Elias Masry
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Elias Masrymathematics Degrees
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Mathematics
Elias Masry's Degrees
- PhD Statistics Stanford University
- Masters Statistics Stanford University
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(Suggest an Edit or Addition)Elias Masry's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES (1996) (497)
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality (1995) (287)
- Nonparametric regression estimation for dependent functional data: asymptotic normality (2005) (204)
- Local polynomial estimation of regression functions for mixing processes (1994) (197)
- The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion (1993) (148)
- Recursive probability density estimation for weakly dependent stationary processes (1986) (137)
- Alias-free sampling: An alternative conceptualization and its applications (1978) (120)
- Additive Nonlinear ARX Time Series and Projection Estimates (1997) (119)
- Minimum complexity regression estimation with weakly dependent observations (1996) (117)
- Probability density estimation from sampled data (1983) (112)
- Multivariate regression estimation: local polynomial fitting for time series (1997) (100)
- Multivariate probability density deconvolution for stationary random processes (1991) (99)
- Poisson sampling and spectral estimation of continuous-time processes (1978) (98)
- Closed-Form Analytical Results for the Rejection of Narrow-Band Interference in PN Spread-Spectrum Systems - Part II: Linear Interpolation Filters (1984) (97)
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes (1993) (93)
- Multivariate regression estimation local polynomial fitting for time series (1996) (90)
- Memory-Universal Prediction of Stationary Random Processes (1998) (82)
- Wavelet Approximation of Deterministic and Random Signals: Convergence Properties and Rates (1993) (70)
- Strong consistency and rates for recursive probability density estimators of stationary processes (1987) (67)
- Multivariate regression estimation with errors-in-variables: asymptotic normality for mixing processes (1992) (63)
- Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes (1993) (59)
- A non-Gaussian approach to the performance analysis of UWB TH-BPPM systems (2003) (55)
- Convergence analysis of the constant modulus algorithm (2003) (55)
- Probability density estimation from dependent observations using wavelets orthonormal bases (1994) (53)
- Multivariate Signal Parameter Estimation Under Dependent Noise From 1-Bit Dithered Quantized Data (2008) (51)
- Spectral estimation of continuous-time stationary processes from random sampling (1994) (48)
- The reconstruction of analog signals from the sign of their noisy samples (1980) (48)
- Random Sampling and Reconstruction of Spectra (1971) (45)
- A Digital Requantizer With Shaped Requantization Noise That Remains Well Behaved After Nonlinear Distortion (2007) (43)
- Closed-Form Analytical Results for the Rejection of Narrow-Band Interference in PN Spread-Spectrum Systems - Part I: Linear Prediction Filters (1984) (42)
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS (2000) (42)
- Sampling designs for the detection of signals in noise (1983) (41)
- Performance of DS Spread-Spectrum Receiver Employing Interference-Suppression Filters Under a Worst-Case Jamming Condition (1986) (39)
- Spectral density estimation for stationary stable processes (1984) (39)
- Random sampling of deterministic signals: statistical analysis of Fourier transform estimates (2006) (38)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (1997) (37)
- The L1 and L2 strong consistency of recursive kernel density estimation from dependent samples (1990) (36)
- Consistent estimation of continuous-time signals from nonlinear transformations of noisy samples (1981) (34)
- Zakai’s Class of Bandlimited Functions and Processes: Its Characterization and Properties (1976) (32)
- Local linear regression estimation for time series with long-range dependence (1999) (31)
- Multivariate regression estimation with errors-in-variables for stationary processes (1993) (31)
- Truncation error bounds for the cardinal sampling expansion of band-limited signals (1982) (30)
- On the representation of weakly continuous stochastic processes (1971) (30)
- Almost sure convergence of recursive density estimators for stationary mixing processes (1987) (29)
- Gaussian deconvolution via differentiation (1992) (29)
- Non-parametric covariance estimation from irregularly-spaced data (1983) (29)
- Spectral estimation of continuous-time processes: Performance comparison between periodic and Poisson sampling schemes (1978) (28)
- On Covariance Functions of Unit Processes (1972) (27)
- Minimum complexity regression estimation with weakly dependent observations (1994) (27)
- Wavelet-Based estimation of multivariate regression functions in besov spaces (2000) (26)
- Random Sampling Estimates of Fourier Transforms: Antithetical Stratified Monte Carlo (2009) (26)
- Convergence analysis of the sign algorithm for adaptive filtering (1995) (25)
