This paper suggests a new technique to construct first order Markov processes using products of copula functions, in the spirit of Darsow et al. (1992). The approach requires the...
Bang-bang and singular optimal controls in a fedbatch fermentation process are computed for a range of time horizons. Numerical algorithms for determining the optimal control struc...
Adam Korytowski, Maciej Szymkat, Helmut Maurer, Ge...
Optimal filtering of noisy voltage signals on dendritic trees is a key problem in computational cellular neuroscience. However, the state variable in this problem -- the vector of...
Designing applications with timeliness requirements in environments of uncertain synchrony is known to be a difficult problem. In this paper, we follow the perspective of timing ...
Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson ...