Related papers: On a class of space-time intrinsic random function…
This article presents an overview of a theory for performing temporal smoothing on temporal signals in such a way that: (i) temporally smoothed signals at coarser temporal scales are guaranteed to constitute simplifications of corresponding…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
In this paper we consider a class of non-local in time telegraph equations. Recently, it has been proved that the fundamental solutions of such equations can be interpreted as the probability density function of a stochastic process. We…
We study spectral densities for systems on lattices, which, at a phase transition display, power-law spatial correlations. Constructing the spatial correlation matrix we prove that its eigenvalue density shows a power law that can be…
The difference between Lorentz invariance and Lorentz covariance is discussed in detail. A covariant formalism is developed for the internal space-time symmetry of extended particles, especially in connection with the insightful…
A possibility to represent the standard model of fundamental particles covariant derivatives by means of approximate generalized fractional Riemann-Liouville derivatives of multifractal time and space model is shown.
The Mat{\'e}rn family of covariance functions has played a central role in spatial statistics for decades, being a flexible parametric class with one parameter determining the smoothness of the paths of the underlying spatial field. This…
The theory of quasi-arithmetic means is a powerful tool in the study of covariance functions across space-time. In the present study we use quasi-arithmetic functionals to make inferences about the permissibility of averages of functions…
A characteristic feature of functional data is the presence of phase variability in addition to amplitude variability. Existing functional regression methods do not handle time variability in an explicit and efficient way. In this paper we…
General equations of the unified field theory, obtained using the curved and torsional space-time, are presented. They contain only independent geometrical parameters (metric and connections) of the metric-affine space, and describe the…
The principle of local covariance which was recently introduced admits a generally covariant formulation of quantum field theory. It allows a discussion of structural properties of quantum field theory as well as the perturbative…
The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…
Explosive growth in spatio-temporal data and its wide range of applications have attracted increasing interests of researchers in the statistical and machine learning fields. The spatio-temporal regression problem is of paramount importance…
This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…
A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…
Covariance functions and variograms play a fundamental role in exploratory analysis and statistical modelling of spatial and spatio-temporal datasets. In this paper, we construct a new class of spatial covariance functions using the Fourier…
In this paper, we study mixed power-exponential moment functionals of nonlinearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with…
The temporal Fokker-Planck equation is analytically integrated in an arbitrary number of spatial dimensions but with the 2D and 3D results highlighted. It is shown that a temporal power-law ansatz for the anisotropic diffusion coefficients…
This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.