- Alpha-stable signals and adaptive filtering (2000) (25)
- Discrete-time spectral estimation of continuous-parameter processes - A new consistent estimate (1976) (25)
- Nonparametric estimation of conditional probability densities and expectations of stationary processes: strong consistency and rates (1989) (24)
- On the Spectral Density of the Wavelet Transform of Fractional Brownian Motion (1999) (23)
- Series expansion of wide-sense stationary random processes (1968) (23)
- Signal identification after noisy nonlinear transformations (1980) (23)
- Multivariate probability density estimation for associated processes : Strong consistency and rates (2002) (22)
- Spectral and Probability Density Estimation From Irregularly Observed Data (1984) (22)
- Discrete-Time Spectral Estimation of Continuous-Time Processes - the Orthogonal Series Method (Spectral Estimation by Orthogonal Series), (1979) (20)
- Constrained adaptive filtering algorithms: Asymptotic convergence properties for dependent data (1989) (20)
- Analysis of mean-square error and transient speed of the LMS Adaptive algorithm (2002) (19)
- Flicker noise and the estimation of the Allan variance (1991) (17)
- Prequential and Cross-Validated Regression Estimation (1998) (17)
- Deconvolving multivariate kernel density estimates from contaminated associated observations (2003) (16)
- Convergence analysis of adaptive linear estimation for dependent stationary processes (1988) (16)
- The recovery of distorted band-limited stochastic processes (1973) (16)
- Rate of Convergence in Density Estimation Using Neural Networks (1996) (16)
- Delta Modulation of the Wiener Process (1975) (15)
- Polynomial Interpolation of Randomly Sampled Bandlimited Functions and Processes (1982) (15)
- On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities (1978) (15)
- Polynomial interpolation and prediction of continuous-time processes from random samples (1997) (14)
- A Consistent Estimate of the Spectrum by Random Sampling of the Time Series (1975) (13)
- Model fitting for continuous-time stationary processes from discrete-time data (1992) (12)
- Autoregressive spectral estimation in additive noise (1988) (12)
- Random sampling of continuous-parameter stationary processes: statistical properties of joint density estimators (1988) (11)
- On the truncation error of the sampling expansion for stationary bandlimited processes (1994) (11)
- Field Estimation From Randomly Located Binary Noisy Sensors (2009) (11)
- Bases in Hilbert Space Related to the Representation of Stationary Operators (1968) (11)
- Trapezoidal Stratified Monte Carlo Integration (1991) (10)
- Channel Model and Performance Analysis of QAM Multiple Antenna Systems at 60-GHz in the Presence of Human Activity (2011) (9)
- Local linear regression estimation under long-range dependence: Strong consistency and rates (2001) (9)
- Performance Analysis of a Pre-BLAST-DFE Technique for MISO Channels With Decentralized Receivers (2007) (9)
- RAKE finger placement for CDMA downlink equalization (2005) (9)
- Bandlimited processes and certain nonlinear transformations (1976) (9)
- Local polynomial fitting under association (2003) (8)
- Adaptive filtering algorithms and alpha stable signals (2000) (7)
- CDMA downlink chip-level MMSE equalization and finger placement (2003) (7)
- Multivariate regression estimation of continuous-time processes from sampled data: Local polynomial fitting approach (1999) (6)
- ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES (1995) (6)
- Analysis of Signal Reconstruction With Jittered Sampling (2011) (5)
- The estimation of the frequency‐wavenumber spectrum using random acoustic arrays—Part II. A class of consistent estimators (1984) (5)
- The application of random reference sequences to the reconstruction of clipped differentiable signals (1982) (5)
- Optimum transmit-receive beamforming with noisy channel estimates for correlated MIMO Rayleigh channels (2008) (5)
- Asymptotic performance of multicode MIMO systems in frequency selective fading channels (2005) (5)
- Almost sure convergence analysis of autoregressive spectral estimation in additive noise (1991) (4)
- The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis (2011) (4)
- Performance Analysis of High Data Rate MIMO Systems in Frequency-Selective Fading Channels (2007) (4)
- Expansion of multivariate weakly stationary stochastic processes (1970) (4)
- Design and analysis of a fast frequency-hopped DBPSK communication system. I. System description and hop timing tracking loop analysis (1993) (4)
- Analysis of a MISO Pre-BLAST-DFE Technique for Decentralized Receivers (2006) (4)
- AN INFORMATION SYSTEM FOR GEOSCIENCES : DESIGN CONSIDERATIONS (2008) (4)
- Performance of discrete-time predictors of continuous-time stationary processes (1988) (4)
- Linear/nonlinear forms and the normal law: Characterization by high order correlations (1987) (4)
- The estimation of the frequency‐wavenumber spectrum using random acoustic arrays—Part I. Performance of beampower pattern estimators (1984) (4)
- On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities-Part II (Corresp.) (1980) (4)
