Lennart Oelschläger and Timo Adam
Detecting bearish and bullish markets in financial
time series using hierarchical hidden Markov models
Sophie Vanbelle and Emmanuel Lesaffre
Modelling agreement for binary intensive longitudinal data
Daniel M. Sheanshang, Philip A. White and Durban G. Keeler
Outlier accommodation with semiparametric density processes:
A study of Antarctic snow density modelling
Gianluca Sottile and Paolo Frumento
Parametric estimation of non-crossing quantile functions