Transform martingale estimating functions

ON THE SHEARLET TRANSFORM USING HYPERBOLIC FUNCTIONS

In this paper, we focus on the study of shearlet transform which isdened by using the hyperbolic functions. As a result we check an admissibilitycondition such that implies the reconstruction formula. To this end, we will usethe concept of the classical shearlet, which indicates the position and directionof a singularity.

The Martingale Structure of the Beurling-ahlfors Transform

The Beurling-Ahlfors operator reveals a rich structure through its representation as a martingale transform. Using elementary linear algebra and martingale inequalities, we obtain new information on this operator. In particular, Essén-type inequalities are proved for the complex Beurling-Ahlfors operator and its generalization to higher dimensions. Moreover, a new estimate of their norms is obt...

Martingale Transform and Lévy Processes on Lie Groups

This paper constructs a class of martingale transforms based on Lévy processes on Lie groups. From these, a natural class of bounded linear operators on the Lp-spaces of the group (with respect to Haar measure) for 1 < p < ∞, are derived. On compact groups these operators yield Fourier multipliers (in the Peter-Weyl sense) which include the second order Riesz transforms, imaginary powers of the...

Estimating Functions

Estimating functions provide inference methods based on a model for speciied functions of the response variable, such as the mean and variance. The inference methods can use the limiting distribution of the estimating function, or the derived limiting distribution of the estimating function roots, or the derived limiting distribution of the quasi-likelihood function. In fully speciied parametri...

On local martingale and its supremum: harmonic functions and beyond