Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.

In many applications, the outcome of interest is a mark such that its observation is contingent upon occurrence of an event. With incomplete follow-up data, the marginal mark distribution is, however, ...

With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...