trajectory estimation of a maneuvering target in clutter. 36th IEEE Conference on Decision and Control. San Diego, pp. 5024-5030.
  22. Machado, U. (1998): Exact long-run distributions for a ship in Gaussian sea. (Manuscript)
  23. Machado, U. (1999): Saddlepoint methods for computation of {R}ice's formula. (Manuscript).
  24. Martin Noretoft: Tracking based on double-array configurations, (Masters thesis) TFMS-5057.
  25. Piterbarg, V. and Rychlik, I.: Central limit theorem for wave-functionals of Gaussian processes. Advances in Applied Probability, 31 (1999) 158-177.
  26. Pitoiset, X. and I. Rychlik, and A. Preumont (2000): Spectral methods to estimate local multiaxial fatigue failure criteria for structures undergoing random vibrations. Int. J. Fatigue, 2000. Accepted for publication.
  27. Podgorski, K., Rychlik, I. & Ulla Machado (2000): Exact distributions for apparent waves in irregular seas. Ocean Engineering, 27 (2000) 979-1016.
  28. Podgorski, K., Rychlik, I., Rydén, J. & Sjö, E. (2000): How big are the big waves. International Journal of Offshore and Polar Engineering, 10 (2000) 161-169.
  29. Podgorski, K., Rychlik, I. & Sjö, E. (2000): Statistics for velocities of random waves. J. Offshore and Polar engineerng, 10 (2000) 91-98.
  30. Rosenqvist, A., Hössjer, O. & J. Holst (1999): Robust simple regression using the Hough transform. Under revision for Scand. J. Statist.
  31. Rychlik I. (1996): A note on significant wave height, Ocean Engineering, 23 (1996) 447-454.
  32. Rychlik I. (1996): Extremes, rainflow cycles and damage functionals in continuous random processes, Stochastic Process. Appl., 63 (1996) 97-116.
  33. Rychlik I. (1996): Simulation of load sequences from Rainflow matrices: Markov method, Int. J. Fatigue, 18 (1996) 429-438.
  34. Rychlik I. (1997): Fatigue and stochastic loads, Scandinavian Journal of Statistics, 23 (1996) 387-404.
  35. Rychlik I. (1998): Rainflow cycles, Markov Chains and Electrical Circuits, Proc. 4'th Conference on Stochastic Structural Dynamics, Eds. Spencer, B. & Johnsson, E., University of Notre Dame, August 6-8, 1998.
  36. Rychlik I. (2000): On some reliability applications of Rice formula for intensity of level crossings. Extremes, 3 (2000) 331-348.
  37. Rychlik I., Johannesson P. & M.R. Leadbetter (1998): Modelling and Statistical Analysis of Ocean-Wave Data using transformed Gaussian processes, Marine Structures, 10 (1998) 13-47.
  38. Rychlik I. & Leadbetter M. R. (1997): Analysis of ocean waves by crossing- and oscillation-intensities. Proceedings of the Seventh ISOPE Conference, ISBN 1-880653-31-1, (1997) pp. 206-213.
  39. Rychlik, I. and M.R. Leadbetter (2000): Analysis of ocean waves by crossings and oscillation intensities. International Journal of Offshore and Polar Engineering, 10 (2000) 255-262.
  40. Rychlik I. & Lindgren G. (1996): Fatigue analysis with stochastic loads. Probabilistic Mechanics & Structural Reliability, Proceedings of the Seventh Specialty Conference Engineering Mechanics and Structural Divs., ASCE, held August 7-9, 1996, Worcester, Mass, pp. 46-49.
  41. Rydén, J. (2000): The influence of rainflow filtering on the distribution of characteristic wave parameters. Preprint, Mathematical Statistics, Lund,
  42. Sjö, E. (2000): Crossings and maxima in Gaussian fields and seas. PhD thses, Mathematical Statistics, Lund (ISBN 91-628-4299-4), pp- 1-124.
  43. Sjö, E. (2000): Simultaneous distributions for space-time wave characteristics in Gaussian sea. Preprint.
  44. The WAFO group (2000): WAFO - a MATLAB toolbox for analysis of random waves and loads. Lund University, Centre for Mathematical Sciences; Manual and Tutorial.
  45. Wall, O. & Holst, J. (2000): Estimation for parameters in models for viscoplastic and creep materials. Preprint.

