A semi-convex function for both constant and time-varying moving force identification

Time-Varying Monetary Policy Reaction Function: The Case of Iran

Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes

 This paper mainly considers a nonstandard risk model with a constant interest rate‎, ‎where both the claim sizes and the inter-arrival times follow some certain dependence structures‎. ‎When the claim sizes are dominatedly varying-tailed‎, ‎asymptotics for the infinite time ruin probability of the above dependent risk model have been given‎.

Time-Varying Moving Average Model for Autocovariance Nonstationary Time Series

In time series analysis, fitting the Moving Average (MA) model is more complicated than Autoregressive (AR) models because the error terms are not observable. This means that iterative nonlinear fitting procedures need to be used in place of linear least squares. In this paper, Time-Varying Moving Average (TVMA) models are proposed for an autocovariance nonstationary time series. Through statis...

Estimation of the survival function for Gray's piecewise-constant time-varying coefficients model.

Gray's extension of Cox's proportional hazards (PH) model for right-censored survival data allows for a departure from the PH assumption via introduction of time-varying regression coefficients (TVC). For this model estimation of the conditional hazard rate relies on the inclusion of penalized splines. Cubic penalized splines tend to be unstable in the right tail of the distribution and thus qu...

Linear Time Varying MPC Based Path Planning of an Autonomous Vehicle via Convex Optimization

In this paper a new method is introduced for path planning of an autonomous vehicle. In this method, the environment is considered cluttered and with some uncertainty sources. Thus, the state of detected object should be estimated using an optimal filter. To do so, the state distribution is assumed Gaussian. Thus the state vector is estimated by a Kalman filter at each time step. The estimation...