Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.

As a data scientist, you'll often have to work with statistical distributions. This includes selecting which distribution is most representative of a given set of data. A typical use case includes A/B ...

This is a preview. Log in through your library . Abstract Let E be an event governed by a homogeneous second-order two-state Markov chain. Assume the steady state has been achieved. Consider Nm the ...

A new class of distributions over (0,1) is obtained by considering geometrically weighted sum of independent identically distributed (i.i.d.) Bernoulli random variables. An expression for the ...

Abstract: This paper proposes an adaptive multi-Bernoulli (MB) filter for coexisting point target and extended target tracking, where the detection probability of each target is unknown and ...

Introduction As a data scientist, you'll often have to work with statistical distributions. This includes selecting which distribution is most representative of a given set of data. A typical use case ...