In this paper, we propose a new lower approximation scheme for POMDP with discounted and average cost criterion. The approximating functions are determined by their values at a fi...
Cross correlation function (CCF) of signals is an important tool of multi-sensors signal processing. Parabola functions are commonly used as parametric models of the CCF in time d...
Fads models were introduced by Shiller (1984) and Summers (1986) as plausible alternatives to the efficient markets/constant expected returns assumptions. Under these models, loga...
—Motivated by questions in lossy data compression and by theoretical considerations, the problem of estimating the rate-distortion function of an unknown (not necessarily discret...
Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...