5 citations
2 papers
stat.ME2016★ 5 cited
A self-calibrating method for heavy tailed data modelling. Application in neuroscience and finance
Nehla Debbabi, Marie Kratz, Mamadou Mboup
Modelling non-homogeneous and multi-component data is a problem that challenges scientific researchers in several fields. In general, it is not possible to find a simple and closed…
math-ph2016★ 2 cited
Functional central limit theorems and -processes for the classical and relativistic Nelson models
Soumaya Gheryan, Fumio Hiroshima, Jozsef Lorinczi +2
We construct -processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson mod…