This paper proposes a robust semiparametric bootstrap method to estimate predictive distributions of GARCH-type models. The method is based on a robust estimation of parametric GARCH models and a robustified resampling scheme for GARCH residuals that contr ...
The correlation between neurodegenerative disease and protein aggregation in the brain has long been recognized, but a causal relationship has not been unequivocally established, in part because a discrete pathogenic aggregate has not been identified. The ...
We consider the problem of sampling continuous-time auto-regressive processes on a uniform grid. We investigate whether a given sampled process originates from a single continuous-time model, and address this uniqueness problem by introducing an alternativ ...
IEEE Institute of Electrical and Electronics Engineers2012
We introduce an adaptive continuous-domain modeling approach to texture and natural images. The continuous-domain image is assumed to be a smooth function, and we embed it in a parameterized Sobolev space. We point out a link between Sobolev spaces and sto ...
Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...
Nowadays, physiological monitoring is imperative for the safety of medical operations. However, systems which monitor the depth of anaesthesia are still far from reliable, such that still some patients may experience the trauma of remaining conscious under ...
