Benjamin Kedem

Department of Mathematics
Email Address: bnk@math.umd.edu
Web address: http://www.math.umd.edu/~bnk/
Research team: http://www.math.umd.edu/~bnk/RIT/RIT_TimeSeries.html

Research interests: Time series analysis, spatial prediction, combination of information from many sources.

Selected publications:

Books:

1. Kedem, B. (1980). Binary Time Series. Lecture Notes in Pure and Applied Mathematics, Vol. 52, Marcel Dekker, NY.

2. Kedem, B. (1994). Time Series Analysis by Higher Order Crossings, IEEE Press, Piscataway, NJ.

3. Kedem, B. and Fokianos, K. (2002). Regression Models for Time Series Analysis, Wiley, NY.

Papers:

Kedem, B. (1980). Estimation of the Parameters in Stationary Autoregressive Processes After Hard Limiting. Journal of the American Statistical Association, 75, 146-153.

Kedem, B. and Slud, E. (1982). Time Series Discrimination by Higher Order Crossings. Annals of Statistics, 10, 786-794.

Kedem, B. (1984). On the Sinusoidal Limit of Stationary Time Series. Annals of Statistics, 12, 665-674.

Kedem, B. (1986). Spectral Analysis and Discrimination by Zero-Crossings. Proceedings of the IEEE, 74, 1475-1493.

Kedem, B. and Chiu, L. (1987). On the lognormality of rain rate. Proc. National Acad. Sci., USA, 84, 901-905.

He, S. and Kedem, B. (1990). Convergence of the zero-crossing rate of autoregressive processes and its link to unit roots. Jour. of Time Series Analysis, 11, 201-213.

Kedem, B. and Li, T-H. (1991). Monotone gain, first-order autocorrelation, and expected zero-crossing rate. Annals of Statistics, 19, 1672-1676.

Kedem, B. and Pavlopoulos, H. (1991). On the threshold method for rainfall estimation: choosing an optimal threshold level. Journal of the American Statistical Association}, 86, 626-633.

Li, T-H. and Kedem, B. (1993). Strong consistency of the contraction mapping method for frequency estimation. IEEE Tr. Information Theory, 39, 989-998.

Li, T-H. and Kedem, B. (1993). Asymptotic analysis of a multiple frequency estimation method. Jour. Multivariate Analysis, 46, 214-236.

Kedem, B. and Slud, E. (1994). On autocorrelation estimation in mixed spectrum Gaussian processes. Stochastic Processes and Their Applications, 49, 227-244.

Kedem, B. and Troendle, J. (1994). An iterative filtering algorithm for non-Fourier frequency estimation. Jour. of Time Series Analysis, 15, 45-63.

Slud, E. and Kedem, B. (1994). Partial likelihood analysis of logistic regression and autoregression. Statistica Sinica, 4, 89-106.

De Oliveira, V., Kedem, B. and Short, D. (1997). Bayesian prediction of transformed Gaussian random fields. Journal of the American Statistical Association}, 92, 1422-1433.

Barnett, J. and Kedem, B. (1998). Zero-crossing rates of mixtures and products of Gaussian processes. IEEE Tr. Information Theory}, 44, 1672-1677.

Fokianos, K. and Kedem, B. (1998). Partial likelihood analysis of categorical time series models (with K. Fokianos. Jour. Multivariate Analysis, 67, 277-296.

Kozintsev, B. and Kedem, B. (2000). Generation of "Similar" Images From a Given Discrete Image. Jour. Computational and Graphical Statistics}, 9, 286-302.

Fokianos, K., Kedem, B., Qin, J., and Short, D. (2001). A semiparametric approach to the one way layout. Technometrics, 43, 56-65.

Kedem, B. and Fokianos, K. (2002). Regression Models for Binary Time Series, in "Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications", M. Dror et al eds., Kluwer, Boston, 2002, pp. 185-199.

Kedem, B. and Fokianos, K. (2004). Semiparametric Filtering in Speech
Processing . IMA Volume 138 on ``Mathematical Foundations of Speech
and Language Processing,'' M. Johnson et al eds., Springer-Verlag,
New York, 2004, pp. 271-281.

Fokianos, K. and Kedem, B. (2003). Regression theory for categorical time
series. Statistical Science, 2003, Vol. 18, 357-376 (2 col. per page).

Fokianos, K. and Kedem, B. (2004). Partial likelihood inference for time series
following generalized linear models. Jour. of Time Series Analysis, 2004, Vol.
25, 173-197.

Kedem, B., Wolff, D, and Fokianos, K. (2004). Statistical Comparison of
Algorithms. IEEE Tr. on Instrumentation and Measurement, Vol 53, 770-776.