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...
This paper investigates the use of a one-class support vector machine algorithm to detect the onset of system anomalies, and trend output classification probabilities, as a way to ...
It is shown that the axioms for coherent risk measures imply that whenever there is a pair of portfolios such that one of them dominates the other one in a given sample (which hap...
This paper deals with the analysis of temporal dependence in multivariate highfrequency time series data. The dependence structure between the marginal series is modelled through ...
In this paper, we present an impulsive version of Filippov's Theorem for fractional differential inclusions of the form: D y(t) F(t, y(t)), a.e. t J\{t1, . . . , tm}, (1,...