We study parameter estimation in linear Gaussian covariance models, which are p-dimensional Gaussian models with linear constraints on the covariance matrix. Maximum likelihood estimation for this ...

In this article, we propose a generalized Gaussian process concurrent regression model for functional data, where the functional response variable has a binomial. Poisson, or other non-Gaussian ...

We propose an affine extension of the linear Gaussian term structure model (LGM) such that the instantaneous covariation of the factors is given by an affine process on semidefinite positive matrixes.