Eye told you so: Why illusions are all in the eye of the beholder
Our brain and eyes can play tricks on us—not least when it comes to the expanding hole illusion. A new computational model ...
Risk and portfolio management advanced approaches for Implementing Stochastic Correlation Processes
A stochastic correlation approach using copula functions offers a flexible alternative. By allowing correlations to vary ...
Simon Fraser University7y
Theoretical Semivariogram Models
While there are various methods of fitting semivariogram models, such as least squares, maximum likelihood, and robust methods (Cressie 1993, section 2.6), these techniques are not appropriate for ...
Princeton University10y
Ulrich K. Müller
We model the innovations as having a log-spectral density that is a continuous mean-zero Gaussian process of order 1/sqrt(T). This local embedding makes the problem asymptotically a normal-normal ...