Now showing items 1-8 of 8

    • Centralized and decentralized detection with cost-constrained measurements 

      Laz, Eray (Bilkent University, 2016-05)
      In this thesis, optimal detection performance of centralized and decentralized detection systems is investigated in the presence of cost constrained measurements. For the evaluation of detection performance, Bayesian, ...
    • Centralized and decentralized detection with cost-constrained measurements 

      Laz, E.; Gezici, S. (Elsevier B.V., 2017)
      Optimal detection performance of centralized and decentralized detection systems is investigated in the presence of cost constrained measurements. For the evaluation of detection performance, Bayesian, Neyman–Pearson and ...
    • The Fisher hypothesis: a multi-country analysis 

      Berument, H.; Jelassi, M. M. (Routledge, 2002)
      This paper tests whether the Fisher hypothesis holds for a sample of 26 countries by assessing the long run relationship between nominal interest rates and inflation rates taking into consideration the short run dynamics ...
    • Foreign equity trading and average stock-return volatility 

      Umutlu, M.; Akdeniz, L.; Altay-Salih, A. (Wiley-Blackwell Publishing, 2013)
      We examine whether there is a relationship between foreign equity trading and average total volatility, measured as the value-weighted average of stock-return variance in the Istanbul Stock Exchange. We employ foreign ...
    • Noise enhanced detection 

      Bayram, Suat (Bilkent University, 2009)
      Performance of some suboptimal detectors can be improved by adding independent noise to their measurements. Improving the performance of a detector by adding a stochastic signal to the measurement can be considered in ...
    • On the optimality of likelihood ratio test for prospect theory-based binary hypothesis testing 

      Gezici, S.; Varshney, P. K. (Institute of Electrical and Electronics Engineers, 2018)
      In this letter, the optimality of the likelihood ratio test (LRT) is investigated for binary hypothesis testing problems in the presence of a behavioral decision-maker. By utilizing prospect theory, a behavioral decision-maker ...
    • Optimal cost allocation in centralized and decentralized detection problems 

      Laz, Eray; Gezici, Sinan (IEEE, 2016)
      The optimal cost allocation problem is proposed for centralized and decentralized detection systems in the presence of cost constrained measurements, where the aim is to minimize the probability of error of a given detection ...
    • A visual goodness-of-fit test for econometric models 

      Gençay, R.; Selçuk, F. (Walter de Gruyter GmbH, 1998)
      This paper designs a visual goodness-of-fit test based on the probability integral transformation of the residuals of an estimated model. We illustrate the method with histograms and correlograms of transformed series for ...