Presentazione
The adaptive Lasso estimator of AR(p) time series with applications to INAR(p) and Hawkes processes |
We study the consistency and the oracle properties of the adaptive Lasso estimator for the coefficients of a linear AR(p) time series with a strictly stationary white noise (not necessarily described by i.i.d. r.v.'s). We apply the results to INAR(p) time series and to the non-parametric inference… | |
Processing the coherent anomalies of digitalized surfaces in wavelet domains. |
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Functions of bounded variation and polarization |
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BATS: Un software user-friendly per lanalisi Bayesiana di esperimenti di serie temporali con microarray. |
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Volterra discrete equations: summability of the first difference. |
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Quadrature rules for singular integrals on unbounded intervals |
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STOCHASTIC MODELING OF THE FIRING ACTIVITY OF COUPLED NEURONS |
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Testing the new ORM v8: modeling the horizontal gradients of Temperature, Pressure and VMRs |
We present the first results of the new ORM v8, and analyse the effect of the modelling of the horizontal atmospheric variability of the AX-DX differences. | |
An eigenvalue problem in anisotropic Orlicz.Sobolev spaces |
The existence of eigenfunctions for a class of fully anisotropic elliptic equations is established. The relevant equations are associated with constrained minimization problems for integral func- tionals depending on the gradient of competing functions through general anisotropic Young functions.… | |
A new frame based de-noising procedure for fast oscillating signals |
In recent years there has been a growing interest in frame based de-noising procedures. The advantage of frames with respect to classical orthonor- mal bases (e.g. wavelet, Fourier, polynomial) is that they can furnish an efficient representation of a more broad class of signals. For example,… |
