Estimation of Self-Exciting Point Processes from Time-Censored Data

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Estimation of Self-Exciting Point Processes from Time-Censored Data

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Complex-order scale-invariant operators and self-similar processes

Detecting whether a stochastic process is finitely expressed in a basis

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The elliptical Ornstein-Uhlenbeck process

Quantization for Decentralized Learning Under Subspace Constraints

An equilibrated flux a posteriori error estimator for defeaturing problems

Density estimation in RKHS with application to Korobov spaces in high dimensions

The two-point correlation function covariance with fewer mocks

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TimeEvolver: A program for time evolution with improved error bound

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Lower-bounds on the Bayesian Risk in Estimation Procedures via f–Divergences

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