Demo Data from EDBT 2026 / reviewers in the wild / expert
Lee S. Dewald
dblp:24/1723
· DBLP profile ↗
1ranked-venue papers
1as first author
0since 2021 · last 1985
—ORCID · none
Domains — the database's venue-derived domains; a paper can count in several
Theory of computation · 1 · 1 first-author
Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.
| Theoretical computer science
1 paper |
Information theory · 100% |
Topics — the 2 heaviest of 2, each with the papers that count most for it
| Topic | Weight | Papers | Last | Evidence papers |
|---|---|---|---|---|
Information theory › probability theory
stochastic processes |
0.0 | 1 | 1985 | A new Laplace second-order autoregressive time-series model - NLAR(2) · IEEE Trans. Inf. Theory 1985 |
Information theory › probability theory › stochastic processes
markov processes |
0.0 | 1 | 1985 | A new Laplace second-order autoregressive time-series model - NLAR(2) · IEEE Trans. Inf. Theory 1985 |
Methods — techniques the papers use, named apart from their topics
moment analysis · 0.0autocorrelation analysis · 0.0
| Year | Publication | Venue | Position |
|---|---|---|---|
| 1985 | A new Laplace second-order autoregressive time-series model - NLAR(2)abstractA time-series model for Laplace (double-exponential) variables having second-order autoregressive structure (NLAR(2)) is presented. The model is Markovian and extends the second-order process in exponential variables, NEAR(2), to the case where the marginal distribution is Laplace. The properties of the Laplace distribution make it useful for modeling in some cases where the normal distribution is not appropriate. The time-series model has four parameters and is easily simulated. The autocorrelation function for the process is derived as well as third-order moments to further explore dependency in the process. The model can exhibit a broad range of positive and negative correlations and is partially time reversible. Joint distributions and the distribution of differences are presented for the first-order case NLAR(1). Lee S. Dewald, Peter A. W. Lewis |
IEEE Trans. Inf. Theory | 1 |