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09/20/2023
Generalised Hyperbolic State-space Models for Inference in Dynamic Systems
In this work we study linear vector stochastic differential equation (SD...
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03/18/2023
Point process simulation of generalised hyperbolic Lévy processes
Generalised hyperbolic (GH) processes are a class of stochastic processe...
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09/07/2022
Non-Gaussian Process Regression
Standard GPs offer a flexible modelling tool for well-behaved processes....
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05/19/2021