Search Results - "Jandhyala, V. K"

Characterization of Air Void Distribution in Asphalt Mixes using X-ray Computed Tomography by Masad, E, Jandhyala, V. K, Dasgupta, N, Somadevan, N, Shashidhar, N

“…This study describes experimental and analytical methods to quantify the structure of air voids in asphalt mixes. An x-ray computed tomography system along…”
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Change-Point Analysis of Polar Zone Radiosonde Temperature Data by Jandhyala, V. K., Liu, P., Fotopoulos, S. B., Macneill, I. B.

“…A comprehensive change-point analysis of annual radiosonde temperature measurements collected at the surface, troposphere, tropopause, and lower-stratosphere…”
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Iterated Partial Sum Sequences of Regression Residuals and Tests for Changepoints with Continuity Constraints by Jandhyala, V. K., MacNeill, I. B.

“…Iterated partial sum sequences of regression least squares residuals are defined and large sample properties of sequences of stochastic processes defined by…”
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Change-point methods for Weibull models with applications to detection of trends in extreme temperatures by Jandhyala, V. K., Fotopoulos, S. B., Evaggelopoulos, N.

“…We develop change‐point methodology for identifying dynamic trends in the scale and shape parameters of a Weibull distribution. The methodology includes…”
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Change-point methods and their applications: contributions of Ian MacNeill by Jandhyala, V. K., Zacks, S., El-Shaarawi, A. H.

“…The present paper reviews the important contributions of Ian MacNeill to the theory and methodology of change‐point analysis and environmental statistics. The…”
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On Hinkley's estimator: Inference about the change point by Fotopoulos, S.B., Jandhyala, V.K.

“…Maximum likelihood method is applied to estimate the change point of a distribution function associated with a sequence of independent random elements…”
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Estimating the unknown change point in the parameters of the lognormal distribution by Jandhyala, V. K., Fotopoulos, S. B.

“…We develop change‐point methodology for identifying dynamic trends in the parameters of a two‐parameter lognormal distribution. The methodology primarily…”
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On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives by Jandhyala, V.K., MacNeill, I.B.

“…The locally best invariant statistic to test for the constancy of regression coefficients under a random walk alternative is shown to be the same as a…”
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Multiple change‐point models for time series by MacNeill, I.B., Jandhyala, V.K., Kaul, A., Fotopoulos, S.B.

“…The “Bayes‐type” method of deriving change‐point test statistics was introduced by Chernoff and Zacks (1964). Other authors subsequently adapted this approach…”
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The residual process for non-linear regression by MacNeill, Ian B., Jandhyala, V. K.

“…Limit processes for sequences of partial sums of non-linear regression residuals are obtained under assumptions on regressor functions imposed by Jennrich…”
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Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint by Jandhyala, BK, Fotopoulos, SB

“…We consider the problem of estimating the unknown changepoint in a sequence of time-ordered observations. Upper and lower bounds are derived for the asymptotic…”
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Parameter changes at unknown times in non-linear regression by Jandhyala, Venkata K., Al-Saleh, Jamal A.

“…Introducing the change‐point problem for the non‐linear regression model, we derive Bayes‐type statistics for tests of parameter changes at unknown times in…”
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Iterated partial sum sequences of regression residuals and tests for change-points with continuity constraints by Jandhyala, V K, MacNeill, I B

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Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors by Fotopoulos, Stergios B, Jandhyala, Venkata K

“…Ratios of Bessel functions of third kind occur naturally in the expressions for conditional moments of financial log returns under GIG scale mixtures of normal…”
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Detection and estimation of abrupt changes in the variability of a process by Jandhyala, Venkata K., Fotopoulos, Stergios B., Hawkins, Douglas M.

“…Detection of change-points in normal means is a well-studied problem. The parallel problem of detecting changes in variance has had less attention. The form of…”
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EIGENVALUES OF A FREDHOLM INTEGRAL OPERATOR AND APPLICATIONS TO PROBLEMS OF STATISTICAL INFERENCE by JANDHYALA, V.K., JIANG, P.L.

“…We determine the eigenvalues of a Fredholm integral operator of the second kind. The solution of the eigenvalue problem has applications to finding the…”
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The residual process for non-linear regression by MacNeill, Ian B., Jandhyala, V. K.

“…Limit processes for sequences of partial sums of non-linear regression residuals are obtained under assumptions on regressor functions imposed by Jennrich…”
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On the Inconsistency of the Change-Point Estimator for the NE Family by Jandhyala, Venkata K., Fotopoulos, Stergios B., Hawkins, Douglas M.

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Rate of Convergence of the Maximum Likelihood Estimate of a Change-Point by Jandhyala, V. K., Fotopoulos, S. B.

“…Maximum likelihood method is applied to estimate the change-point of a parameter associated with a sequence of independent random variables. Exact expressions…”
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A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point by Jandhyala, Venkata K., Fotopoulos, Stergios B., Evaggelopoulos, Nicholas E.

“…In this paper, we compare the performance of unconditional and conditional solutions to the problem of estimating an unknown change-point by the method of…”
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