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 ...
This paper provides a general framework for establishing the relation between various moments of matrix exponential and Markovian processes. Based on this framework we present an a...
Comparing with the rapidly increasing acquiring technology for remotely sensed data, the data processing technologies have been following behind, especially in computing speed and ...
In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only as...
Timing budgeting under process variations is an important step in a statistical optimization flow. We propose a novel formulation of the problem where budgets are statistical ins...