Homepage of Dr. Kurt S. Riedel

Dr. Kurt S. Riedel


Portfolio Manager
Major Hedge Fund
666 Fifth Ave
New York NY 10103
(212) 841-4225


Courant Institute
New York University
New York NY 10012

email: kurt.riedel@gmail.com
phone: 212-841-4225 Home: 914-738-1921
fax: 212-841-6302


Research Interest: Shape-preserving curve estimation
Statistical estimation of plasma profiles
Non-stationary time series and applications to plasma fluctuations
Kalman filter approach to diffusion estimation

List of Publications (HTML)
Click here for PS format.

Selected Preprints:

Piecewise Convex Function Estimation: Pilot Estimators (PDF)   Postscript
Piecewise Convex Function Estimation Representations, Duality and Model Selection (PDF)   Postscript
Improved Asymptotics for Zeros-crossings of Kernel Estimates via a Reformulation of the Leadbetter-Cryer Integral   Postscript
Exponential Condition Number of Solutions of the Discrete Lyapunov Equation (IEEE PDF)   PDF Manuscript   Postscript
Orthonormal Representations for Output System Pairs (PDF)   Postscript
Hessenberg Input Normal Representations (PDF)   Postscript
Banded Matrix Fraction Representation of Triangular Input Normal Pairs (PDF)   Postscript
Fast Adaptive Identification of Stable Innovation Filters (PDF)   Postscript
Low Grade Matrices and Matrix Fraction Representaions (PDF)   Postscript
Function Estimation Using Data Adaptive Kernel Smoothers - How Much Smoothing? (PDF)   Postscript
Kernel Estimation of the Instantaneous Frequency (PDF)   Postscript
Minimum Bias Multiple Taper Spectral Estimation (PDF)   Postscript
Smoothed Multi-window Spectral Estimation (PDF)   Postscript
Spectral Estimation of Plasma Fluctuations I: Comparison of Methods (PDF)   Postscript
Spectral Estimation of Plasma Fluctuations II: Analysis of ELM Spectra (PDF)   Postscript
Smoothed Multi-window Spectral Estimation (PDF)   Postscript
Optimal Data-based Kernel Estimation of Evolutionary Spectra (PDF)   Postscript
Optimal Estimation of Dynamically Evolving Diffusivities (PDF)   Postscript
Nearly Block Diagonal Kalman Filters and Smoothers (PDF)   Postscript
Smoothing Spline Growth Curves with Covariates (PDF)   Postscript
A Hierarchy of Empirical Models of Plasma Profiles and Transport (PDF)   Postscript
Profile Shape Parameterization of JET Electron Temperature and Density Profiles (PDF)   Postscript
On Dimensionally Correct Power Law Scaling Expressions for L mode Confinement (PDF)   Postscript
Random Coefficient H mode Scalings (PDF)   Postscript
Reduction of Restricted Maximum Likelihood for Random Coefficient Models (PDF)   Postscript
A Sherman Morrison Woodbury Identity for Rank Augmenting Matrices with Application to Centering (PDF)   Postscript
Generalized Epsilon Pseudospectra (PDF)   Postscript
Pseudospectrum of the Resistive Magnetohydrodynamic Operator: Resolving the Resistive Alfvén Paradox'' (PDF)   Postscript
Statistical Tests for Evaluating Earthquake Prediction Methods (PDF)   Postscript
ICASSP 96 Proc. (PDF) Click here for PS format.

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[MAIL]
kurt.riedel@gmail.com