12 citations · 12 across the 3 of their papers we have counts for
3 papers
A Noise Resilient Approach for Robust Hurst Exponent Estimation
Malith Premarathna, Fabrizio Ruggeri, Dixon Vimalajeewa
Understanding signal behavior across scales is vital in areas such as natural phenomena analysis and financial modeling. A key property is self-similarity, quantified by the Hurst…
Generative Bayesian Computation for Maximum Expected Utility
Nick Polson, Fabrizio Ruggeri, Vadim Sokolov
Generative Bayesian Computation (GBC) methods are developed to provide an efficient computational solution for maximum expected utility (MEU). We propose a density-free generative…
A bivariate two-state Markov modulated Poisson process for failure modelling
Yoel G. Yera, Rosa E. Lillo, Bo F. Nielsen +2
Motivated by a real failure dataset in a two-dimensional context, this paper presents an extension of the Markov modulated Poisson process (MMPP) to two dimensions. The one-dimensi…