research
∙
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...
share
research
∙
11/04/2022
Concentration inequalities for leave-one-out cross validation
In this article we prove that estimator stability is enough to show that...
research
∙
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...
research
∙
08/21/2022
On optimal prediction of missing functional data with memory
This paper considers the problem of reconstructing missing parts of func...
research
∙
10/06/2021
Least square estimators in linear regression models under negatively superadditive dependent random observations
In this article we study the asymptotic behaviour of the least square es...
research
∙
06/14/2021
Integrated shape-sensitive functional metrics
This paper develops a new integrated ball (pseudo)metric which provides ...
research
∙
03/23/2020
Latent Model Extreme Value Index Estimation
We propose a novel strategy for multivariate extreme value index estimat...
research
∙
03/09/2020
Modeling temporally uncorrelated components for complex-valued stationary processes
We consider a complex-valued linear mixture model, under discrete weakly...
research
∙
09/05/2019
Vector-valued Generalised Ornstein-Uhlenbeck Processes
Generalisations of the Ornstein-Uhlenbeck process defined through Langev...
research
∙
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...
research
∙
05/22/2018
