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07/07/2023
Hill estimator and extreme quantile estimator for functionals of approximated stochastic processes
We study the effect of approximation errors in assessing the extreme beh...
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09/02/2022
Flexible transition probability model for assessing cost-effectiveness of breast cancer screening
Breast cancer is the most common cancer among Western women. Fortunately...
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08/21/2022
On optimal prediction of missing functional data with memory
This paper considers the problem of reconstructing missing parts of func...
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06/14/2021
Integrated shape-sensitive functional metrics
This paper develops a new integrated ball (pseudo)metric which provides ...
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03/23/2020
Latent Model Extreme Value Index Estimation
We propose a novel strategy for multivariate extreme value index estimat...
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03/09/2020
Modeling temporally uncorrelated components for complex-valued stationary processes
We consider a complex-valued linear mixture model, under discrete weakly...
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09/05/2019
Vector-valued Generalised Ornstein-Uhlenbeck Processes
Generalisations of the Ornstein-Uhlenbeck process defined through Langev...
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08/24/2018
Continuous time Gaussian process dynamical models in gene regulatory network inference
One of the focus areas of modern scientific research is to reveal myster...
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08/02/2018
Asymptotically and computationally efficient tensorial JADE
In this work, we propose a novel method for tensorial independent compon...
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05/22/2018