The invariant polynomials Cφ κ 1,...,κ r (X1,...,Xr) (Davis [8] and Chikuse [2] with r (r ≥ 2) symmetric matrix arguments have been defined, extending the zonal ...

Abstract. We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series ...

We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...