An m-sample semiparametric model in which the ratio of m - 1 probability density functions with respect to the mth is of a known parametric form without reference to any parametri...
A model-based clustering method is proposed for clustering individuals on the basis of measurements taken over time. Data variability is taken into account through non-linear hier...
This paper studies the parameter estimation of a general multi-input, multi-output multi-rate system in the frequency-domain. Two methods, named dividing to subsystems and input e...
Abstract--A class of distortions termed functional Bregman divergences is defined, which includes squared error and relative entropy. A functional Bregman divergence acts on functi...
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...