- The Representation of Stochastic Processes without Loss of Information (1973) (4)
- The L, and L, Strong Consistency Kernel Density Estimation of Recursive from Dependent Samples (1990) (3)
- Asymptotic behavior of the pairwise error probability with applications to transmit beamforming and rake receivers (2005) (3)
- The effects of channel estimation errors on a nonlinear precoder for multiple antenna downlink channels (2009) (3)
- The Estimation of the Fourth-Order Cumulant for Dependent Data: Consistency and Asymptotic Normality (2010) (3)
- Joint Code Acquisition and Channel Estimation for UWB Transmission (2006) (3)
- Design and analysis of a fast frequency-hopped DBPSK communication system. I. Error performance in AWGN plus partial-band noise jamming (1993) (3)
- Statistical Analysis of Fourier Transform Estimates: Monte Carlo and Stratified Sampling (2006) (3)
- Trapezoidal Monte Carlo integration (1990) (3)
- A Time‐Domain Semi‐parametric Estimate for Strongly Dependent Continuous‐Time Stationary Processes (2003) (3)
- Convergence analysis of the lms and the constant modulus algorithms (2002) (3)
- Beamforming for interference mitigation in TH impulse radio UWB systems (2005) (3)
- Enhanced signal interception in the presence of interference (1995) (3)
- Performance of M-QAM multiple antenna systems at 60 GHz (2008) (2)
- Distortionless demodulation of narrow-band single-sideband angle modulated signals (1977) (2)
- Covariance and spectral properties of the wavelet transform and discrete wavelet coefficients of second-order random fields (1998) (2)
- Multiresolution analysis, wavelets, and probability density estimation (1994) (2)
- POTENTIALS FOR IMPROVEMENT OF ENERGY EFFICIENCY FOR NEW DESIGN OF WATER DISTRIBUTION SYSTEMS (2009) (2)
- Prequential and cross-validated mixture regression estimation (1998) (2)
- Convergence Properties of Wavelet Series Expansions of Fractional Brownian Motion (1996) (2)
- Performance analysis of adaptive filters using the sign algorithm (1994) (1)
- On the Choice of the Timeout Distribution in Decentralized Random Access Systems (1986) (1)
- Universal, nonlinear, mean-square prediction of Markov processes (1995) (1)
- Spectral and multivariate probability density estimation of continuous-time stationary processes from randomly sampled data (1997) (1)
- Statistical Inference from Sampled Data (1990) (1)
- Nonlinear autoregressive exogenous time series: structural identification via projection estimates (1996) (1)
- Performance Analysis of Multiple Antenna DS-CDMA UWB System with Noisy Channel Estimates and Narrow-Band Interference (2006) (1)
- A note on Gaussian processes and zero-memory non-linear transformations (1977) (1)
- Signal Reconstruction After Noisy Nonlinear Transformations (1978) (1)
- Random fields and their wavelet transforms and representation: covariance and spectral properties (1995) (1)
- SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (1985) (1)
- EXPERIMENTAL STUDIES ON MAGNETICALLY DRIVEN SHOCK WAVE PASSING THROUGH A LONGITUDINAL MAGNETIC FIELD. (1970) (0)
- A prequential approach to regression estimation (1997) (0)
- An extension of Szasz's theorem and its application (1973) (0)
- IIEIIEEEEIIII IIIIIIIIIIIIII mIIIIIIIIIIEUlo (0)
- Linear transformations and the preservation of completeness (1972) (0)
- Electrical Engineering (Communication Theory and Systems) (2006) (0)
- Local Polynomial Fitting of Continuous-Time Processes From Discrete-Time Observations: Strong Consistency and Rates (2000) (0)
- Performance analysis of fast frequency-hopped DBPSK spread spectrum communications in partial-band noise jamming (1991) (0)
- Consistent Estimation of Continuous-Time Signals from Quantized Noisy Samples. (1979) (0)
- Conceptualization and Its Applications (1978) (0)
- Optimum prefiltering in randomly sampled data systems (1970) (0)
- Multivariate Probability Density and Regression Functions Estimation of Continuous-Time Stationary Processes from Discrete-Time Data (1998) (0)
- Beamforming forInterference Mitigation inTH ImpulseRadioUWB Systems (2005) (0)
- On the series representation of bivariate probability density functions (1969) (0)
- On Linear Operations on Stationary and Non Stationary Random Processes (2015) (0)
- Parameters estimation from 1-bit dithered quantized data with dependent noise (2007) (0)
- Antithetical random sampling: Statistical analysis of fourier transforms estimators (2008) (0)
- Multivariate probability density estimation by wavelet stochastic processes and their applications methods : Strong consistency and rates for stationary time series ’ (2003) (0)
- Optimal power and rate allocation framework for the uplink with individual average rate requirements (2008) (0)
- Joint Acquisition/Channel Estimation for UWB Communications in the Presence of Narrow-band Interference (2006) (0)
- Certain Nonlinear Transformations (0)
- ARE GENERATED UNDER THE ARO SPONSORSHIP , FORWARD A COMPLETED COPY OF THIS FORM WITH EACH REPORT SHIPMENT TO THE ARO (2010) (0)
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