General stochastic methods in engineering

  1. Aronsson, Mattias, Arvastson, L, Holst, J, Lindoff, B & Svensson, A (1999): Bootstrap Control. In Proc. American Control Conference, San Diego, June 1999, pp. 4516-4521.
  2. Arvastson, L., Olsson, H. & J. Holst (2000): Asymptotic bias in parameter estimation of AR-processes using recursive least squares with exponential forgetting. Scand. J. Statistics, 27 (2000) 177-192.
  3. Asmussen, S. & M. Bladt (1999): Point processes with finite-dimensional conditional probabilities. Stochastic Processes and Their Applications , 82 (1999) 127-142.
  4. Asmussen, S., Nerman, O. & M. Olsson (1996): Fitting phase-type distributions via the EM algorithm. Scand. J. Statist., 23, 419-441.
  5. Asmussen, S. & T. Turova (1999): Stationary properties of neural networks, Journal of Applied Probability, 35 (1999) 783-794.
  6. Bickel, P.J., Ritov, Y. & T. Rydén: Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models. Annals of Statistics, 26 (1998) 1614-1635.
  7. Giudici, P., Rydén, T. & P. Vandekerkhove (2000): Likelihood-ratio tests for hidden Markov models. Biometrics, 56 (2000) 742-747.
  8. Hall, P. & Tajvidi, N. (2000): Nonparametric analysis of temporal trend when fitting parametric models to extreme-value data. Statistical Science, 15 (2000) 153-167.
  9. Hall, P. & Tajvidi, N. (2000): Distribution and dependence-function estimation for bivariate extreme-value distributions. Bernoulli, 6 (2000) 835-844.
  10. Jörnsten, Rebecka: Sub-pixel resolution in PIXE images, (Masters thesis) TFMS-5050.
  11. Krishnamurthy, V. & T. Rydén, Consistent estimation of linear and non-linear autoregressive models with Markov regime. Journal of Time Series Analysis 19 (1998), 291-307.
  12. Lindgren G.& I. Rychlik (1996): Confidence Sets for Level Contours on Sparsely Observed Images Proceedings Symposium on Image Analysis, Ed. Linde P. and Sparr G., ISBN 91-630-4234-7, (1996) pp. 159-163.
  13. Lindoff, B. (1997): On parameter estimation and control of time-varying stochastic systems. PhD Thesis TFMS-1010.
  14. Lindoff, B. & J. Holst (1996): Exact distribution and moments for the RLS-estimate in a time-varying AR(1)-process. Automatica, 32 (1996) 429-435.
  15. Lindoff, B. & J. Holst (1996): Bias and covariance of a recursive least squares estimator with exponential forgetting in vector autoregressions. J. Time Series Analysis, 17 (1996) 553-470.
  16. Lindoff, B. & J. Holst (1997): Adaptive predictive control for time-varying stochastic systems. 36th IEEE Conference on Decision and Control. San Diego, pp. 2477-2483.
  17. Lindoff, B. & J. Holst (1999): Covergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures. Int. J. Adaptive Control and Signal Processing, 13 (1999) 1-22.
  18. Lindoff, B. & J. Holst (1999): Suboptimal dual control of stochastic systems with time-varying parameters. Under revision for European Journal of Control.
  19. Lindoff, B., Holst, J. & B. Wittenmark (1998): Analysis of suboptimal dual control. 6th IFAC Symposium on Adaptive Systems in Control and Signal Processing. Strathclyde, pp. 20-27.
  20. Lindoff, B., Holst, J. & B. Wittenmark (1999): Analysis of approximations of dual control. Int. Journal of Adaptive Control and Signal processing , 13 (1999) 593-620.
  21. H.A. Nielsen, T.S. Nielsen, A.K. Joensen, H. Madsen, and J. Holst (2000): Tracking time-varying-coefficient functions. International Journal of Adaptive Control and Signal Processing, 14 (2000) 813-828.
  22. Nott, D. & T. Rydén, Pairwise likelihood methods for inference in image models. Biometrika, 86 (1999) 661-676.
  23. Opsomer, J.D., Ruppert, D., Wand, M.P., Holst, U. & Hössjer, O. (1999): Kriging with nonparametric variance function estimation. Biometrics, 55 (1999) 704-710.
  24. Robert, C.P., Rydén, T. & D.M. Titterington (1999): Convergence controls for MCMC algorithms, with applications to hidden Markov chains. J. Statistical Computation and Simulation, 64 (1999) 327-355.
  25. Rosenqvist, A., Hössjer, O. & J. Holst (1999): Regression diagnostics using residuals and prediction matrix. Under revision for Computational Statistics and Data Analysis.
  26. Rydén, T. (1997): On recursive estimation for hidden Markov models. Stochastic Processes and their Applications, 66 (1997), 79-96.
  27. Rydén, T. (1998): Asymptotically efficient recursive estimation for incomplete data models using the observed information. Metrika, 44 (1998), 119-145.
  28. Rydén, T. (1998): Statistical estimation for Markov-modulated Poisson processes and Markovian arrival processes. MAM3, Eds: G. Latouche and P.G. Taylor, 2000, pp. 329-350.
  29. Rydén T. & D.M. Titterington (1998): Computational Bayesian analysis of hidden Markov models. Journal of Computational and Graphical Statistics, 7 (1998), 194-211.
  30. Svensson, A. (1998): Event prediction and bootstrap in time series, PhD dissertation, TFMS-1011
  31. Svensson, A. & J. Holst (1997): Prediction of high water levels in the Baltic Sea. Istatistik, 1 (1998) 65-75.
  32. Svensson, A. & J. Holst: Optimal prediction of level-crossings in piecewise linear Gaussian processes with changing catastrophe level. TFMS-3138
  33. Svensson, A. & J. Holst: Optimal prediction of events in time series. TFMS-3142.
  34. Svensson, A. & J. Holst (1998): Alarm systems based on bootstrap. Submitted.
  35. Svensson, A., Holst, J., Lindquist, R. & G. Lindgren (1996): Optimal prediction of catastrophes in Autoregressive Moving-Average processes. J. Time Series Analysis, 17 (1996) 511-531.
  36. Wilson R.J. & Rychlik I.: Segmentation of Mineral Textures. Image Segmentation Workshop 96, The Australian Pattern Recognition Society, Sydney Australia, (1996).

Georg Lindgren


Last modified: Thu Jan 3 16:30:50 MET 2002