An algorithm is proposed to prune the prototype vectors (prototype selection) used in a nearest neighbor classifier so that a compact classifier can be obtained with similar or ev...
In this paper, we address the problem of enhancement of a noisy GARCH process using a particle filter. We compare our approach experimentally to a previously developed recursive ...
Abstract. This paper deals with maximum likelihood and least square segmentation of autoregressive random sequences with abruptly changing parameters. Conditional distribution of t...
In this paper, the influence of a point spectrum on large sample statistics of the autoregressive (AR) spectral estimator is addressed. In particular, the asymptotic distributions ...
Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations ...