Optimal control under discrete observation of continuous stochastic systems with time delay
Optimal control of stabilizable time-varying linear systems with time delay
Correspondence Between Semi-Measures and Small Systems
Asymptotic decomposition of smoothing positive operators
Explicit definition of an exact measure for the semiflow of a first order partial differential equation
Regular measures and entropy on pseudo-compact spaces
Time series models for Earth's crust kinematics
Deterministic and stochastic approach to modeling common trends has been applied to time series of horizontal coordinates of the permanent GPS station Modra – Piesky (recorded weekly during the period of 4 years).
Comparing measure theoretic entropy for -finite measures with topological entropy
Goodwyn's theorem for sequential entropy on pseudocompact spaces
Applications of regime-switching models based on aggregation operators
A synthesis of recent development of regime-switching models based on aggregation operators is presented. It comprises procedures for model specification and identification, parameter estimation and model adequacy testing. Constructions of models for real life data from hydrology and finance are presented.
Entropy for noninvariant measures
Modelling financial time series using reflections of copulas
We have intensified studies of reflections of copulas (that we introduced recently in [6]) and found that their convex combinations exhibit potentially useful fitting properties for original copulas of the Normal, Frank, Clayton and Gumbel types. We show that these properties enable us to construct interesting models for the relations between investment in stocks and gold.
Asymptotic periodicity of Markov operators on signed measures
A new criterion of asymptotic periodicity of Markov operators on , established in [3], is extended to the class of Markov operators on signed measures.
Regime-switching models of time series with cubic spline transition function in geodetic application
A new class of Smooth Transition Autoregressive models, based on cubic spline type transition functions, has been introduced and subjected to comparison with models based on the traditional logistic transition functions. A very high degree of similarity between the two model classes has been demonstrated. The new class of models can be slightly preferable because of its more simple formal and geometrical structure that may enable users more convenient manipulation in statistical inference procedures....
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