The class of multivariate Lévy-driven autoregressive moving average (MCARMA) processes, the continuous-time analogs of the classical vector ARMA processes, is shown to be equivalent to the class of ...
The present paper deals with an application of Jacobi polynomial and multivariable H-function to solve the differential equation of heat conduction in a non-homogeneous moving rectangular ...
Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...