3 citations · 6 across the 5 of their papers we have counts for
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stat.CO2023
An Improved Unbiased Particle Filter
Ajay Jasra, Mohamed Maama, Hernando Ombao
In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical rea…
stat.CO2016★ 1 cited
The Hierarchical Spectral Merger algorithm: A New Time Series Clustering Procedure
Carolina Euan, Hernando Ombao, Joaquin Ortega
We present a new method for time series clustering which we call the Hierarchical Spectral Merger (HSM) method. This procedure is based on the spectral theory of time series and id…