8 Grants
2023
Applications of stochastic analysis to statistical inference for stationary and non-stationary Gaussian processes
Ernst, Philip and Viens, Frederi
National Science Foundation (NSF), Direct For Mathematical & Physical Scien, Division Of Mathematical Sciences (ID: 2311306), $250,000USD, 2023-09-01 -- 2026-08-31
2021
Nonparametric Tests Of Independence For Pairs Of Paths Of Stochastic Processes
Ernst, Philip
U.S. Department Of Defense (Dod), Office of Naval Research (N00014) (ID: N000142112672), $424,658USD, 2021-09-06 -- 2024-08-06
2018
A symposium on optimal stopping
Ernst, Philip
U.S. Department Of Defense (Dod) (ID: W911NF1810230), $24,800USD, 5/28/2018 -- 5/27/2019
 
A symposium on optimal stopping
Ernst, Philip
U.S. Department Of Defense (Dod), United States Air Force (ID: FA95501810365), $49,500USD, 5/31/2018 -- 5/30/2019
 
A Symposium on Optimal Stopping
Karatzas, Ioannis and Ernst, Philip
National Science Foundation (NSF), Direct For Mathematical & Physical Scien, Division Of Mathematical Sciences (ID: 1822487), $15,000USD, 07/15/2018 -- 06/30/2019
 
Exact and Asymptotic Distribution Theory for General Gaussian Processes
Viens, Frederi and Ernst, Philip
National Science Foundation (NSF), Direct For Mathematical & Physical Scien, Division Of Mathematical Sciences (ID: 1811779), $250,000USD, 07/01/2018 -- 06/30/2021
 
Next-generation quickest detection
Ernst, Philip
U.S. Department Of Defense (Dod) (ID: W911NF1810319), $235,617USD, 7/22/2018 -- 7/21/2021
 
Statistical inference for stochastic processes with correlations
Ernst, Philip
U.S. Department Of Defense (Dod), United States Navy (ID: N000141812192), $345,226USD, 2/22/2018 -- 3/31/2021