This paper treats the identification of continuous-time output error (OE) models based on sampled data. The exact method for doing this is well known both for data given in the time domains, but this approach becomes somewhat complex, especially for non-uniformly sampled data. In this paper we assume that the system is fed with a zero order hold input signal and that the sampling rate is so hig...

The impulse responses of the federal funds rate to innovations in the non-borrowed reserves are re-examined. The rolling responses reveal that, by correcting for the nonstationarity of the data and including the error correcting terms in the VARs, the liquidity effect found by Christiano et al. (1991, 1992, and 1994) is shortened from six to two months. The rolling responses also locate an outl...

Deformable models are used to recognize handwritten characters which have a great variety of handwriting styles. The overall character shape is modeled by a B-spline and individual pixels are modeled by Gaussian functions. Model parameters associated with the spline and the Gaussian functions, together with their relative strength, are estimated using Bayesian inference. Under such a Bayesian f...