Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.
In many applications, the outcome of interest is a mark such that its observation is contingent upon occurrence of an event. With incomplete follow-up data, the marginal mark distribution is, however, ...
The bi-level approach uses carbon-embedded distribution and locational marginal price to help control power flows while ...