Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 73, No. 4 (SEPTEMBER 2011), pp. 531-558 (28 pages) We propose and analyse fully data-driven methods for inference ...

Neural networks revolutionized machine learning for classical computers: self-driving cars, language translation and even artificial intelligence software were all made possible. It is no wonder, then ...

In this paper the class of cyclostationary Gaussian random processes is studied. Basic asymptotics are given for the class of Gaussian processes that are centered and differentiable in mean square.