We shall consider a discrete time version of Vasicek (1977) model with continuous state space. Unlike traditional approaches, we regard that continuous time and states models are approximation to the ...

Congratulations to Dr. Nizar Bouguila and his student, Ms. Elise Epaillard, whose conference paper entitled "Hybrid Hidden Markov Model for Mixed Continuous/Continuous and Discrete/Continuous Data ...

to speed up the construction of the discrete-time model by turning to Newton-type methods for solving the Schrödinger system (in the next section, we show numerically that a mixed Newton–Sinkhorn ...

Mathematics is a natural language for quantifying and codifying thoughts and ideas. It is also a language of precision and logic. Just as pictures or words can be used to describe objects or actions, ...

Joint mean-covariance regression modeling with unconstrained parametrization for continuous longitudinal data has provided statisticians and practitioners with a powerful analytical device. How to ...