In this article we introduce a new methodology for modeling curves with a dynamic structure, using a non-parametric approach formulated as a state space model. The non-parametric approach is based on the use of penalized splines, represented as a dynamic mixed model. This formulation can capture...

Let (Zi=(Xi,Yi),i∈ZN) be a F×R-valued measurable strictly stationary spatial process, where F is a semi-metric space. We study a kernel estimator of the conditional mode of the univariate response variable Yi given the functional variable Xi. The main aim of this paper is to prove the almost...

Abstract We consider the problem of maximizing the utility of consumption and terminal wealth in a geometric Ornstein–Uhlenbeck market. We calculate the optimal consumption and wealth processes for power, logarithmic and exponential utility as well as their behavior depending e.g. on...