research
∙
06/08/2021
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
The class of observation-driven models (ODMs) includes many models of no...
share
research
∙
03/09/2021
Monotonic Alpha-divergence Minimisation
In this paper, we introduce a novel iterative algorithm which carries ou...
research
∙
10/09/2020
Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators
Fractionally integrated autoregressive moving average processes have bee...
research
∙
03/03/2020
Nonlinear Functional Output Regression: a Dictionary Approach
Many applications in signal processing involve data that consists in a h...
research
∙
01/08/2020
Spectral estimation for non-linear long range dependent discrete time trawl processes
Discrete time trawl processes constitute a large class of time series pa...
research
∙
10/18/2019
Spectral representations of weakly stationary processes valued in a separable Hilbert space : a survey with applications on functional time series
In this paper, we review and clarify the construction of a spectral theo...
research
∙
09/26/2019
The f-Divergence Expectation Iteration Scheme
This paper introduces the f-EI(ϕ) algorithm, a novel iterative algorithm...
research
∙
04/05/2019
Necessary and sufficient conditions for the identifiability of observation-driven models
In this contribution we are interested in proving that a given observati...
research
∙
10/25/2017
New results on approximate Hilbert pairs of wavelet filters with common factors
In this paper, we consider the design of wavelet filters based on the Th...
research
∙
07/20/2016
Anomaly Detection and Localisation using Mixed Graphical Models
We propose a method that performs anomaly detection and localisation wit...
research
∙
04/27/2014
