Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...

The DARMA (discrete mixed autoregressive-moving average) processes are a broad but parametrically simple class of models for a stationary sequence of dependent discrete random variables. A DARMA ...

Sankhyā: The Indian Journal of Statistics, Series A (2008-), Vol. 77, No. 2 (August 2015), pp. 380-407 (28 pages) Robust inference based on the minimization of statistical divergences has proved to be ...